CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 30-Aug-2007

Day Change Summary
	Previous	Current
	29-Aug-2007	30-Aug-2007	Change	Change %	Previous Week
Open	775.5	794.6	19.1	2.5%	797.3
High	795.5	799.5	4.0	0.5%	815.5
Low	774.2	785.2	11.0	1.4%	786.2
Close	795.3	790.6	-4.7	-0.6%	807.6
Range	21.3	14.3	-7.0	-32.9%	29.3
ATR	20.4	20.0	-0.4	-2.1%	0.0
Volume	616	253	-363	-58.9%	1,356

Daily Pivots for day following 30-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	834.7	826.9	798.5
R3	820.4	812.6	794.5
R2	806.1	806.1	793.2
R1	798.3	798.3	791.9	795.1
PP	791.8	791.8	791.8	790.1
S1	784.0	784.0	789.3	780.8
S2	777.5	777.5	788.0
S3	763.2	769.7	786.7
S4	748.9	755.4	782.7

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.0	878.6	823.7
R3	861.7	849.3	815.7
R2	832.4	832.4	813.0
R1	820.0	820.0	810.3	826.2
PP	803.1	803.1	803.1	806.2
S1	790.7	790.7	804.9	796.9
S2	773.8	773.8	802.2
S3	744.5	761.4	799.5
S4	715.2	732.1	791.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	807.5	774.1	33.4	4.2%	16.2	2.1%	49%	False	False	392
10	815.5	767.1	48.4	6.1%	18.2	2.3%	49%	False	False	335
20	815.5	743.5	72.0	9.1%	22.8	2.9%	65%	False	False	285
40	869.4	743.5	125.9	15.9%	19.2	2.4%	37%	False	False	334

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	860.3
2.618	836.9
1.618	822.6
1.000	813.8
0.618	808.3
HIGH	799.5
0.618	794.0
0.500	792.4
0.382	790.7
LOW	785.2
0.618	776.4
1.000	770.9
1.618	762.1
2.618	747.8
4.250	724.4

Fisher Pivots for day following 30-Aug-2007
Pivot	1 day	3 day
R1	792.4	789.3
PP	791.8	788.1
S1	791.2	786.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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