CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 31-Aug-2007

Day Change Summary
	Previous	Current
	30-Aug-2007	31-Aug-2007	Change	Change %	Previous Week
Open	794.6	793.0	-1.6	-0.2%	805.5
High	799.5	803.2	3.7	0.5%	806.4
Low	785.2	792.2	7.0	0.9%	774.1
Close	790.6	800.8	10.2	1.3%	800.8
Range	14.3	11.0	-3.3	-23.1%	32.3
ATR	20.0	19.4	-0.5	-2.6%	0.0
Volume	253	831	578	228.5%	2,368

Daily Pivots for day following 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	831.7	827.3	806.9
R3	820.7	816.3	803.8
R2	809.7	809.7	802.8
R1	805.3	805.3	801.8	807.5
PP	798.7	798.7	798.7	799.9
S1	794.3	794.3	799.8	796.5
S2	787.7	787.7	798.8
S3	776.7	783.3	797.8
S4	765.7	772.3	794.8

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	890.7	878.0	818.6
R3	858.4	845.7	809.7
R2	826.1	826.1	806.7
R1	813.4	813.4	803.8	803.6
PP	793.8	793.8	793.8	788.9
S1	781.1	781.1	797.8	771.3
S2	761.5	761.5	794.9
S3	729.2	748.8	791.9
S4	696.9	716.5	783.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	806.4	774.1	32.3	4.0%	15.8	2.0%	83%	False	False	473
10	815.5	774.1	41.4	5.2%	14.8	1.8%	64%	False	False	372
20	815.5	743.5	72.0	9.0%	21.6	2.7%	80%	False	False	323
40	869.4	743.5	125.9	15.7%	19.2	2.4%	46%	False	False	348

Crabel Price Patterns
NR	True
NR4	True
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	2.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	850.0
2.618	832.0
1.618	821.0
1.000	814.2
0.618	810.0
HIGH	803.2
0.618	799.0
0.500	797.7
0.382	796.4
LOW	792.2
0.618	785.4
1.000	781.2
1.618	774.4
2.618	763.4
4.250	745.5

Fisher Pivots for day following 31-Aug-2007
Pivot	1 day	3 day
R1	799.8	796.8
PP	798.7	792.7
S1	797.7	788.7

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

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