CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 06-Sep-2007

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	805.0	798.6	-6.4	-0.8%	805.5
High	806.3	803.4	-2.9	-0.4%	806.4
Low	794.1	791.7	-2.4	-0.3%	774.1
Close	800.6	799.6	-1.0	-0.1%	800.8
Range	12.2	11.7	-0.5	-4.1%	32.3
ATR	18.9	18.4	-0.5	-2.7%	0.0
Volume	3,599	2,574	-1,025	-28.5%	2,368

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	833.3	828.2	806.0
R3	821.6	816.5	802.8
R2	809.9	809.9	801.7
R1	804.8	804.8	800.7	807.4
PP	798.2	798.2	798.2	799.5
S1	793.1	793.1	798.5	795.7
S2	786.5	786.5	797.5
S3	774.8	781.4	796.4
S4	763.1	769.7	793.2

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	813.2	785.2	28.0	3.5%	13.5	1.7%	51%	False	False	1,523
10	815.5	774.1	41.4	5.2%	15.6	1.9%	62%	False	False	956
20	815.5	743.5	72.0	9.0%	20.0	2.5%	78%	False	False	615
40	869.4	743.5	125.9	15.7%	19.5	2.4%	45%	False	False	493

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	853.1
2.618	834.0
1.618	822.3
1.000	815.1
0.618	810.6
HIGH	803.4
0.618	798.9
0.500	797.6
0.382	796.2
LOW	791.7
0.618	784.5
1.000	780.0
1.618	772.8
2.618	761.1
4.250	742.0

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	798.9	802.5
PP	798.2	801.5
S1	797.6	800.6

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

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