CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 26-Jul-2007

Day Change Summary
	Previous	Current
	25-Jul-2007	26-Jul-2007	Change	Change %	Previous Week
Open	824.5	818.6	-5.9	-0.7%	865.7
High	832.2	824.0	-8.2	-1.0%	868.7
Low	812.8	789.2	-23.6	-2.9%	841.6
Close	821.8	798.5	-23.3	-2.8%	848.4
Range	19.4	34.8	15.4	79.4%	27.1
ATR	12.7	14.3	1.6	12.4%	0.0
Volume	425	1,078	653	153.6%	2,484

Daily Pivots for day following 26-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	908.3	888.2	817.6
R3	873.5	853.4	808.1
R2	838.7	838.7	804.9
R1	818.6	818.6	801.7	811.3
PP	803.9	803.9	803.9	800.2
S1	783.8	783.8	795.3	776.5
S2	769.1	769.1	792.1
S3	734.3	749.0	788.9
S4	699.5	714.2	779.4

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	934.2	918.4	863.3
R3	907.1	891.3	855.9
R2	880.0	880.0	853.4
R1	864.2	864.2	850.9	858.6
PP	852.9	852.9	852.9	850.1
S1	837.1	837.1	845.9	831.5
S2	825.8	825.8	843.4
S3	798.7	810.0	840.9
S4	771.6	782.9	833.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863.5	789.2	74.3	9.3%	22.2	2.8%	13%	False	True	595
10	869.4	789.2	80.2	10.0%	15.5	1.9%	12%	False	True	502
20	869.4	789.2	80.2	10.0%	12.4	1.6%	12%	False	True	361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	971.9
2.618	915.1
1.618	880.3
1.000	858.8
0.618	845.5
HIGH	824.0
0.618	810.7
0.500	806.6
0.382	802.5
LOW	789.2
0.618	767.7
1.000	754.4
1.618	732.9
2.618	698.1
4.250	641.3

Fisher Pivots for day following 26-Jul-2007
Pivot	1 day	3 day
R1	806.6	817.6
PP	803.9	811.2
S1	801.2	804.9

Download as Excel Spreadsheet

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

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