CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 03-Jan-2007

Day Change Summary
	Previous	Current
	29-Dec-2006	03-Jan-2007	Change	Change %	Previous Week
Open	808.0	805.3	-2.7	-0.3%	797.2
High	809.6	810.6	1.0	0.1%	812.5
Low	799.7	791.3	-8.4	-1.1%	797.1
Close	801.9	800.6	-1.3	-0.2%	801.9
Range	9.9	19.3	9.4	94.9%	15.4
ATR
Volume	48	1	-47	-97.9%	118

Daily Pivots for day following 03-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	858.7	849.0	811.2
R3	839.4	829.7	805.9
R2	820.1	820.1	804.1
R1	810.4	810.4	802.4	805.6
PP	800.8	800.8	800.8	798.5
S1	791.1	791.1	798.8	786.3
S2	781.5	781.5	797.1
S3	762.2	771.8	795.3
S4	742.9	752.5	790.0

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	850.0	841.4	810.4
R3	834.6	826.0	806.1
R2	819.2	819.2	804.7
R1	810.6	810.6	803.3	814.9
PP	803.8	803.8	803.8	806.0
S1	795.2	795.2	800.5	799.5
S2	788.4	788.4	799.1
S3	773.0	779.8	797.7
S4	757.6	764.4	793.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	812.5	791.3	21.2	2.6%	9.7	1.2%	44%	False	True	23
10	812.5	786.0	26.5	3.3%	9.9	1.2%	55%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	892.6
2.618	861.1
1.618	841.8
1.000	829.9
0.618	822.5
HIGH	810.6
0.618	803.2
0.500	801.0
0.382	798.7
LOW	791.3
0.618	779.4
1.000	772.0
1.618	760.1
2.618	740.8
4.250	709.3

Fisher Pivots for day following 03-Jan-2007
Pivot	1 day	3 day
R1	801.0	801.9
PP	800.8	801.5
S1	800.7	801.0

Download as Excel Spreadsheet

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

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