CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 05-Jan-2007

Day Change Summary
	Previous	Current
	04-Jan-2007	05-Jan-2007	Change	Change %	Previous Week
Open	799.7	797.6	-2.1	-0.3%	805.3
High	806.0	800.0	-6.0	-0.7%	810.6
Low	791.9	786.2	-5.7	-0.7%	786.2
Close	802.9	786.2	-16.7	-2.1%	786.2
Range	14.1	13.8	-0.3	-2.1%	24.4
ATR	0.0	10.0	10.0		0.0
Volume	51	492	441	864.7%	544

Daily Pivots for day following 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	832.2	823.0	793.8
R3	818.4	809.2	790.0
R2	804.6	804.6	788.7
R1	795.4	795.4	787.5	793.1
PP	790.8	790.8	790.8	789.7
S1	781.6	781.6	784.9	779.3
S2	777.0	777.0	783.7
S3	763.2	767.8	782.4
S4	749.4	754.0	778.6

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	867.5	851.3	799.6
R3	843.1	826.9	792.9
R2	818.7	818.7	790.7
R1	802.5	802.5	788.4	798.4
PP	794.3	794.3	794.3	792.3
S1	778.1	778.1	784.0	774.0
S2	769.9	769.9	781.7
S3	745.5	753.7	779.5
S4	721.1	729.3	772.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	812.5	786.2	26.3	3.3%	12.6	1.6%	0%	False	True	128
10	812.5	786.2	26.3	3.3%	9.9	1.3%	0%	False	True	84

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	2.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	858.7
2.618	836.1
1.618	822.3
1.000	813.8
0.618	808.5
HIGH	800.0
0.618	794.7
0.500	793.1
0.382	791.5
LOW	786.2
0.618	777.7
1.000	772.4
1.618	763.9
2.618	750.1
4.250	727.6

Fisher Pivots for day following 05-Jan-2007
Pivot	1 day	3 day
R1	793.1	798.4
PP	790.8	794.3
S1	788.5	790.3

Download as Excel Spreadsheet

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

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