CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 08-Jan-2007

Day Change Summary
	Previous	Current
	05-Jan-2007	08-Jan-2007	Change	Change %	Previous Week
Open	797.6	784.9	-12.7	-1.6%	805.3
High	800.0	791.5	-8.5	-1.1%	810.6
Low	786.2	781.0	-5.2	-0.7%	786.2
Close	786.2	788.7	2.5	0.3%	786.2
Range	13.8	10.5	-3.3	-23.9%	24.4
ATR	10.0	10.1	0.0	0.3%	0.0
Volume	492	121	-371	-75.4%	544

Daily Pivots for day following 08-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	818.6	814.1	794.5
R3	808.1	803.6	791.6
R2	797.6	797.6	790.6
R1	793.1	793.1	789.7	795.4
PP	787.1	787.1	787.1	788.2
S1	782.6	782.6	787.7	784.9
S2	776.6	776.6	786.8
S3	766.1	772.1	785.8
S4	755.6	761.6	782.9

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	810.6	781.0	29.6	3.8%	13.5	1.7%	26%	False	True	142
10	812.5	781.0	31.5	4.0%	10.4	1.3%	24%	False	True	85

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	True
Bull Hook	False
Stretch	2.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	836.1
2.618	819.0
1.618	808.5
1.000	802.0
0.618	798.0
HIGH	791.5
0.618	787.5
0.500	786.3
0.382	785.0
LOW	781.0
0.618	774.5
1.000	770.5
1.618	764.0
2.618	753.5
4.250	736.4

Fisher Pivots for day following 08-Jan-2007
Pivot	1 day	3 day
R1	787.9	793.5
PP	787.1	791.9
S1	786.3	790.3

Download as Excel Spreadsheet

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

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