CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 10-Jan-2007

Day Change Summary
	Previous	Current
	09-Jan-2007	10-Jan-2007	Change	Change %	Previous Week
Open	789.9	786.0	-3.9	-0.5%	805.3
High	791.6	792.3	0.7	0.1%	810.6
Low	780.3	783.9	3.6	0.5%	786.2
Close	790.3	792.3	2.0	0.3%	786.2
Range	11.3	8.4	-2.9	-25.7%	24.4
ATR	10.2	10.0	-0.1	-1.2%	0.0
Volume	418	390	-28	-6.7%	544

Daily Pivots for day following 10-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	814.7	811.9	796.9
R3	806.3	803.5	794.6
R2	797.9	797.9	793.8
R1	795.1	795.1	793.1	796.5
PP	789.5	789.5	789.5	790.2
S1	786.7	786.7	791.5	788.1
S2	781.1	781.1	790.8
S3	772.7	778.3	790.0
S4	764.3	769.9	787.7

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	806.0	780.3	25.7	3.2%	11.6	1.5%	47%	False	False	294
10	812.5	780.3	32.2	4.1%	10.7	1.3%	37%	False	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	828.0
2.618	814.3
1.618	805.9
1.000	800.7
0.618	797.5
HIGH	792.3
0.618	789.1
0.500	788.1
0.382	787.1
LOW	783.9
0.618	778.7
1.000	775.5
1.618	770.3
2.618	761.9
4.250	748.2

Fisher Pivots for day following 10-Jan-2007
Pivot	1 day	3 day
R1	790.9	790.3
PP	789.5	788.3
S1	788.1	786.3

Download as Excel Spreadsheet

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

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