CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 11-Jan-2007

Day Change Summary
	Previous	Current
	10-Jan-2007	11-Jan-2007	Change	Change %	Previous Week
Open	786.0	792.3	6.3	0.8%	805.3
High	792.3	803.5	11.2	1.4%	810.6
Low	783.9	790.9	7.0	0.9%	786.2
Close	792.3	799.9	7.6	1.0%	786.2
Range	8.4	12.6	4.2	50.0%	24.4
ATR	10.0	10.2	0.2	1.8%	0.0
Volume	390	149	-241	-61.8%	544

Daily Pivots for day following 11-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	835.9	830.5	806.8
R3	823.3	817.9	803.4
R2	810.7	810.7	802.2
R1	805.3	805.3	801.1	808.0
PP	798.1	798.1	798.1	799.5
S1	792.7	792.7	798.7	795.4
S2	785.5	785.5	797.6
S3	772.9	780.1	796.4
S4	760.3	767.5	793.0

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	803.5	780.3	23.2	2.9%	11.3	1.4%	84%	True	False	314
10	812.5	780.3	32.2	4.0%	11.4	1.4%	61%	False	False	172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	857.1
2.618	836.5
1.618	823.9
1.000	816.1
0.618	811.3
HIGH	803.5
0.618	798.7
0.500	797.2
0.382	795.7
LOW	790.9
0.618	783.1
1.000	778.3
1.618	770.5
2.618	757.9
4.250	737.4

Fisher Pivots for day following 11-Jan-2007
Pivot	1 day	3 day
R1	799.0	797.2
PP	798.1	794.6
S1	797.2	791.9

Download as Excel Spreadsheet

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

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