CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 12-Jan-2007

Day Change Summary
	Previous	Current
	11-Jan-2007	12-Jan-2007	Change	Change %	Previous Week
Open	792.3	802.1	9.8	1.2%	784.9
High	803.5	808.0	4.5	0.6%	808.0
Low	790.9	799.2	8.3	1.0%	780.3
Close	799.9	808.7	8.8	1.1%	808.7
Range	12.6	8.8	-3.8	-30.2%	27.7
ATR	10.2	10.1	-0.1	-1.0%	0.0
Volume	149	296	147	98.7%	1,374

Daily Pivots for day following 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	831.7	829.0	813.5
R3	822.9	820.2	811.1
R2	814.1	814.1	810.3
R1	811.4	811.4	809.5	812.8
PP	805.3	805.3	805.3	806.0
S1	802.6	802.6	807.9	804.0
S2	796.5	796.5	807.1
S3	787.7	793.8	806.3
S4	778.9	785.0	803.9

Weekly Pivots for week ending 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	882.1	873.1	823.9
R3	854.4	845.4	816.3
R2	826.7	826.7	813.8
R1	817.7	817.7	811.2	822.2
PP	799.0	799.0	799.0	801.3
S1	790.0	790.0	806.2	794.5
S2	771.3	771.3	803.6
S3	743.6	762.3	801.1
S4	715.9	734.6	793.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	808.0	780.3	27.7	3.4%	10.3	1.3%	103%	True	False	274
10	812.5	780.3	32.2	4.0%	11.5	1.4%	88%	False	False	201

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	3.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	845.4
2.618	831.0
1.618	822.2
1.000	816.8
0.618	813.4
HIGH	808.0
0.618	804.6
0.500	803.6
0.382	802.6
LOW	799.2
0.618	793.8
1.000	790.4
1.618	785.0
2.618	776.2
4.250	761.8

Fisher Pivots for day following 12-Jan-2007
Pivot	1 day	3 day
R1	807.0	804.5
PP	805.3	800.2
S1	803.6	796.0

Download as Excel Spreadsheet

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

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