CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 22-Jan-2007

Day Change Summary
	Previous	Current
	19-Jan-2007	22-Jan-2007	Change	Change %	Previous Week
Open	787.7	797.9	10.2	1.3%	809.0
High	797.0	797.9	0.9	0.1%	814.0
Low	785.9	786.3	0.4	0.1%	785.9
Close	795.0	789.0	-6.0	-0.8%	795.0
Range	11.1	11.6	0.5	4.5%	28.1
ATR	10.3	10.4	0.1	0.9%	0.0
Volume	246	99	-147	-59.8%	542

Daily Pivots for day following 22-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	825.9	819.0	795.4
R3	814.3	807.4	792.2
R2	802.7	802.7	791.1
R1	795.8	795.8	790.1	793.5
PP	791.1	791.1	791.1	789.9
S1	784.2	784.2	787.9	781.9
S2	779.5	779.5	786.9
S3	767.9	772.6	785.8
S4	756.3	761.0	782.6

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	882.6	866.9	810.5
R3	854.5	838.8	802.7
R2	826.4	826.4	800.2
R1	810.7	810.7	797.6	804.5
PP	798.3	798.3	798.3	795.2
S1	782.6	782.6	792.4	776.4
S2	770.2	770.2	789.8
S3	742.1	754.5	787.3
S4	714.0	726.4	779.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	814.0	785.9	28.1	3.6%	11.0	1.4%	11%	False	False	128
10	814.0	780.3	33.7	4.3%	10.6	1.3%	26%	False	False	201
20	814.0	780.3	33.7	4.3%	10.3	1.3%	26%	False	False	143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	847.2
2.618	828.3
1.618	816.7
1.000	809.5
0.618	805.1
HIGH	797.9
0.618	793.5
0.500	792.1
0.382	790.7
LOW	786.3
0.618	779.1
1.000	774.7
1.618	767.5
2.618	755.9
4.250	737.0

Fisher Pivots for day following 22-Jan-2007
Pivot	1 day	3 day
R1	792.1	793.1
PP	791.1	791.7
S1	790.0	790.4

Download as Excel Spreadsheet

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

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