CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 25-Jan-2007

Day Change Summary
	Previous	Current
	24-Jan-2007	25-Jan-2007	Change	Change %	Previous Week
Open	796.4	804.2	7.8	1.0%	809.0
High	805.5	806.7	1.2	0.1%	814.0
Low	796.3	792.2	-4.1	-0.5%	785.9
Close	805.1	794.4	-10.7	-1.3%	795.0
Range	9.2	14.5	5.3	57.6%	28.1
ATR	10.5	10.8	0.3	2.7%	0.0
Volume	147	169	22	15.0%	542

Daily Pivots for day following 25-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	841.3	832.3	802.4
R3	826.8	817.8	798.4
R2	812.3	812.3	797.1
R1	803.3	803.3	795.7	800.6
PP	797.8	797.8	797.8	796.4
S1	788.8	788.8	793.1	786.1
S2	783.3	783.3	791.7
S3	768.8	774.3	790.4
S4	754.3	759.8	786.4

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	806.7	785.9	20.8	2.6%	11.9	1.5%	41%	True	False	162
10	814.0	785.9	28.1	3.5%	11.3	1.4%	30%	False	False	155
20	814.0	780.3	33.7	4.2%	11.0	1.4%	42%	False	False	157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	868.3
2.618	844.7
1.618	830.2
1.000	821.2
0.618	815.7
HIGH	806.7
0.618	801.2
0.500	799.5
0.382	797.7
LOW	792.2
0.618	783.2
1.000	777.7
1.618	768.7
2.618	754.2
4.250	730.6

Fisher Pivots for day following 25-Jan-2007
Pivot	1 day	3 day
R1	799.5	796.9
PP	797.8	796.1
S1	796.1	795.2

Download as Excel Spreadsheet

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

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