CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 26-Jan-2007

Day Change Summary
	Previous	Current
	25-Jan-2007	26-Jan-2007	Change	Change %	Previous Week
Open	804.2	796.3	-7.9	-1.0%	797.9
High	806.7	799.6	-7.1	-0.9%	806.7
Low	792.2	788.3	-3.9	-0.5%	786.3
Close	794.4	796.8	2.4	0.3%	796.8
Range	14.5	11.3	-3.2	-22.1%	20.4
ATR	10.8	10.8	0.0	0.3%	0.0
Volume	169	83	-86	-50.9%	648

Daily Pivots for day following 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	828.8	824.1	803.0
R3	817.5	812.8	799.9
R2	806.2	806.2	798.9
R1	801.5	801.5	797.8	803.9
PP	794.9	794.9	794.9	796.1
S1	790.2	790.2	795.8	792.6
S2	783.6	783.6	794.7
S3	772.3	778.9	793.7
S4	761.0	767.6	790.6

Weekly Pivots for week ending 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	857.8	847.7	808.0
R3	837.4	827.3	802.4
R2	817.0	817.0	800.5
R1	806.9	806.9	798.7	801.8
PP	796.6	796.6	796.6	794.0
S1	786.5	786.5	794.9	781.4
S2	776.2	776.2	793.1
S3	755.8	766.1	791.2
S4	735.4	745.7	785.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	806.7	786.3	20.4	2.6%	11.9	1.5%	51%	False	False	129
10	814.0	785.9	28.1	3.5%	11.2	1.4%	39%	False	False	148
20	814.0	780.3	33.7	4.2%	11.3	1.4%	49%	False	False	160

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	1.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	847.6
2.618	829.2
1.618	817.9
1.000	810.9
0.618	806.6
HIGH	799.6
0.618	795.3
0.500	794.0
0.382	792.6
LOW	788.3
0.618	781.3
1.000	777.0
1.618	770.0
2.618	758.7
4.250	740.3

Fisher Pivots for day following 26-Jan-2007
Pivot	1 day	3 day
R1	795.9	797.5
PP	794.9	797.3
S1	794.0	797.0

Download as Excel Spreadsheet

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

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