CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 29-Jan-2007

Day Change Summary
	Previous	Current
	26-Jan-2007	29-Jan-2007	Change	Change %	Previous Week
Open	796.3	796.4	0.1	0.0%	797.9
High	799.6	806.1	6.5	0.8%	806.7
Low	788.3	795.1	6.8	0.9%	786.3
Close	796.8	803.9	7.1	0.9%	796.8
Range	11.3	11.0	-0.3	-2.7%	20.4
ATR	10.8	10.8	0.0	0.1%	0.0
Volume	83	285	202	243.4%	648

Daily Pivots for day following 29-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	834.7	830.3	810.0
R3	823.7	819.3	806.9
R2	812.7	812.7	805.9
R1	808.3	808.3	804.9	810.5
PP	801.7	801.7	801.7	802.8
S1	797.3	797.3	802.9	799.5
S2	790.7	790.7	801.9
S3	779.7	786.3	800.9
S4	768.7	775.3	797.9

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	787.1	19.6	2.4%	11.8	1.5%	86%	False	False	166
10	814.0	785.9	28.1	3.5%	11.4	1.4%	64%	False	False	147
20	814.0	780.3	33.7	4.2%	11.4	1.4%	70%	False	False	174

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	1.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	852.9
2.618	834.9
1.618	823.9
1.000	817.1
0.618	812.9
HIGH	806.1
0.618	801.9
0.500	800.6
0.382	799.3
LOW	795.1
0.618	788.3
1.000	784.1
1.618	777.3
2.618	766.3
4.250	748.4

Fisher Pivots for day following 29-Jan-2007
Pivot	1 day	3 day
R1	802.8	801.8
PP	801.7	799.6
S1	800.6	797.5

Download as Excel Spreadsheet

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

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