CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 31-Jan-2007

Day Change Summary
	Previous	Current
	30-Jan-2007	31-Jan-2007	Change	Change %	Previous Week
Open	804.2	804.0	-0.2	0.0%	797.9
High	809.3	814.4	5.1	0.6%	806.7
Low	801.9	803.0	1.1	0.1%	786.3
Close	808.7	811.4	2.7	0.3%	796.8
Range	7.4	11.4	4.0	54.1%	20.4
ATR	10.6	10.7	0.1	0.5%	0.0
Volume	193	275	82	42.5%	648

Daily Pivots for day following 31-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	843.8	839.0	817.7
R3	832.4	827.6	814.5
R2	821.0	821.0	813.5
R1	816.2	816.2	812.4	818.6
PP	809.6	809.6	809.6	810.8
S1	804.8	804.8	810.4	807.2
S2	798.2	798.2	809.3
S3	786.8	793.4	808.3
S4	775.4	782.0	805.1

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	814.4	788.3	26.1	3.2%	11.1	1.4%	89%	True	False	201
10	814.4	785.9	28.5	3.5%	11.3	1.4%	89%	True	False	173
20	814.4	780.3	34.1	4.2%	11.6	1.4%	91%	True	False	193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	862.9
2.618	844.2
1.618	832.8
1.000	825.8
0.618	821.4
HIGH	814.4
0.618	810.0
0.500	808.7
0.382	807.4
LOW	803.0
0.618	796.0
1.000	791.6
1.618	784.6
2.618	773.2
4.250	754.6

Fisher Pivots for day following 31-Jan-2007
Pivot	1 day	3 day
R1	810.5	809.2
PP	809.6	807.0
S1	808.7	804.8

Download as Excel Spreadsheet

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

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