CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 03-Jul-2007

Day Change Summary
	Previous	Current
	02-Jul-2007	03-Jul-2007	Change	Change %	Previous Week
Open	850.0	859.6	9.6	1.1%	845.5
High	859.0	860.6	1.6	0.2%	860.0
Low	847.3	859.6	12.3	1.5%	832.3
Close	858.1	861.7	3.6	0.4%	849.2
Range	11.7	1.0	-10.7	-91.5%	27.7
ATR
Volume	184	117	-67	-36.4%	1,107

Daily Pivots for day following 03-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	863.6	863.7	862.3
R3	862.6	862.7	862.0
R2	861.6	861.6	861.9
R1	861.7	861.7	861.8	861.7
PP	860.6	860.6	860.6	860.6
S1	860.7	860.7	861.6	860.7
S2	859.6	859.6	861.5
S3	858.6	859.7	861.4
S4	857.6	858.7	861.2

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	930.3	917.4	864.4
R3	902.6	889.7	856.8
R2	874.9	874.9	854.3
R1	862.0	862.0	851.7	868.5
PP	847.2	847.2	847.2	850.4
S1	834.3	834.3	846.7	840.8
S2	819.5	819.5	844.1
S3	791.8	806.6	841.6
S4	764.1	778.9	834.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	860.6	832.3	28.3	3.3%	11.7	1.4%	104%	True	False	208
10	865.5	832.3	33.2	3.9%	12.5	1.5%	89%	False	False	156

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.1
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	864.9
2.618	863.2
1.618	862.2
1.000	861.6
0.618	861.2
HIGH	860.6
0.618	860.2
0.500	860.1
0.382	860.0
LOW	859.6
0.618	859.0
1.000	858.6
1.618	858.0
2.618	857.0
4.250	855.4

Fisher Pivots for day following 03-Jul-2007
Pivot	1 day	3 day
R1	861.2	858.4
PP	860.6	855.1
S1	860.1	851.9

Download as Excel Spreadsheet

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

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