CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 04-Jul-2007

Day Change Summary
	Previous	Current
	03-Jul-2007	04-Jul-2007	Change	Change %	Previous Week
Open	859.6	862.1	2.5	0.3%	845.5
High	860.6	864.1	3.5	0.4%	860.0
Low	859.6	862.1	2.5	0.3%	832.3
Close	861.7	864.1	2.4	0.3%	849.2
Range	1.0	2.0	1.0	100.0%	27.7
ATR
Volume	117	117	0	0.0%	1,107

Daily Pivots for day following 04-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	869.4	868.8	865.2
R3	867.4	866.8	864.7
R2	865.4	865.4	864.5
R1	864.8	864.8	864.3	865.1
PP	863.4	863.4	863.4	863.6
S1	862.8	862.8	863.9	863.1
S2	861.4	861.4	863.7
S3	859.4	860.8	863.6
S4	857.4	858.8	863.0

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	864.1	843.1	21.0	2.4%	8.0	0.9%	100%	True	False	187
10	864.1	832.3	31.8	3.7%	11.0	1.3%	100%	True	False	166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	872.6
2.618	869.3
1.618	867.3
1.000	866.1
0.618	865.3
HIGH	864.1
0.618	863.3
0.500	863.1
0.382	862.9
LOW	862.1
0.618	860.9
1.000	860.1
1.618	858.9
2.618	856.9
4.250	853.6

Fisher Pivots for day following 04-Jul-2007
Pivot	1 day	3 day
R1	863.8	861.3
PP	863.4	858.5
S1	863.1	855.7

Download as Excel Spreadsheet

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

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