CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 05-Jul-2007

Day Change Summary
	Previous	Current
	04-Jul-2007	05-Jul-2007	Change	Change %	Previous Week
Open	862.1	862.1	0.0	0.0%	845.5
High	864.1	864.1	0.0	0.0%	860.0
Low	862.1	856.4	-5.7	-0.7%	832.3
Close	864.1	862.8	-1.3	-0.2%	849.2
Range	2.0	7.7	5.7	285.0%	27.7
ATR	0.0	10.9	10.9		0.0
Volume	117	91	-26	-22.2%	1,107

Daily Pivots for day following 05-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	884.2	881.2	867.0
R3	876.5	873.5	864.9
R2	868.8	868.8	864.2
R1	865.8	865.8	863.5	867.3
PP	861.1	861.1	861.1	861.9
S1	858.1	858.1	862.1	859.6
S2	853.4	853.4	861.4
S3	845.7	850.4	860.7
S4	838.0	842.7	858.6

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%	7.9	0.9%	94%	True	False	174
10	864.1	832.3	31.8	3.7%	10.5	1.2%	96%	True	False	169

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	2.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	896.8
2.618	884.3
1.618	876.6
1.000	871.8
0.618	868.9
HIGH	864.1
0.618	861.2
0.500	860.3
0.382	859.3
LOW	856.4
0.618	851.6
1.000	848.7
1.618	843.9
2.618	836.2
4.250	823.7

Fisher Pivots for day following 05-Jul-2007
Pivot	1 day	3 day
R1	862.0	862.0
PP	861.1	861.1
S1	860.3	860.3

Download as Excel Spreadsheet

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

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