CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 06-Jul-2007

Day Change Summary
	Previous	Current
	05-Jul-2007	06-Jul-2007	Change	Change %	Previous Week
Open	862.1	862.6	0.5	0.1%	850.0
High	864.1	866.6	2.5	0.3%	866.6
Low	856.4	858.5	2.1	0.2%	847.3
Close	862.8	866.1	3.3	0.4%	866.1
Range	7.7	8.1	0.4	5.2%	19.3
ATR	10.9	10.7	-0.2	-1.8%	0.0
Volume	91	292	201	220.9%	801

Daily Pivots for day following 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	888.0	885.2	870.6
R3	879.9	877.1	868.3
R2	871.8	871.8	867.6
R1	869.0	869.0	866.8	870.4
PP	863.7	863.7	863.7	864.5
S1	860.9	860.9	865.4	862.3
S2	855.6	855.6	864.6
S3	847.5	852.8	863.9
S4	839.4	844.7	861.6

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	917.9	911.3	876.7
R3	898.6	892.0	871.4
R2	879.3	879.3	869.6
R1	872.7	872.7	867.9	876.0
PP	860.0	860.0	860.0	861.7
S1	853.4	853.4	864.3	856.7
S2	840.7	840.7	862.6
S3	821.4	834.1	860.8
S4	802.1	814.8	855.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	866.6	847.3	19.3	2.2%	6.1	0.7%	97%	True	False	160
10	866.6	832.3	34.3	4.0%	10.2	1.2%	99%	True	False	190

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	3.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	901.0
2.618	887.8
1.618	879.7
1.000	874.7
0.618	871.6
HIGH	866.6
0.618	863.5
0.500	862.6
0.382	861.6
LOW	858.5
0.618	853.5
1.000	850.4
1.618	845.4
2.618	837.3
4.250	824.1

Fisher Pivots for day following 06-Jul-2007
Pivot	1 day	3 day
R1	864.9	864.6
PP	863.7	863.0
S1	862.6	861.5

Download as Excel Spreadsheet

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

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