CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 09-Jul-2007

Day Change Summary
	Previous	Current
	06-Jul-2007	09-Jul-2007	Change	Change %	Previous Week
Open	862.6	867.0	4.4	0.5%	850.0
High	866.6	867.7	1.1	0.1%	866.6
Low	858.5	861.8	3.3	0.4%	847.3
Close	866.1	865.2	-0.9	-0.1%	866.1
Range	8.1	5.9	-2.2	-27.2%	19.3
ATR	10.7	10.4	-0.3	-3.2%	0.0
Volume	292	282	-10	-3.4%	801

Daily Pivots for day following 09-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	882.6	879.8	868.4
R3	876.7	873.9	866.8
R2	870.8	870.8	866.3
R1	868.0	868.0	865.7	866.5
PP	864.9	864.9	864.9	864.1
S1	862.1	862.1	864.7	860.6
S2	859.0	859.0	864.1
S3	853.1	856.2	863.6
S4	847.2	850.3	862.0

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	867.7	856.4	11.3	1.3%	4.9	0.6%	78%	True	False	179
10	867.7	832.3	35.4	4.1%	9.3	1.1%	93%	True	False	211

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	2.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	892.8
2.618	883.1
1.618	877.2
1.000	873.6
0.618	871.3
HIGH	867.7
0.618	865.4
0.500	864.8
0.382	864.1
LOW	861.8
0.618	858.2
1.000	855.9
1.618	852.3
2.618	846.4
4.250	836.7

Fisher Pivots for day following 09-Jul-2007
Pivot	1 day	3 day
R1	865.1	864.2
PP	864.9	863.1
S1	864.8	862.1

Download as Excel Spreadsheet

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

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