CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 10-Jul-2007

Day Change Summary
	Previous	Current
	09-Jul-2007	10-Jul-2007	Change	Change %	Previous Week
Open	867.0	863.0	-4.0	-0.5%	850.0
High	867.7	866.7	-1.0	-0.1%	866.6
Low	861.8	849.9	-11.9	-1.4%	847.3
Close	865.2	851.1	-14.1	-1.6%	866.1
Range	5.9	16.8	10.9	184.7%	19.3
ATR	10.4	10.8	0.5	4.5%	0.0
Volume	282	159	-123	-43.6%	801

Daily Pivots for day following 10-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	906.3	895.5	860.3
R3	889.5	878.7	855.7
R2	872.7	872.7	854.2
R1	861.9	861.9	852.6	858.9
PP	855.9	855.9	855.9	854.4
S1	845.1	845.1	849.6	842.1
S2	839.1	839.1	848.0
S3	822.3	828.3	846.5
S4	805.5	811.5	841.9

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	849.9	17.8	2.1%	8.1	1.0%	7%	False	True	188
10	867.7	832.3	35.4	4.2%	9.9	1.2%	53%	False	False	198

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	938.1
2.618	910.7
1.618	893.9
1.000	883.5
0.618	877.1
HIGH	866.7
0.618	860.3
0.500	858.3
0.382	856.3
LOW	849.9
0.618	839.5
1.000	833.1
1.618	822.7
2.618	805.9
4.250	778.5

Fisher Pivots for day following 10-Jul-2007
Pivot	1 day	3 day
R1	858.3	858.8
PP	855.9	856.2
S1	853.5	853.7

Download as Excel Spreadsheet

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

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