CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 11-Jul-2007

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	863.0	851.8	-11.2	-1.3%	850.0
High	866.7	855.3	-11.4	-1.3%	866.6
Low	849.9	845.8	-4.1	-0.5%	847.3
Close	851.1	855.8	4.7	0.6%	866.1
Range	16.8	9.5	-7.3	-43.5%	19.3
ATR	10.8	10.7	-0.1	-0.9%	0.0
Volume	159	289	130	81.8%	801

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	880.8	877.8	861.0
R3	871.3	868.3	858.4
R2	861.8	861.8	857.5
R1	858.8	858.8	856.7	860.3
PP	852.3	852.3	852.3	853.1
S1	849.3	849.3	854.9	850.8
S2	842.8	842.8	854.1
S3	833.3	839.8	853.2
S4	823.8	830.3	850.6

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	867.7	845.8	21.9	2.6%	9.6	1.1%	46%	False	True	222
10	867.7	843.1	24.6	2.9%	8.8	1.0%	52%	False	False	205

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	False
Stretch	2.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	895.7
2.618	880.2
1.618	870.7
1.000	864.8
0.618	861.2
HIGH	855.3
0.618	851.7
0.500	850.6
0.382	849.4
LOW	845.8
0.618	839.9
1.000	836.3
1.618	830.4
2.618	820.9
4.250	805.4

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	854.1	856.8
PP	852.3	856.4
S1	850.6	856.1

Download as Excel Spreadsheet

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

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