CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 13-Jul-2007

Day Change Summary
	Previous	Current
	12-Jul-2007	13-Jul-2007	Change	Change %	Previous Week
Open	859.9	867.1	7.2	0.8%	867.0
High	868.4	869.4	1.0	0.1%	869.4
Low	854.4	863.9	9.5	1.1%	845.8
Close	865.6	866.6	1.0	0.1%	866.6
Range	14.0	5.5	-8.5	-60.7%	23.6
ATR	11.0	10.6	-0.4	-3.6%	0.0
Volume	317	82	-235	-74.1%	1,129

Daily Pivots for day following 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	883.1	880.4	869.6
R3	877.6	874.9	868.1
R2	872.1	872.1	867.6
R1	869.4	869.4	867.1	868.0
PP	866.6	866.6	866.6	866.0
S1	863.9	863.9	866.1	862.5
S2	861.1	861.1	865.6
S3	855.6	858.4	865.1
S4	850.1	852.9	863.6

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	931.4	922.6	879.6
R3	907.8	899.0	873.1
R2	884.2	884.2	870.9
R1	875.4	875.4	868.8	868.0
PP	860.6	860.6	860.6	856.9
S1	851.8	851.8	864.4	844.4
S2	837.0	837.0	862.3
S3	813.4	828.2	860.1
S4	789.8	804.6	853.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	869.4	845.8	23.6	2.7%	10.3	1.2%	88%	True	False	225
10	869.4	845.8	23.6	2.7%	8.2	0.9%	88%	True	False	193

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	892.8
2.618	883.8
1.618	878.3
1.000	874.9
0.618	872.8
HIGH	869.4
0.618	867.3
0.500	866.7
0.382	866.0
LOW	863.9
0.618	860.5
1.000	858.4
1.618	855.0
2.618	849.5
4.250	840.5

Fisher Pivots for day following 13-Jul-2007
Pivot	1 day	3 day
R1	866.7	863.6
PP	866.6	860.6
S1	866.6	857.6

Download as Excel Spreadsheet

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

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