CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 16-Jul-2007

Day Change Summary
	Previous	Current
	13-Jul-2007	16-Jul-2007	Change	Change %	Previous Week
Open	867.1	865.7	-1.4	-0.2%	867.0
High	869.4	868.7	-0.7	-0.1%	869.4
Low	863.9	859.4	-4.5	-0.5%	845.8
Close	866.6	861.9	-4.7	-0.5%	866.6
Range	5.5	9.3	3.8	69.1%	23.6
ATR	10.6	10.5	-0.1	-0.9%	0.0
Volume	82	833	751	915.9%	1,129

Daily Pivots for day following 16-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.2	885.9	867.0
R3	881.9	876.6	864.5
R2	872.6	872.6	863.6
R1	867.3	867.3	862.8	865.3
PP	863.3	863.3	863.3	862.4
S1	858.0	858.0	861.0	856.0
S2	854.0	854.0	860.2
S3	844.7	848.7	859.3
S4	835.4	839.4	856.8

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%	11.0	1.3%	68%	False	False	336
10	869.4	845.8	23.6	2.7%	8.0	0.9%	68%	False	False	257
20	869.4	832.3	37.1	4.3%	10.7	1.2%	80%	False	False	206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	908.2
2.618	893.0
1.618	883.7
1.000	878.0
0.618	874.4
HIGH	868.7
0.618	865.1
0.500	864.1
0.382	863.0
LOW	859.4
0.618	853.7
1.000	850.1
1.618	844.4
2.618	835.1
4.250	819.9

Fisher Pivots for day following 16-Jul-2007
Pivot	1 day	3 day
R1	864.1	861.9
PP	863.3	861.9
S1	862.6	861.9

Download as Excel Spreadsheet

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

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