CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 17-Jul-2007

Day Change Summary
	Previous	Current
	16-Jul-2007	17-Jul-2007	Change	Change %	Previous Week
Open	865.7	862.8	-2.9	-0.3%	867.0
High	868.7	867.8	-0.9	-0.1%	869.4
Low	859.4	859.9	0.5	0.1%	845.8
Close	861.9	862.5	0.6	0.1%	866.6
Range	9.3	7.9	-1.4	-15.1%	23.6
ATR	10.5	10.3	-0.2	-1.8%	0.0
Volume	833	538	-295	-35.4%	1,129

Daily Pivots for day following 17-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	887.1	882.7	866.8
R3	879.2	874.8	864.7
R2	871.3	871.3	863.9
R1	866.9	866.9	863.2	865.2
PP	863.4	863.4	863.4	862.5
S1	859.0	859.0	861.8	857.3
S2	855.5	855.5	861.1
S3	847.6	851.1	860.3
S4	839.7	843.2	858.2

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%	9.2	1.1%	71%	False	False	411
10	869.4	845.8	23.6	2.7%	8.7	1.0%	71%	False	False	300
20	869.4	832.3	37.1	4.3%	10.6	1.2%	81%	False	False	228

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	901.4
2.618	888.5
1.618	880.6
1.000	875.7
0.618	872.7
HIGH	867.8
0.618	864.8
0.500	863.9
0.382	862.9
LOW	859.9
0.618	855.0
1.000	852.0
1.618	847.1
2.618	839.2
4.250	826.3

Fisher Pivots for day following 17-Jul-2007
Pivot	1 day	3 day
R1	863.9	864.4
PP	863.4	863.8
S1	863.0	863.1

Download as Excel Spreadsheet

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

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