CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 18-Jul-2007

Day Change Summary
	Previous	Current
	17-Jul-2007	18-Jul-2007	Change	Change %	Previous Week
Open	862.8	858.5	-4.3	-0.5%	867.0
High	867.8	860.1	-7.7	-0.9%	869.4
Low	859.9	847.6	-12.3	-1.4%	845.8
Close	862.5	859.7	-2.8	-0.3%	866.6
Range	7.9	12.5	4.6	58.2%	23.6
ATR	10.3	10.6	0.3	3.2%	0.0
Volume	538	168	-370	-68.8%	1,129

Daily Pivots for day following 18-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	893.3	889.0	866.6
R3	880.8	876.5	863.1
R2	868.3	868.3	862.0
R1	864.0	864.0	860.8	866.2
PP	855.8	855.8	855.8	856.9
S1	851.5	851.5	858.6	853.7
S2	843.3	843.3	857.4
S3	830.8	839.0	856.3
S4	818.3	826.5	852.8

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	847.6	21.8	2.5%	9.8	1.1%	56%	False	True	387
10	869.4	845.8	23.6	2.7%	9.7	1.1%	59%	False	False	305
20	869.4	832.3	37.1	4.3%	10.4	1.2%	74%	False	False	235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	913.2
2.618	892.8
1.618	880.3
1.000	872.6
0.618	867.8
HIGH	860.1
0.618	855.3
0.500	853.9
0.382	852.4
LOW	847.6
0.618	839.9
1.000	835.1
1.618	827.4
2.618	814.9
4.250	794.5

Fisher Pivots for day following 18-Jul-2007
Pivot	1 day	3 day
R1	857.8	859.2
PP	855.8	858.7
S1	853.9	858.2

Download as Excel Spreadsheet

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

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