CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 25-Jul-2007

Day Change Summary
	Previous	Current
	24-Jul-2007	25-Jul-2007	Change	Change %	Previous Week
Open	843.6	824.5	-19.1	-2.3%	865.7
High	845.9	832.2	-13.7	-1.6%	868.7
Low	819.8	812.8	-7.0	-0.9%	841.6
Close	824.9	821.8	-3.1	-0.4%	848.4
Range	26.1	19.4	-6.7	-25.7%	27.1
ATR	12.2	12.7	0.5	4.2%	0.0
Volume	206	425	219	106.3%	2,484

Daily Pivots for day following 25-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	880.5	870.5	832.5
R3	861.1	851.1	827.1
R2	841.7	841.7	825.4
R1	831.7	831.7	823.6	827.0
PP	822.3	822.3	822.3	819.9
S1	812.3	812.3	820.0	807.6
S2	802.9	802.9	818.2
S3	783.5	792.9	816.5
S4	764.1	773.5	811.1

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	934.2	918.4	863.3
R3	907.1	891.3	855.9
R2	880.0	880.0	853.4
R1	864.2	864.2	850.9	858.6
PP	852.9	852.9	852.9	850.1
S1	837.1	837.1	845.9	831.5
S2	825.8	825.8	843.4
S3	798.7	810.0	840.9
S4	771.6	782.9	833.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	866.0	812.8	53.2	6.5%	17.0	2.1%	17%	False	True	465
10	869.4	812.8	56.6	6.9%	13.4	1.6%	16%	False	True	426
20	869.4	812.8	56.6	6.9%	11.1	1.4%	16%	False	True	315

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	3.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	914.7
2.618	883.0
1.618	863.6
1.000	851.6
0.618	844.2
HIGH	832.2
0.618	824.8
0.500	822.5
0.382	820.2
LOW	812.8
0.618	800.8
1.000	793.4
1.618	781.4
2.618	762.0
4.250	730.4

Fisher Pivots for day following 25-Jul-2007
Pivot	1 day	3 day
R1	822.5	833.4
PP	822.3	829.5
S1	822.0	825.7

Download as Excel Spreadsheet

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

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