CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	796.1	780.0	-16.1	-2.0%	848.8
High	805.1	797.4	-7.7	-1.0%	854.0
Low	776.5	777.9	1.4	0.2%	776.5
Close	778.9	793.1	14.2	1.8%	778.9
Range	28.6	19.5	-9.1	-31.8%	77.5
ATR	15.3	15.6	0.3	2.0%	0.0
Volume	369	268	-101	-27.4%	2,828

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	848.0	840.0	803.8
R3	828.5	820.5	798.5
R2	809.0	809.0	796.7
R1	801.0	801.0	794.9	805.0
PP	789.5	789.5	789.5	791.5
S1	781.5	781.5	791.3	785.5
S2	770.0	770.0	789.5
S3	750.5	762.0	787.7
S4	731.0	742.5	782.4

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,035.6	984.8	821.5
R3	958.1	907.3	800.2
R2	880.6	880.6	793.1
R1	829.8	829.8	786.0	816.5
PP	803.1	803.1	803.1	796.5
S1	752.3	752.3	771.8	739.0
S2	725.6	725.6	764.7
S3	648.1	674.8	757.6
S4	570.6	597.3	736.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	845.9	776.5	69.4	8.8%	25.7	3.2%	24%	False	False	469
10	867.8	776.5	91.3	11.5%	18.8	2.4%	18%	False	False	474
20	869.4	776.5	92.9	11.7%	13.4	1.7%	18%	False	False	366

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	3.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	880.3
2.618	848.5
1.618	829.0
1.000	816.9
0.618	809.5
HIGH	797.4
0.618	790.0
0.500	787.7
0.382	785.3
LOW	777.9
0.618	765.8
1.000	758.4
1.618	746.3
2.618	726.8
4.250	695.0

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	791.3	800.3
PP	789.5	797.9
S1	787.7	795.5

Download as Excel Spreadsheet

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

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