CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	780.0	793.2	13.2	1.7%	848.8
High	797.4	804.3	6.9	0.9%	854.0
Low	777.9	781.1	3.2	0.4%	776.5
Close	793.1	787.0	-6.1	-0.8%	778.9
Range	19.5	23.2	3.7	19.0%	77.5
ATR	15.6	16.2	0.5	3.5%	0.0
Volume	268	275	7	2.6%	2,828

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	860.4	846.9	799.8
R3	837.2	823.7	793.4
R2	814.0	814.0	791.3
R1	800.5	800.5	789.1	795.7
PP	790.8	790.8	790.8	788.4
S1	777.3	777.3	784.9	772.5
S2	767.6	767.6	782.7
S3	744.4	754.1	780.6
S4	721.2	730.9	774.2

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	832.2	776.5	55.7	7.1%	25.1	3.2%	19%	False	False	483
10	866.0	776.5	89.5	11.4%	20.4	2.6%	12%	False	False	448
20	869.4	776.5	92.9	11.8%	14.5	1.8%	11%	False	False	374

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	4.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	902.9
2.618	865.0
1.618	841.8
1.000	827.5
0.618	818.6
HIGH	804.3
0.618	795.4
0.500	792.7
0.382	790.0
LOW	781.1
0.618	766.8
1.000	757.9
1.618	743.6
2.618	720.4
4.250	682.5

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	792.7	790.8
PP	790.8	789.5
S1	788.9	788.3

Download as Excel Spreadsheet

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

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