CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 03-Aug-2007

Day Change Summary
	Previous	Current
	02-Aug-2007	03-Aug-2007	Change	Change %	Previous Week
Open	790.5	793.3	2.8	0.4%	780.0
High	795.1	794.4	-0.7	-0.1%	804.3
Low	785.2	760.1	-25.1	-3.2%	760.1
Close	794.5	766.0	-28.5	-3.6%	766.0
Range	9.9	34.3	24.4	246.5%	44.2
ATR	16.0	17.3	1.3	8.2%	0.0
Volume	262	83	-179	-68.3%	1,036

Daily Pivots for day following 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	876.4	855.5	784.9
R3	842.1	821.2	775.4
R2	807.8	807.8	772.3
R1	786.9	786.9	769.1	780.2
PP	773.5	773.5	773.5	770.2
S1	752.6	752.6	762.9	745.9
S2	739.2	739.2	759.7
S3	704.9	718.3	756.6
S4	670.6	684.0	747.1

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	909.4	881.9	790.3
R3	865.2	837.7	778.2
R2	821.0	821.0	774.1
R1	793.5	793.5	770.1	785.2
PP	776.8	776.8	776.8	772.6
S1	749.3	749.3	761.9	741.0
S2	732.6	732.6	757.9
S3	688.4	705.1	753.8
S4	644.2	660.9	741.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	804.3	760.1	44.2	5.8%	21.4	2.8%	13%	False	True	207
10	854.0	760.1	93.9	12.3%	22.5	2.9%	6%	False	True	386
20	869.4	760.1	109.3	14.3%	16.8	2.2%	5%	False	True	373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	940.2
2.618	884.2
1.618	849.9
1.000	828.7
0.618	815.6
HIGH	794.4
0.618	781.3
0.500	777.3
0.382	773.2
LOW	760.1
0.618	738.9
1.000	725.8
1.618	704.6
2.618	670.3
4.250	614.3

Fisher Pivots for day following 03-Aug-2007
Pivot	1 day	3 day
R1	777.3	777.6
PP	773.5	773.7
S1	769.8	769.9

Download as Excel Spreadsheet

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

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