CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 07-Aug-2007

Day Change Summary
	Previous	Current
	06-Aug-2007	07-Aug-2007	Change	Change %	Previous Week
Open	761.5	769.4	7.9	1.0%	780.0
High	775.5	787.4	11.9	1.5%	804.3
Low	750.8	766.5	15.7	2.1%	760.1
Close	772.0	782.8	10.8	1.4%	766.0
Range	24.7	20.9	-3.8	-15.4%	44.2
ATR	17.8	18.0	0.2	1.2%	0.0
Volume	138	379	241	174.6%	1,036

Daily Pivots for day following 07-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	841.6	833.1	794.3
R3	820.7	812.2	788.5
R2	799.8	799.8	786.6
R1	791.3	791.3	784.7	795.6
PP	778.9	778.9	778.9	781.0
S1	770.4	770.4	780.9	774.7
S2	758.0	758.0	779.0
S3	737.1	749.5	777.1
S4	716.2	728.6	771.3

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	795.1	750.8	44.3	5.7%	22.0	2.8%	72%	False	False	202
10	832.2	750.8	81.4	10.4%	23.6	3.0%	39%	False	False	342
20	869.4	750.8	118.6	15.2%	18.0	2.3%	27%	False	False	377

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	6.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	876.2
2.618	842.1
1.618	821.2
1.000	808.3
0.618	800.3
HIGH	787.4
0.618	779.4
0.500	777.0
0.382	774.5
LOW	766.5
0.618	753.6
1.000	745.6
1.618	732.7
2.618	711.8
4.250	677.7

Fisher Pivots for day following 07-Aug-2007
Pivot	1 day	3 day
R1	780.9	779.4
PP	778.9	776.0
S1	777.0	772.6

Download as Excel Spreadsheet

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

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