CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 08-Aug-2007

Day Change Summary
	Previous	Current
	07-Aug-2007	08-Aug-2007	Change	Change %	Previous Week
Open	769.4	786.0	16.6	2.2%	780.0
High	787.4	813.0	25.6	3.3%	804.3
Low	766.5	784.6	18.1	2.4%	760.1
Close	782.8	807.9	25.1	3.2%	766.0
Range	20.9	28.4	7.5	35.9%	44.2
ATR	18.0	18.9	0.9	4.8%	0.0
Volume	379	171	-208	-54.9%	1,036

Daily Pivots for day following 08-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	887.0	875.9	823.5
R3	858.6	847.5	815.7
R2	830.2	830.2	813.1
R1	819.1	819.1	810.5	824.7
PP	801.8	801.8	801.8	804.6
S1	790.7	790.7	805.3	796.3
S2	773.4	773.4	802.7
S3	745.0	762.3	800.1
S4	716.6	733.9	792.3

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	813.0	750.8	62.2	7.7%	23.6	2.9%	92%	True	False	206
10	824.0	750.8	73.2	9.1%	24.5	3.0%	78%	False	False	317
20	869.4	750.8	118.6	14.7%	18.9	2.3%	48%	False	False	371

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	5.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	933.7
2.618	887.4
1.618	859.0
1.000	841.4
0.618	830.6
HIGH	813.0
0.618	802.2
0.500	798.8
0.382	795.4
LOW	784.6
0.618	767.0
1.000	756.2
1.618	738.6
2.618	710.2
4.250	663.9

Fisher Pivots for day following 08-Aug-2007
Pivot	1 day	3 day
R1	804.9	799.2
PP	801.8	790.6
S1	798.8	781.9

Download as Excel Spreadsheet

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

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