CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 15-Aug-2007

Day Change Summary
	Previous	Current
	14-Aug-2007	15-Aug-2007	Change	Change %	Previous Week
Open	789.0	770.0	-19.0	-2.4%	761.5
High	793.7	784.7	-9.0	-1.1%	813.0
Low	772.0	758.8	-13.2	-1.7%	750.8
Close	775.4	763.6	-11.8	-1.5%	793.7
Range	21.7	25.9	4.2	19.4%	62.2
ATR	20.7	21.1	0.4	1.8%	0.0
Volume	95	127	32	33.7%	1,492

Daily Pivots for day following 15-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	846.7	831.1	777.8
R3	820.8	805.2	770.7
R2	794.9	794.9	768.3
R1	779.3	779.3	766.0	774.2
PP	769.0	769.0	769.0	766.5
S1	753.4	753.4	761.2	748.3
S2	743.1	743.1	758.9
S3	717.2	727.5	756.5
S4	691.3	701.6	749.4

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	972.4	945.3	827.9
R3	910.2	883.1	810.8
R2	848.0	848.0	805.1
R1	820.9	820.9	799.4	834.5
PP	785.8	785.8	785.8	792.6
S1	758.7	758.7	788.0	772.3
S2	723.6	723.6	782.3
S3	661.4	696.5	776.6
S4	599.2	634.3	759.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	811.3	758.8	52.5	6.9%	26.0	3.4%	9%	False	True	273
10	813.0	750.8	62.2	8.1%	24.8	3.3%	21%	False	False	239
20	866.0	750.8	115.2	15.1%	23.0	3.0%	11%	False	False	343
40	869.4	750.8	118.6	15.5%	16.7	2.2%	11%	False	False	289

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	6.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	894.8
2.618	852.5
1.618	826.6
1.000	810.6
0.618	800.7
HIGH	784.7
0.618	774.8
0.500	771.8
0.382	768.7
LOW	758.8
0.618	742.8
1.000	732.9
1.618	716.9
2.618	691.0
4.250	648.7

Fisher Pivots for day following 15-Aug-2007
Pivot	1 day	3 day
R1	771.8	785.1
PP	769.0	777.9
S1	766.3	770.8

Download as Excel Spreadsheet

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

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