CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 17-Aug-2007

Day Change Summary
	Previous	Current
	16-Aug-2007	17-Aug-2007	Change	Change %	Previous Week
Open	760.3	780.0	19.7	2.6%	796.9
High	778.8	811.9	33.1	4.3%	811.9
Low	743.5	767.1	23.6	3.2%	743.5
Close	780.0	795.4	15.4	2.0%	795.4
Range	35.3	44.8	9.5	26.9%	68.4
ATR	22.1	23.7	1.6	7.3%	0.0
Volume	224	459	235	104.9%	1,245

Daily Pivots for day following 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	925.9	905.4	820.0
R3	881.1	860.6	807.7
R2	836.3	836.3	803.6
R1	815.8	815.8	799.5	826.1
PP	791.5	791.5	791.5	796.6
S1	771.0	771.0	791.3	781.3
S2	746.7	746.7	787.2
S3	701.9	726.2	783.1
S4	657.1	681.4	770.8

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	988.8	960.5	833.0
R3	920.4	892.1	814.2
R2	852.0	852.0	807.9
R1	823.7	823.7	801.7	803.7
PP	783.6	783.6	783.6	773.6
S1	755.3	755.3	789.1	735.3
S2	715.2	715.2	782.9
S3	646.8	686.9	776.6
S4	578.4	618.5	757.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	811.9	743.5	68.4	8.6%	30.3	3.8%	76%	True	False	249
10	813.0	743.5	69.5	8.7%	28.4	3.6%	75%	False	False	273
20	854.0	743.5	110.5	13.9%	25.4	3.2%	47%	False	False	330
40	869.4	743.5	125.9	15.8%	18.1	2.3%	41%	False	False	303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.8
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	1,002.3
2.618	929.2
1.618	884.4
1.000	856.7
0.618	839.6
HIGH	811.9
0.618	794.8
0.500	789.5
0.382	784.2
LOW	767.1
0.618	739.4
1.000	722.3
1.618	694.6
2.618	649.8
4.250	576.7

Fisher Pivots for day following 17-Aug-2007
Pivot	1 day	3 day
R1	793.4	789.5
PP	791.5	783.6
S1	789.5	777.7

Download as Excel Spreadsheet

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

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