CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 23-Aug-2007

Day Change Summary
	Previous	Current
	22-Aug-2007	23-Aug-2007	Change	Change %	Previous Week
Open	802.0	808.0	6.0	0.7%	796.9
High	808.0	815.5	7.5	0.9%	811.9
Low	800.0	793.9	-6.1	-0.8%	743.5
Close	806.9	797.0	-9.9	-1.2%	795.4
Range	8.0	21.6	13.6	170.0%	68.4
ATR	21.4	21.4	0.0	0.1%	0.0
Volume	254	237	-17	-6.7%	1,245

Daily Pivots for day following 23-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	866.9	853.6	808.9
R3	845.3	832.0	802.9
R2	823.7	823.7	801.0
R1	810.4	810.4	799.0	806.3
PP	802.1	802.1	802.1	800.1
S1	788.8	788.8	795.0	784.7
S2	780.5	780.5	793.0
S3	758.9	767.2	791.1
S4	737.3	745.6	785.1

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	815.5	767.1	48.4	6.1%	20.1	2.5%	62%	True	False	278
10	815.5	743.5	72.0	9.0%	24.4	3.1%	74%	True	False	239
20	815.5	743.5	72.0	9.0%	23.8	3.0%	74%	True	False	253
40	869.4	743.5	125.9	15.8%	18.1	2.3%	42%	False	False	307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	907.3
2.618	872.0
1.618	850.4
1.000	837.1
0.618	828.8
HIGH	815.5
0.618	807.2
0.500	804.7
0.382	802.2
LOW	793.9
0.618	780.6
1.000	772.3
1.618	759.0
2.618	737.4
4.250	702.1

Fisher Pivots for day following 23-Aug-2007
Pivot	1 day	3 day
R1	804.7	803.0
PP	802.1	801.0
S1	799.6	799.0

Download as Excel Spreadsheet

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

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