CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 09-Jan-2007

Day Change Summary
	Previous	Current
	08-Jan-2007	09-Jan-2007	Change	Change %	Previous Week
Open	779.3	781.6	2.3	0.3%	800.2
High	784.7	784.9	0.2	0.0%	803.9
Low	773.8	773.2	-0.6	-0.1%	778.6
Close	781.7	783.3	1.6	0.2%	779.2
Range	10.9	11.7	0.8	7.3%	25.3
ATR	11.2	11.3	0.0	0.3%	0.0
Volume	202,492	209,397	6,905	3.4%	398,426

Daily Pivots for day following 09-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	815.6	811.1	789.7
R3	803.9	799.4	786.5
R2	792.2	792.2	785.4
R1	787.7	787.7	784.4	790.0
PP	780.5	780.5	780.5	781.6
S1	776.0	776.0	782.2	778.3
S2	768.8	768.8	781.2
S3	757.1	764.3	780.1
S4	745.4	752.6	776.9

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	863.1	846.5	793.1
R3	837.8	821.2	786.2
R2	812.5	812.5	783.8
R1	795.9	795.9	781.5	791.6
PP	787.2	787.2	787.2	785.1
S1	770.6	770.6	776.9	766.3
S2	761.9	761.9	774.6
S3	736.6	745.3	772.2
S4	711.3	720.0	765.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.9	773.2	30.7	3.9%	14.7	1.9%	33%	False	True	162,063
10	805.9	773.2	32.7	4.2%	11.9	1.5%	31%	False	True	127,364
20	807.2	773.2	34.0	4.3%	11.0	1.4%	30%	False	True	154,314
40	809.6	769.9	39.7	5.1%	10.2	1.3%	34%	False	False	79,091
60	809.6	755.5	54.1	6.9%	10.5	1.3%	51%	False	False	52,769
80	809.6	723.1	86.5	11.0%	10.5	1.3%	70%	False	False	39,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	2.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	834.6
2.618	815.5
1.618	803.8
1.000	796.6
0.618	792.1
HIGH	784.9
0.618	780.4
0.500	779.1
0.382	777.7
LOW	773.2
0.618	766.0
1.000	761.5
1.618	754.3
2.618	742.6
4.250	723.5

Fisher Pivots for day following 09-Jan-2007
Pivot	1 day	3 day
R1	781.9	784.7
PP	780.5	784.2
S1	779.1	783.8

Download as Excel Spreadsheet

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

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