CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 22-Jan-2007

Day Change Summary
	Previous	Current
	19-Jan-2007	22-Jan-2007	Change	Change %	Previous Week
Open	782.5	788.1	5.6	0.7%	801.3
High	790.2	791.4	1.2	0.2%	807.1
Low	778.7	779.1	0.4	0.1%	778.7
Close	788.0	782.0	-6.0	-0.8%	788.0
Range	11.5	12.3	0.8	7.0%	28.4
ATR	11.3	11.3	0.1	0.7%	0.0
Volume	194,700	161,832	-32,868	-16.9%	651,834

Daily Pivots for day following 22-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	821.1	813.8	788.8
R3	808.8	801.5	785.4
R2	796.5	796.5	784.3
R1	789.2	789.2	783.1	786.7
PP	784.2	784.2	784.2	782.9
S1	776.9	776.9	780.9	774.4
S2	771.9	771.9	779.7
S3	759.6	764.6	778.6
S4	747.3	752.3	775.2

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	876.5	860.6	803.6
R3	848.1	832.2	795.8
R2	819.7	819.7	793.2
R1	803.8	803.8	790.6	797.6
PP	791.3	791.3	791.3	788.1
S1	775.4	775.4	785.4	769.2
S2	762.9	762.9	782.8
S3	734.5	747.0	780.2
S4	706.1	718.6	772.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	807.1	778.7	28.4	3.6%	11.6	1.5%	12%	False	False	162,733
10	807.1	773.2	33.9	4.3%	11.3	1.4%	26%	False	False	177,346
20	807.1	773.2	33.9	4.3%	11.4	1.5%	26%	False	False	145,664
40	809.6	773.2	36.4	4.7%	10.6	1.4%	24%	False	False	113,028
60	809.6	755.5	54.1	6.9%	10.8	1.4%	49%	False	False	75,445
80	809.6	723.1	86.5	11.1%	10.6	1.4%	68%	False	False	56,606

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	3.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	843.7
2.618	823.6
1.618	811.3
1.000	803.7
0.618	799.0
HIGH	791.4
0.618	786.7
0.500	785.3
0.382	783.8
LOW	779.1
0.618	771.5
1.000	766.8
1.618	759.2
2.618	746.9
4.250	726.8

Fisher Pivots for day following 22-Jan-2007
Pivot	1 day	3 day
R1	785.3	786.4
PP	784.2	784.9
S1	783.1	783.5

Download as Excel Spreadsheet

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

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