CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 01-Feb-2007

Day Change Summary
	Previous	Current
	31-Jan-2007	01-Feb-2007	Change	Change %	Previous Week
Open	804.0	810.0	6.0	0.7%	797.9
High	814.4	818.9	4.5	0.6%	806.7
Low	803.0	810.0	7.0	0.9%	786.3
Close	811.4	818.4	7.0	0.9%	796.8
Range	11.4	8.9	-2.5	-21.9%	20.4
ATR	10.7	10.5	-0.1	-1.2%	0.0
Volume	275	145	-130	-47.3%	648

Daily Pivots for day following 01-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	842.5	839.3	823.3
R3	833.6	830.4	820.8
R2	824.7	824.7	820.0
R1	821.5	821.5	819.2	823.1
PP	815.8	815.8	815.8	816.6
S1	812.6	812.6	817.6	814.2
S2	806.9	806.9	816.8
S3	798.0	803.7	816.0
S4	789.1	794.8	813.5

Weekly Pivots for week ending 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	857.8	847.7	808.0
R3	837.4	827.3	802.4
R2	817.0	817.0	800.5
R1	806.9	806.9	798.7	801.8
PP	796.6	796.6	796.6	794.0
S1	786.5	786.5	794.9	781.4
S2	776.2	776.2	793.1
S3	755.8	766.1	791.2
S4	735.4	745.7	785.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	818.9	788.3	30.6	3.7%	10.0	1.2%	98%	True	False	196
10	818.9	785.9	33.0	4.0%	11.0	1.3%	98%	True	False	179
20	818.9	780.3	38.6	4.7%	11.1	1.4%	99%	True	False	200

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	856.7
2.618	842.2
1.618	833.3
1.000	827.8
0.618	824.4
HIGH	818.9
0.618	815.5
0.500	814.5
0.382	813.4
LOW	810.0
0.618	804.5
1.000	801.1
1.618	795.6
2.618	786.7
4.250	772.2

Fisher Pivots for day following 01-Feb-2007
Pivot	1 day	3 day
R1	817.1	815.7
PP	815.8	813.1
S1	814.5	810.4

Download as Excel Spreadsheet

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

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