CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 05-Feb-2007

Day Change Summary
	Previous	Current
	02-Feb-2007	05-Feb-2007	Change	Change %	Previous Week
Open	817.7	818.8	1.1	0.1%	796.4
High	821.3	821.0	-0.3	0.0%	821.3
Low	817.0	815.3	-1.7	-0.2%	795.1
Close	819.8	818.7	-1.1	-0.1%	819.8
Range	4.3	5.7	1.4	32.6%	26.2
ATR	10.1	9.8	-0.3	-3.1%	0.0
Volume	165	150	-15	-9.1%	1,063

Daily Pivots for day following 05-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	835.4	832.8	821.8
R3	829.7	827.1	820.3
R2	824.0	824.0	819.7
R1	821.4	821.4	819.2	819.9
PP	818.3	818.3	818.3	817.6
S1	815.7	815.7	818.2	814.2
S2	812.6	812.6	817.7
S3	806.9	810.0	817.1
S4	801.2	804.3	815.6

Weekly Pivots for week ending 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	890.7	881.4	834.2
R3	864.5	855.2	827.0
R2	838.3	838.3	824.6
R1	829.0	829.0	822.2	833.7
PP	812.1	812.1	812.1	814.4
S1	802.8	802.8	817.4	807.5
S2	785.9	785.9	815.0
S3	759.7	776.6	812.6
S4	733.5	750.4	805.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	821.3	801.9	19.4	2.4%	7.5	0.9%	87%	False	False	185
10	821.3	787.1	34.2	4.2%	9.7	1.2%	92%	False	False	176
20	821.3	780.3	41.0	5.0%	10.2	1.2%	94%	False	False	188

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	845.2
2.618	835.9
1.618	830.2
1.000	826.7
0.618	824.5
HIGH	821.0
0.618	818.8
0.500	818.2
0.382	817.5
LOW	815.3
0.618	811.8
1.000	809.6
1.618	806.1
2.618	800.4
4.250	791.1

Fisher Pivots for day following 05-Feb-2007
Pivot	1 day	3 day
R1	818.5	817.7
PP	818.3	816.7
S1	818.2	815.7

Download as Excel Spreadsheet

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

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