CME eMini Russell 2000 Future June 2007

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

Day Change Summary
	Previous	Current
	08-Feb-2007	09-Feb-2007	Change	Change %	Previous Week
Open	826.1	826.8	0.7	0.1%	818.8
High	827.4	827.2	-0.2	0.0%	827.9
Low	821.8	812.5	-9.3	-1.1%	812.5
Close	826.5	818.6	-7.9	-1.0%	818.6
Range	5.6	14.7	9.1	162.5%	15.4
ATR	9.3	9.7	0.4	4.2%	0.0
Volume	265	630	365	137.7%	1,643

Daily Pivots for day following 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	863.5	855.8	826.7
R3	848.8	841.1	822.6
R2	834.1	834.1	821.3
R1	826.4	826.4	819.9	822.9
PP	819.4	819.4	819.4	817.7
S1	811.7	811.7	817.3	808.2
S2	804.7	804.7	815.9
S3	790.0	797.0	814.6
S4	775.3	782.3	810.5

Weekly Pivots for week ending 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	865.9	857.6	827.1
R3	850.5	842.2	822.8
R2	835.1	835.1	821.4
R1	826.8	826.8	820.0	823.3
PP	819.7	819.7	819.7	817.9
S1	811.4	811.4	817.2	807.9
S2	804.3	804.3	815.8
S3	788.9	796.0	814.4
S4	773.5	780.6	810.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	827.9	812.5	15.4	1.9%	8.3	1.0%	40%	False	True	328
10	827.9	795.1	32.8	4.0%	8.5	1.0%	72%	False	False	270
20	827.9	785.9	42.0	5.1%	9.8	1.2%	78%	False	False	209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	889.7
2.618	865.7
1.618	851.0
1.000	841.9
0.618	836.3
HIGH	827.2
0.618	821.6
0.500	819.9
0.382	818.1
LOW	812.5
0.618	803.4
1.000	797.8
1.618	788.7
2.618	774.0
4.250	750.0

Fisher Pivots for day following 09-Feb-2007
Pivot	1 day	3 day
R1	819.9	820.2
PP	819.4	819.7
S1	819.0	819.1

Download as Excel Spreadsheet

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

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