CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 12-Feb-2007

Day Change Summary
	Previous	Current
	09-Feb-2007	12-Feb-2007	Change	Change %	Previous Week
Open	826.8	818.2	-8.6	-1.0%	818.8
High	827.2	819.1	-8.1	-1.0%	827.9
Low	812.5	811.8	-0.7	-0.1%	812.5
Close	818.6	816.4	-2.2	-0.3%	818.6
Range	14.7	7.3	-7.4	-50.3%	15.4
ATR	9.7	9.5	-0.2	-1.7%	0.0
Volume	630	958	328	52.1%	1,643

Daily Pivots for day following 12-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	837.7	834.3	820.4
R3	830.4	827.0	818.4
R2	823.1	823.1	817.7
R1	819.7	819.7	817.1	817.8
PP	815.8	815.8	815.8	814.8
S1	812.4	812.4	815.7	810.5
S2	808.5	808.5	815.1
S3	801.2	805.1	814.4
S4	793.9	797.8	812.4

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	811.8	16.1	2.0%	8.7	1.1%	29%	False	True	490
10	827.9	801.9	26.0	3.2%	8.1	1.0%	56%	False	False	337
20	827.9	785.9	42.0	5.1%	9.7	1.2%	73%	False	False	242

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	1.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	850.1
2.618	838.2
1.618	830.9
1.000	826.4
0.618	823.6
HIGH	819.1
0.618	816.3
0.500	815.5
0.382	814.6
LOW	811.8
0.618	807.3
1.000	804.5
1.618	800.0
2.618	792.7
4.250	780.8

Fisher Pivots for day following 12-Feb-2007
Pivot	1 day	3 day
R1	816.1	819.6
PP	815.8	818.5
S1	815.5	817.5

Download as Excel Spreadsheet

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

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