CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 27-Feb-2007

Day Change Summary
	Previous	Current
	26-Feb-2007	27-Feb-2007	Change	Change %	Previous Week
Open	835.3	829.5	-5.8	-0.7%	826.8
High	838.4	829.5	-8.9	-1.1%	838.9
Low	826.5	793.8	-32.7	-4.0%	820.6
Close	832.3	794.4	-37.9	-4.6%	834.5
Range	11.9	35.7	23.8	200.0%	18.3
ATR	8.7	10.8	2.1	24.4%	0.0
Volume	640	2,089	1,449	226.4%	3,030

Daily Pivots for day following 27-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	913.0	889.4	814.0
R3	877.3	853.7	804.2
R2	841.6	841.6	800.9
R1	818.0	818.0	797.7	812.0
PP	805.9	805.9	805.9	802.9
S1	782.3	782.3	791.1	776.3
S2	770.2	770.2	787.9
S3	734.5	746.6	784.6
S4	698.8	710.9	774.8

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	886.2	878.7	844.6
R3	867.9	860.4	839.5
R2	849.6	849.6	837.9
R1	842.1	842.1	836.2	845.9
PP	831.3	831.3	831.3	833.2
S1	823.8	823.8	832.8	827.6
S2	813.0	813.0	831.1
S3	794.7	805.5	829.5
S4	776.4	787.2	824.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.9	793.8	45.1	5.7%	13.7	1.7%	1%	False	True	958
10	838.9	793.8	45.1	5.7%	10.7	1.3%	1%	False	True	728
20	838.9	793.8	45.1	5.7%	9.3	1.2%	1%	False	True	544
40	838.9	780.3	58.6	7.4%	10.4	1.3%	24%	False	False	363

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	2.2
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	981.2
2.618	923.0
1.618	887.3
1.000	865.2
0.618	851.6
HIGH	829.5
0.618	815.9
0.500	811.7
0.382	807.4
LOW	793.8
0.618	771.7
1.000	758.1
1.618	736.0
2.618	700.3
4.250	642.1

Fisher Pivots for day following 27-Feb-2007
Pivot	1 day	3 day
R1	811.7	816.1
PP	805.9	808.9
S1	800.2	801.6

Download as Excel Spreadsheet

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

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