CME eMini Russell 2000 Future June 2007

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

Day Change Summary
	Previous	Current
	28-Feb-2007	01-Mar-2007	Change	Change %	Previous Week
Open	793.5	798.0	4.5	0.6%	826.8
High	805.5	804.2	-1.3	-0.2%	838.9
Low	791.0	780.4	-10.6	-1.3%	820.6
Close	801.7	797.4	-4.3	-0.5%	834.5
Range	14.5	23.8	9.3	64.1%	18.3
ATR	11.1	12.0	0.9	8.2%	0.0
Volume	2,138	1,637	-501	-23.4%	3,030

Daily Pivots for day following 01-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	865.4	855.2	810.5
R3	841.6	831.4	803.9
R2	817.8	817.8	801.8
R1	807.6	807.6	799.6	800.8
PP	794.0	794.0	794.0	790.6
S1	783.8	783.8	795.2	777.0
S2	770.2	770.2	793.0
S3	746.4	760.0	790.9
S4	722.6	736.2	784.3

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	838.4	780.4	58.0	7.3%	18.6	2.3%	29%	False	True	1,494
10	838.9	780.4	58.5	7.3%	13.2	1.6%	29%	False	True	1,009
20	838.9	780.4	58.5	7.3%	10.2	1.3%	29%	False	True	712
40	838.9	780.3	58.6	7.3%	10.6	1.3%	29%	False	False	456

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	905.4
2.618	866.5
1.618	842.7
1.000	828.0
0.618	818.9
HIGH	804.2
0.618	795.1
0.500	792.3
0.382	789.5
LOW	780.4
0.618	765.7
1.000	756.6
1.618	741.9
2.618	718.1
4.250	679.3

Fisher Pivots for day following 01-Mar-2007
Pivot	1 day	3 day
R1	795.7	805.0
PP	794.0	802.4
S1	792.3	799.9

Download as Excel Spreadsheet

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

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