CME eMini Russell 2000 Future June 2007

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

Day Change Summary
	Previous	Current
	02-Mar-2007	05-Mar-2007	Change	Change %	Previous Week
Open	798.4	778.9	-19.5	-2.4%	835.3
High	799.3	785.4	-13.9	-1.7%	838.4
Low	780.3	764.0	-16.3	-2.1%	780.3
Close	780.8	764.8	-16.0	-2.0%	780.8
Range	19.0	21.4	2.4	12.6%	58.1
ATR	12.5	13.1	0.6	5.1%	0.0
Volume	2,391	3,913	1,522	63.7%	8,895

Daily Pivots for day following 05-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	835.6	821.6	776.6
R3	814.2	800.2	770.7
R2	792.8	792.8	768.7
R1	778.8	778.8	766.8	775.1
PP	771.4	771.4	771.4	769.6
S1	757.4	757.4	762.8	753.7
S2	750.0	750.0	760.9
S3	728.6	736.0	758.9
S4	707.2	714.6	753.0

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	974.1	935.6	812.8
R3	916.0	877.5	796.8
R2	857.9	857.9	791.5
R1	819.4	819.4	786.1	809.6
PP	799.8	799.8	799.8	795.0
S1	761.3	761.3	775.5	751.5
S2	741.7	741.7	770.1
S3	683.6	703.2	764.8
S4	625.5	645.1	748.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	829.5	764.0	65.5	8.6%	22.9	3.0%	1%	False	True	2,433
10	838.9	764.0	74.9	9.8%	16.3	2.1%	1%	False	True	1,527
20	838.9	764.0	74.9	9.8%	11.8	1.5%	1%	False	True	1,011
40	838.9	764.0	74.9	9.8%	11.0	1.4%	1%	False	True	600

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	3.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	876.4
2.618	841.4
1.618	820.0
1.000	806.8
0.618	798.6
HIGH	785.4
0.618	777.2
0.500	774.7
0.382	772.2
LOW	764.0
0.618	750.8
1.000	742.6
1.618	729.4
2.618	708.0
4.250	673.1

Fisher Pivots for day following 05-Mar-2007
Pivot	1 day	3 day
R1	774.7	784.1
PP	771.4	777.7
S1	768.1	771.2

Download as Excel Spreadsheet

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

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