CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 08-Mar-2007

Day Change Summary
	Previous	Current
	07-Mar-2007	08-Mar-2007	Change	Change %	Previous Week
Open	784.8	781.5	-3.3	-0.4%	835.3
High	788.6	794.3	5.7	0.7%	838.4
Low	780.3	779.2	-1.1	-0.1%	780.3
Close	781.9	790.5	8.6	1.1%	780.8
Range	8.3	15.1	6.8	81.9%	58.1
ATR	13.7	13.8	0.1	0.7%	0.0
Volume	20,600	31,891	11,291	54.8%	8,895

Daily Pivots for day following 08-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	833.3	827.0	798.8
R3	818.2	811.9	794.7
R2	803.1	803.1	793.3
R1	796.8	796.8	791.9	800.0
PP	788.0	788.0	788.0	789.6
S1	781.7	781.7	789.1	784.9
S2	772.9	772.9	787.7
S3	757.8	766.6	786.3
S4	742.7	751.5	782.2

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	799.3	762.4	36.9	4.7%	18.2	2.3%	76%	False	False	15,941
10	838.4	762.4	76.0	9.6%	18.4	2.3%	37%	False	False	8,718
20	838.9	762.4	76.5	9.7%	13.2	1.7%	37%	False	False	4,638
40	838.9	762.4	76.5	9.7%	11.5	1.5%	37%	False	False	2,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	858.5
2.618	833.8
1.618	818.7
1.000	809.4
0.618	803.6
HIGH	794.3
0.618	788.5
0.500	786.8
0.382	785.0
LOW	779.2
0.618	769.9
1.000	764.1
1.618	754.8
2.618	739.7
4.250	715.0

Fisher Pivots for day following 08-Mar-2007
Pivot	1 day	3 day
R1	789.3	786.5
PP	788.0	782.4
S1	786.8	778.4

Download as Excel Spreadsheet

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

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