CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 30-Mar-2007

Day Change Summary
	Previous	Current
	29-Mar-2007	30-Mar-2007	Change	Change %	Previous Week
Open	803.8	804.5	0.7	0.1%	815.1
High	809.9	811.4	1.5	0.2%	817.8
Low	796.8	799.1	2.3	0.3%	796.8
Close	804.3	808.0	3.7	0.5%	808.0
Range	13.1	12.3	-0.8	-6.1%	21.0
ATR	12.1	12.1	0.0	0.1%	0.0
Volume	208,517	199,911	-8,606	-4.1%	830,376

Daily Pivots for day following 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	843.1	837.8	814.8
R3	830.8	825.5	811.4
R2	818.5	818.5	810.3
R1	813.2	813.2	809.1	815.9
PP	806.2	806.2	806.2	807.5
S1	800.9	800.9	806.9	803.6
S2	793.9	793.9	805.7
S3	781.6	788.6	804.6
S4	769.3	776.3	801.2

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	870.5	860.3	819.6
R3	849.5	839.3	813.8
R2	828.5	828.5	811.9
R1	818.3	818.3	809.9	812.9
PP	807.5	807.5	807.5	804.9
S1	797.3	797.3	806.1	791.9
S2	786.5	786.5	804.2
S3	765.5	776.3	802.2
S4	744.5	755.3	796.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	817.8	796.8	21.0	2.6%	10.9	1.3%	53%	False	False	166,075
10	818.7	781.1	37.6	4.7%	10.9	1.3%	72%	False	False	166,873
20	818.7	762.4	56.3	7.0%	12.9	1.6%	81%	False	False	170,847
40	838.9	762.4	76.5	9.5%	11.9	1.5%	60%	False	False	85,835
60	838.9	762.4	76.5	9.5%	11.5	1.4%	60%	False	False	57,292

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	2.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	863.7
2.618	843.6
1.618	831.3
1.000	823.7
0.618	819.0
HIGH	811.4
0.618	806.7
0.500	805.3
0.382	803.8
LOW	799.1
0.618	791.5
1.000	786.8
1.618	779.2
2.618	766.9
4.250	746.8

Fisher Pivots for day following 30-Mar-2007
Pivot	1 day	3 day
R1	807.1	806.7
PP	806.2	805.4
S1	805.3	804.1

Download as Excel Spreadsheet

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

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