CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 02-Apr-2007

Day Change Summary
	Previous	Current
	30-Mar-2007	02-Apr-2007	Change	Change %	Previous Week
Open	813.5	814.5	1.0	0.1%	824.0
High	818.0	816.5	-1.5	-0.2%	824.6
Low	806.5	810.7	4.2	0.5%	804.2
Close	815.0	815.6	0.6	0.1%	815.0
Range	11.5	5.8	-5.7	-49.6%	20.4
ATR
Volume	169	103	-66	-39.1%	448

Daily Pivots for day following 02-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	831.7	829.4	818.8
R3	825.9	823.6	817.2
R2	820.1	820.1	816.7
R1	817.8	817.8	816.1	819.0
PP	814.3	814.3	814.3	814.8
S1	812.0	812.0	815.1	813.2
S2	808.5	808.5	814.5
S3	802.7	806.2	814.0
S4	796.9	800.4	812.4

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	875.8	865.8	826.2
R3	855.4	845.4	820.6
R2	835.0	835.0	818.7
R1	825.0	825.0	816.9	819.8
PP	814.6	814.6	814.6	812.0
S1	804.6	804.6	813.1	799.4
S2	794.2	794.2	811.3
S3	773.8	784.2	809.4
S4	753.4	763.8	803.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	820.4	804.2	16.2	2.0%	9.1	1.1%	70%	False	False	99
10	825.2	798.4	26.8	3.3%	9.2	1.1%	64%	False	False	128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	841.2
2.618	831.7
1.618	825.9
1.000	822.3
0.618	820.1
HIGH	816.5
0.618	814.3
0.500	813.6
0.382	812.9
LOW	810.7
0.618	807.1
1.000	804.9
1.618	801.3
2.618	795.5
4.250	786.1

Fisher Pivots for day following 02-Apr-2007
Pivot	1 day	3 day
R1	814.9	814.1
PP	814.3	812.6
S1	813.6	811.1

Download as Excel Spreadsheet

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

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