CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 04-Apr-2007

Day Change Summary
	Previous	Current
	03-Apr-2007	04-Apr-2007	Change	Change %	Previous Week
Open	819.9	823.3	3.4	0.4%	824.0
High	826.4	825.1	-1.3	-0.2%	824.6
Low	819.9	820.3	0.4	0.0%	804.2
Close	824.3	823.6	-0.7	-0.1%	815.0
Range	6.5	4.8	-1.7	-26.2%	20.4
ATR
Volume	89	65	-24	-27.0%	448

Daily Pivots for day following 04-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	837.4	835.3	826.2
R3	832.6	830.5	824.9
R2	827.8	827.8	824.5
R1	825.7	825.7	824.0	826.8
PP	823.0	823.0	823.0	823.5
S1	820.9	820.9	823.2	822.0
S2	818.2	818.2	822.7
S3	813.4	816.1	822.3
S4	808.6	811.3	821.0

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	826.4	804.2	22.2	2.7%	8.2	1.0%	87%	False	False	112
10	826.4	804.2	22.2	2.7%	7.7	0.9%	87%	False	False	104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	845.5
2.618	837.7
1.618	832.9
1.000	829.9
0.618	828.1
HIGH	825.1
0.618	823.3
0.500	822.7
0.382	822.1
LOW	820.3
0.618	817.3
1.000	815.5
1.618	812.5
2.618	807.7
4.250	799.9

Fisher Pivots for day following 04-Apr-2007
Pivot	1 day	3 day
R1	823.3	821.9
PP	823.0	820.2
S1	822.7	818.6

Download as Excel Spreadsheet

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

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