CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 06-Apr-2007

Day Change Summary
	Previous	Current
	05-Apr-2007	06-Apr-2007	Change	Change %	Previous Week
Open	824.1	823.8	-0.3	0.0%	814.5
High	826.8	823.8	-3.0	-0.4%	826.8
Low	822.7	823.8	1.1	0.1%	810.7
Close	823.8	823.8	0.0	0.0%	823.8
Range	4.1	0.0	-4.1	-100.0%	16.1
ATR	9.3	8.6	-0.7	-7.1%	0.0
Volume	9	110	101	1,122.2%	376

Daily Pivots for day following 06-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	823.8	823.8	823.8
R3	823.8	823.8	823.8
R2	823.8	823.8	823.8
R1	823.8	823.8	823.8	823.8
PP	823.8	823.8	823.8	823.8
S1	823.8	823.8	823.8	823.8
S2	823.8	823.8	823.8
S3	823.8	823.8	823.8
S4	823.8	823.8	823.8

Weekly Pivots for week ending 06-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	868.7	862.4	832.7
R3	852.6	846.3	828.2
R2	836.5	836.5	826.8
R1	830.2	830.2	825.3	833.4
PP	820.4	820.4	820.4	822.0
S1	814.1	814.1	822.3	817.3
S2	804.3	804.3	820.8
S3	788.2	798.0	819.4
S4	772.1	781.9	814.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.8	810.7	16.1	2.0%	4.2	0.5%	81%	False	False	75
10	826.8	804.2	22.6	2.7%	7.0	0.9%	87%	False	False	82

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	1.6
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	823.8
2.618	823.8
1.618	823.8
1.000	823.8
0.618	823.8
HIGH	823.8
0.618	823.8
0.500	823.8
0.382	823.8
LOW	823.8
0.618	823.8
1.000	823.8
1.618	823.8
2.618	823.8
4.250	823.8

Fisher Pivots for day following 06-Apr-2007
Pivot	1 day	3 day
R1	823.8	823.7
PP	823.8	823.6
S1	823.8	823.6

Download as Excel Spreadsheet

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

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