CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 09-Apr-2007

Day Change Summary
	Previous	Current
	06-Apr-2007	09-Apr-2007	Change	Change %	Previous Week
Open	823.8	824.4	0.6	0.1%	814.5
High	823.8	826.9	3.1	0.4%	826.8
Low	823.8	822.1	-1.7	-0.2%	810.7
Close	823.8	824.3	0.5	0.1%	823.8
Range	0.0	4.8	4.8		16.1
ATR	8.6	8.4	-0.3	-3.2%	0.0
Volume	110	0	-110	-100.0%	376

Daily Pivots for day following 09-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	838.8	836.4	826.9
R3	834.0	831.6	825.6
R2	829.2	829.2	825.2
R1	826.8	826.8	824.7	825.6
PP	824.4	824.4	824.4	823.9
S1	822.0	822.0	823.9	820.8
S2	819.6	819.6	823.4
S3	814.8	817.2	823.0
S4	810.0	812.4	821.7

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	826.9	819.9	7.0	0.8%	4.0	0.5%	63%	True	False	54
10	826.9	804.2	22.7	2.8%	6.6	0.8%	89%	True	False	76

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	1.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	847.3
2.618	839.5
1.618	834.7
1.000	831.7
0.618	829.9
HIGH	826.9
0.618	825.1
0.500	824.5
0.382	823.9
LOW	822.1
0.618	819.1
1.000	817.3
1.618	814.3
2.618	809.5
4.250	801.7

Fisher Pivots for day following 09-Apr-2007
Pivot	1 day	3 day
R1	824.5	824.5
PP	824.4	824.4
S1	824.4	824.4

Download as Excel Spreadsheet

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

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