CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 10-Apr-2007

Day Change Summary
	Previous	Current
	09-Apr-2007	10-Apr-2007	Change	Change %	Previous Week
Open	824.4	824.6	0.2	0.0%	814.5
High	826.9	829.1	2.2	0.3%	826.8
Low	822.1	822.9	0.8	0.1%	810.7
Close	824.3	826.4	2.1	0.3%	823.8
Range	4.8	6.2	1.4	29.2%	16.1
ATR	8.4	8.2	-0.2	-1.8%	0.0
Volume	0	94	94		376

Daily Pivots for day following 10-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	844.7	841.8	829.8
R3	838.5	835.6	828.1
R2	832.3	832.3	827.5
R1	829.4	829.4	827.0	830.9
PP	826.1	826.1	826.1	826.9
S1	823.2	823.2	825.8	824.7
S2	819.9	819.9	825.3
S3	813.7	817.0	824.7
S4	807.5	810.8	823.0

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	829.1	820.3	8.8	1.1%	4.0	0.5%	69%	True	False	55
10	829.1	804.2	24.9	3.0%	6.5	0.8%	89%	True	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	855.5
2.618	845.3
1.618	839.1
1.000	835.3
0.618	832.9
HIGH	829.1
0.618	826.7
0.500	826.0
0.382	825.3
LOW	822.9
0.618	819.1
1.000	816.7
1.618	812.9
2.618	806.7
4.250	796.6

Fisher Pivots for day following 10-Apr-2007
Pivot	1 day	3 day
R1	826.3	826.1
PP	826.1	825.9
S1	826.0	825.6

Download as Excel Spreadsheet

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

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