CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 11-Apr-2007

Day Change Summary
	Previous	Current
	10-Apr-2007	11-Apr-2007	Change	Change %	Previous Week
Open	824.6	827.2	2.6	0.3%	814.5
High	829.1	827.5	-1.6	-0.2%	826.8
Low	822.9	816.2	-6.7	-0.8%	810.7
Close	826.4	820.9	-5.5	-0.7%	823.8
Range	6.2	11.3	5.1	82.3%	16.1
ATR	8.2	8.4	0.2	2.7%	0.0
Volume	94	169	75	79.8%	376

Daily Pivots for day following 11-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	855.4	849.5	827.1
R3	844.1	838.2	824.0
R2	832.8	832.8	823.0
R1	826.9	826.9	821.9	824.2
PP	821.5	821.5	821.5	820.2
S1	815.6	815.6	819.9	812.9
S2	810.2	810.2	818.8
S3	798.9	804.3	817.8
S4	787.6	793.0	814.7

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	829.1	816.2	12.9	1.6%	5.3	0.6%	36%	False	True	76
10	829.1	804.2	24.9	3.0%	6.8	0.8%	67%	False	False	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.6
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	875.5
2.618	857.1
1.618	845.8
1.000	838.8
0.618	834.5
HIGH	827.5
0.618	823.2
0.500	821.9
0.382	820.5
LOW	816.2
0.618	809.2
1.000	804.9
1.618	797.9
2.618	786.6
4.250	768.2

Fisher Pivots for day following 11-Apr-2007
Pivot	1 day	3 day
R1	821.9	822.7
PP	821.5	822.1
S1	821.2	821.5

Download as Excel Spreadsheet

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

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