CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 12-Apr-2007

Day Change Summary
	Previous	Current
	11-Apr-2007	12-Apr-2007	Change	Change %	Previous Week
Open	827.2	817.8	-9.4	-1.1%	814.5
High	827.5	827.5	0.0	0.0%	826.8
Low	816.2	814.9	-1.3	-0.2%	810.7
Close	820.9	826.1	5.2	0.6%	823.8
Range	11.3	12.6	1.3	11.5%	16.1
ATR	8.4	8.7	0.3	3.5%	0.0
Volume	169	53	-116	-68.6%	376

Daily Pivots for day following 12-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	860.6	856.0	833.0
R3	848.0	843.4	829.6
R2	835.4	835.4	828.4
R1	830.8	830.8	827.3	833.1
PP	822.8	822.8	822.8	824.0
S1	818.2	818.2	824.9	820.5
S2	810.2	810.2	823.8
S3	797.6	805.6	822.6
S4	785.0	793.0	819.2

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	814.9	14.2	1.7%	7.0	0.8%	79%	False	True	85
10	829.1	806.5	22.6	2.7%	6.8	0.8%	87%	False	False	86

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	1.7
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	881.1
2.618	860.5
1.618	847.9
1.000	840.1
0.618	835.3
HIGH	827.5
0.618	822.7
0.500	821.2
0.382	819.7
LOW	814.9
0.618	807.1
1.000	802.3
1.618	794.5
2.618	781.9
4.250	761.4

Fisher Pivots for day following 12-Apr-2007
Pivot	1 day	3 day
R1	824.5	824.7
PP	822.8	823.4
S1	821.2	822.0

Download as Excel Spreadsheet

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

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