CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 16-Apr-2007

Day Change Summary
	Previous	Current
	13-Apr-2007	16-Apr-2007	Change	Change %	Previous Week
Open	827.9	832.4	4.5	0.5%	824.4
High	832.2	844.2	12.0	1.4%	832.2
Low	823.5	832.4	8.9	1.1%	814.9
Close	831.5	842.5	11.0	1.3%	831.5
Range	8.7	11.8	3.1	35.6%	17.3
ATR	8.7	9.0	0.3	3.3%	0.0
Volume	31	66	35	112.9%	347

Daily Pivots for day following 16-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	875.1	870.6	849.0
R3	863.3	858.8	845.7
R2	851.5	851.5	844.7
R1	847.0	847.0	843.6	849.3
PP	839.7	839.7	839.7	840.8
S1	835.2	835.2	841.4	837.5
S2	827.9	827.9	840.3
S3	816.1	823.4	839.3
S4	804.3	811.6	836.0

Weekly Pivots for week ending 13-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	878.1	872.1	841.0
R3	860.8	854.8	836.3
R2	843.5	843.5	834.7
R1	837.5	837.5	833.1	840.5
PP	826.2	826.2	826.2	827.7
S1	820.2	820.2	829.9	823.2
S2	808.9	808.9	828.3
S3	791.6	802.9	826.7
S4	774.3	785.6	822.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	844.2	814.9	29.3	3.5%	10.1	1.2%	94%	True	False	82
10	844.2	814.9	29.3	3.5%	7.1	0.8%	94%	True	False	68
20	844.2	798.4	45.8	5.4%	8.1	1.0%	96%	True	False	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	894.4
2.618	875.1
1.618	863.3
1.000	856.0
0.618	851.5
HIGH	844.2
0.618	839.7
0.500	838.3
0.382	836.9
LOW	832.4
0.618	825.1
1.000	820.6
1.618	813.3
2.618	801.5
4.250	782.3

Fisher Pivots for day following 16-Apr-2007
Pivot	1 day	3 day
R1	841.1	838.2
PP	839.7	833.9
S1	838.3	829.6

Download as Excel Spreadsheet

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

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