CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 19-Apr-2007

Day Change Summary
	Previous	Current
	18-Apr-2007	19-Apr-2007	Change	Change %	Previous Week
Open	836.6	831.6	-5.0	-0.6%	824.4
High	840.3	836.0	-4.3	-0.5%	832.2
Low	834.9	826.1	-8.8	-1.1%	814.9
Close	835.5	831.3	-4.2	-0.5%	831.5
Range	5.4	9.9	4.5	83.3%	17.3
ATR	8.7	8.8	0.1	1.0%	0.0
Volume	69	11	-58	-84.1%	347

Daily Pivots for day following 19-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	860.8	856.0	836.7
R3	850.9	846.1	834.0
R2	841.0	841.0	833.1
R1	836.2	836.2	832.2	833.7
PP	831.1	831.1	831.1	829.9
S1	826.3	826.3	830.4	823.8
S2	821.2	821.2	829.5
S3	811.3	816.4	828.6
S4	801.4	806.5	825.9

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	845.4	823.5	21.9	2.6%	8.6	1.0%	36%	False	False	91
10	845.4	814.9	30.5	3.7%	7.8	0.9%	54%	False	False	88
20	845.4	804.2	41.2	5.0%	7.6	0.9%	66%	False	False	81

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	2.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	878.1
2.618	861.9
1.618	852.0
1.000	845.9
0.618	842.1
HIGH	836.0
0.618	832.2
0.500	831.1
0.382	829.9
LOW	826.1
0.618	820.0
1.000	816.2
1.618	810.1
2.618	800.2
4.250	784.0

Fisher Pivots for day following 19-Apr-2007
Pivot	1 day	3 day
R1	831.2	835.8
PP	831.1	834.3
S1	831.1	832.8

Download as Excel Spreadsheet

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

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