CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 24-Apr-2007

Day Change Summary
	Previous	Current
	23-Apr-2007	24-Apr-2007	Change	Change %	Previous Week
Open	840.3	841.3	1.0	0.1%	832.4
High	842.9	841.9	-1.0	-0.1%	845.4
Low	836.9	831.7	-5.2	-0.6%	826.1
Close	839.9	839.5	-0.4	0.0%	841.3
Range	6.0	10.2	4.2	70.0%	19.3
ATR	8.7	8.8	0.1	1.3%	0.0
Volume	189	66	-123	-65.1%	552

Daily Pivots for day following 24-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	868.3	864.1	845.1
R3	858.1	853.9	842.3
R2	847.9	847.9	841.4
R1	843.7	843.7	840.4	840.7
PP	837.7	837.7	837.7	836.2
S1	833.5	833.5	838.6	830.5
S2	827.5	827.5	837.6
S3	817.3	823.3	836.7
S4	807.1	813.1	833.9

Weekly Pivots for week ending 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	895.5	887.7	851.9
R3	876.2	868.4	846.6
R2	856.9	856.9	844.8
R1	849.1	849.1	843.1	853.0
PP	837.6	837.6	837.6	839.6
S1	829.8	829.8	839.5	833.7
S2	818.3	818.3	837.8
S3	799.0	810.5	836.0
S4	779.7	791.2	830.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	842.9	826.1	16.8	2.0%	8.2	1.0%	80%	False	False	92
10	845.4	814.9	30.5	3.6%	9.3	1.1%	81%	False	False	106
20	845.4	804.2	41.2	4.9%	7.9	0.9%	86%	False	False	94

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	2.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	885.3
2.618	868.6
1.618	858.4
1.000	852.1
0.618	848.2
HIGH	841.9
0.618	838.0
0.500	836.8
0.382	835.6
LOW	831.7
0.618	825.4
1.000	821.5
1.618	815.2
2.618	805.0
4.250	788.4

Fisher Pivots for day following 24-Apr-2007
Pivot	1 day	3 day
R1	838.6	838.8
PP	837.7	838.0
S1	836.8	837.3

Download as Excel Spreadsheet

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

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