CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 10-May-2007

Day Change Summary
	Previous	Current
	09-May-2007	10-May-2007	Change	Change %	Previous Week
Open	837.6	841.4	3.8	0.5%	843.2
High	848.4	841.4	-7.0	-0.8%	844.6
Low	835.7	828.0	-7.7	-0.9%	818.2
Close	842.5	831.7	-10.8	-1.3%	844.6
Range	12.7	13.4	0.7	5.5%	26.4
ATR	9.5	9.9	0.4	3.8%	0.0
Volume	116	92	-24	-20.7%	1,858

Daily Pivots for day following 10-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	873.9	866.2	839.1
R3	860.5	852.8	835.4
R2	847.1	847.1	834.2
R1	839.4	839.4	832.9	836.6
PP	833.7	833.7	833.7	832.3
S1	826.0	826.0	830.5	823.2
S2	820.3	820.3	829.2
S3	806.9	812.6	828.0
S4	793.5	799.2	824.3

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	915.0	906.2	859.1
R3	888.6	879.8	851.9
R2	862.2	862.2	849.4
R1	853.4	853.4	847.0	857.8
PP	835.8	835.8	835.8	838.0
S1	827.0	827.0	842.2	831.4
S2	809.4	809.4	839.8
S3	783.0	800.6	837.3
S4	756.6	774.2	830.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	848.4	828.0	20.4	2.5%	9.5	1.1%	18%	False	True	119
10	848.4	818.2	30.2	3.6%	10.6	1.3%	45%	False	False	231
20	848.4	818.2	30.2	3.6%	9.7	1.2%	45%	False	False	168

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	2.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	898.4
2.618	876.5
1.618	863.1
1.000	854.8
0.618	849.7
HIGH	841.4
0.618	836.3
0.500	834.7
0.382	833.1
LOW	828.0
0.618	819.7
1.000	814.6
1.618	806.3
2.618	792.9
4.250	771.1

Fisher Pivots for day following 10-May-2007
Pivot	1 day	3 day
R1	834.7	838.2
PP	833.7	836.0
S1	832.7	833.9

Download as Excel Spreadsheet

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

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