CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 15-May-2007

Day Change Summary
	Previous	Current
	14-May-2007	15-May-2007	Change	Change %	Previous Week
Open	838.1	830.2	-7.9	-0.9%	844.8
High	841.7	838.1	-3.6	-0.4%	848.4
Low	830.2	822.9	-7.3	-0.9%	828.0
Close	832.2	824.8	-7.4	-0.9%	839.4
Range	11.5	15.2	3.7	32.2%	20.4
ATR	10.0	10.4	0.4	3.7%	0.0
Volume	442	10,125	9,683	2,190.7%	865

Daily Pivots for day following 15-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	874.2	864.7	833.2
R3	859.0	849.5	829.0
R2	843.8	843.8	827.6
R1	834.3	834.3	826.2	831.5
PP	828.6	828.6	828.6	827.2
S1	819.1	819.1	823.4	816.3
S2	813.4	813.4	822.0
S3	798.2	803.9	820.6
S4	783.0	788.7	816.4

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	899.8	890.0	850.6
R3	879.4	869.6	845.0
R2	859.0	859.0	843.1
R1	849.2	849.2	841.3	843.9
PP	838.6	838.6	838.6	836.0
S1	828.8	828.8	837.5	823.5
S2	818.2	818.2	835.7
S3	797.8	808.4	833.8
S4	777.4	788.0	828.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	848.4	822.9	25.5	3.1%	12.6	1.5%	7%	False	True	2,256
10	848.4	822.9	25.5	3.1%	10.5	1.3%	7%	False	True	1,286
20	848.4	818.2	30.2	3.7%	10.1	1.2%	22%	False	False	702
40	848.4	804.2	44.2	5.4%	9.1	1.1%	47%	False	False	404

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	2.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	902.7
2.618	877.9
1.618	862.7
1.000	853.3
0.618	847.5
HIGH	838.1
0.618	832.3
0.500	830.5
0.382	828.7
LOW	822.9
0.618	813.5
1.000	807.7
1.618	798.3
2.618	783.1
4.250	758.3

Fisher Pivots for day following 15-May-2007
Pivot	1 day	3 day
R1	830.5	832.3
PP	828.6	829.8
S1	826.7	827.3

Download as Excel Spreadsheet

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

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