CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 18-May-2007

Day Change Summary
	Previous	Current
	17-May-2007	18-May-2007	Change	Change %	Previous Week
Open	828.0	821.8	-6.2	-0.7%	838.1
High	829.2	835.2	6.0	0.7%	841.7
Low	821.7	821.8	0.1	0.0%	819.5
Close	822.5	832.4	9.9	1.2%	832.4
Range	7.5	13.4	5.9	78.7%	22.2
ATR	10.2	10.4	0.2	2.3%	0.0
Volume	522	387	-135	-25.9%	16,271

Daily Pivots for day following 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	870.0	864.6	839.8
R3	856.6	851.2	836.1
R2	843.2	843.2	834.9
R1	837.8	837.8	833.6	840.5
PP	829.8	829.8	829.8	831.2
S1	824.4	824.4	831.2	827.1
S2	816.4	816.4	829.9
S3	803.0	811.0	828.7
S4	789.6	797.6	825.0

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	897.8	887.3	844.6
R3	875.6	865.1	838.5
R2	853.4	853.4	836.5
R1	842.9	842.9	834.4	837.1
PP	831.2	831.2	831.2	828.3
S1	820.7	820.7	830.4	814.9
S2	809.0	809.0	828.3
S3	786.8	798.5	826.3
S4	764.6	776.3	820.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	841.7	819.5	22.2	2.7%	11.6	1.4%	58%	False	False	3,254
10	848.4	819.5	28.9	3.5%	10.9	1.3%	45%	False	False	1,713
20	848.4	818.2	30.2	3.6%	10.4	1.3%	47%	False	False	977
40	848.4	804.2	44.2	5.3%	9.2	1.1%	64%	False	False	531

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	2.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	892.2
2.618	870.3
1.618	856.9
1.000	848.6
0.618	843.5
HIGH	835.2
0.618	830.1
0.500	828.5
0.382	826.9
LOW	821.8
0.618	813.5
1.000	808.4
1.618	800.1
2.618	786.7
4.250	764.9

Fisher Pivots for day following 18-May-2007
Pivot	1 day	3 day
R1	831.1	830.7
PP	829.8	829.0
S1	828.5	827.4

Download as Excel Spreadsheet

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

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