CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 23-May-2007

Day Change Summary
	Previous	Current
	22-May-2007	23-May-2007	Change	Change %	Previous Week
Open	842.3	849.6	7.3	0.9%	838.1
High	851.2	855.6	4.4	0.5%	841.7
Low	841.0	844.4	3.4	0.4%	819.5
Close	848.0	845.5	-2.5	-0.3%	832.4
Range	10.2	11.2	1.0	9.8%	22.2
ATR	10.7	10.8	0.0	0.3%	0.0
Volume	1,156	545	-611	-52.9%	16,271

Daily Pivots for day following 23-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	882.1	875.0	851.7
R3	870.9	863.8	848.6
R2	859.7	859.7	847.6
R1	852.6	852.6	846.5	850.6
PP	848.5	848.5	848.5	847.5
S1	841.4	841.4	844.5	839.4
S2	837.3	837.3	843.4
S3	826.1	830.2	842.4
S4	814.9	819.0	839.3

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	855.6	821.7	33.9	4.0%	11.6	1.4%	70%	True	False	596
10	855.6	819.5	36.1	4.3%	11.9	1.4%	72%	True	False	1,894
20	855.6	818.2	37.4	4.4%	11.0	1.3%	73%	True	False	1,064
40	855.6	804.2	51.4	6.1%	9.5	1.1%	80%	True	False	580

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	2.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	903.2
2.618	884.9
1.618	873.7
1.000	866.8
0.618	862.5
HIGH	855.6
0.618	851.3
0.500	850.0
0.382	848.7
LOW	844.4
0.618	837.5
1.000	833.2
1.618	826.3
2.618	815.1
4.250	796.8

Fisher Pivots for day following 23-May-2007
Pivot	1 day	3 day
R1	850.0	844.8
PP	848.5	844.1
S1	847.0	843.4

Download as Excel Spreadsheet

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

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