CME eMini Russell 2000 Future September 2007

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

Day Change Summary
	Previous	Current
	23-May-2007	24-May-2007	Change	Change %	Previous Week
Open	849.6	844.0	-5.6	-0.7%	838.1
High	855.6	849.7	-5.9	-0.7%	841.7
Low	844.4	829.7	-14.7	-1.7%	819.5
Close	845.5	833.8	-11.7	-1.4%	832.4
Range	11.2	20.0	8.8	78.6%	22.2
ATR	10.8	11.4	0.7	6.1%	0.0
Volume	545	484	-61	-11.2%	16,271

Daily Pivots for day following 24-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	897.7	885.8	844.8
R3	877.7	865.8	839.3
R2	857.7	857.7	837.5
R1	845.8	845.8	835.6	841.8
PP	837.7	837.7	837.7	835.7
S1	825.8	825.8	832.0	821.8
S2	817.7	817.7	830.1
S3	797.7	805.8	828.3
S4	777.7	785.8	822.8

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	821.8	33.8	4.1%	14.1	1.7%	36%	False	False	588
10	855.6	819.5	36.1	4.3%	12.5	1.5%	40%	False	False	1,933
20	855.6	818.2	37.4	4.5%	11.5	1.4%	42%	False	False	1,082
40	855.6	806.5	49.1	5.9%	9.7	1.2%	56%	False	False	588

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	3.0
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	934.7
2.618	902.1
1.618	882.1
1.000	869.7
0.618	862.1
HIGH	849.7
0.618	842.1
0.500	839.7
0.382	837.3
LOW	829.7
0.618	817.3
1.000	809.7
1.618	797.3
2.618	777.3
4.250	744.7

Fisher Pivots for day following 24-May-2007
Pivot	1 day	3 day
R1	839.7	842.7
PP	837.7	839.7
S1	835.8	836.8

Download as Excel Spreadsheet

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

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