CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 01-Jun-2007

Day Change Summary
	Previous	Current
	31-May-2007	01-Jun-2007	Change	Change %	Previous Week
Open	852.3	856.1	3.8	0.4%	838.9
High	858.8	865.8	7.0	0.8%	865.8
Low	852.0	854.8	2.8	0.3%	838.4
Close	856.3	861.8	5.5	0.6%	861.8
Range	6.8	11.0	4.2	61.8%	27.4
ATR	10.9	10.9	0.0	0.1%	0.0
Volume	1,990	1,007	-983	-49.4%	3,956

Daily Pivots for day following 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	893.8	888.8	867.9
R3	882.8	877.8	864.8
R2	871.8	871.8	863.8
R1	866.8	866.8	862.8	869.3
PP	860.8	860.8	860.8	862.1
S1	855.8	855.8	860.8	858.3
S2	849.8	849.8	859.8
S3	838.8	844.8	858.8
S4	827.8	833.8	855.8

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	937.5	927.1	876.9
R3	910.1	899.7	869.3
R2	882.7	882.7	866.8
R1	872.3	872.3	864.3	877.5
PP	855.3	855.3	855.3	858.0
S1	844.9	844.9	859.3	850.1
S2	827.9	827.9	856.8
S3	800.5	817.5	854.3
S4	773.1	790.1	846.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	865.8	833.9	31.9	3.7%	9.5	1.1%	87%	True	False	954
10	865.8	821.8	44.0	5.1%	11.8	1.4%	91%	True	False	771
20	865.8	819.5	46.3	5.4%	11.0	1.3%	91%	True	False	1,235
40	865.8	814.9	50.9	5.9%	10.0	1.2%	92%	True	False	697

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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	912.6
2.618	894.6
1.618	883.6
1.000	876.8
0.618	872.6
HIGH	865.8
0.618	861.6
0.500	860.3
0.382	859.0
LOW	854.8
0.618	848.0
1.000	843.8
1.618	837.0
2.618	826.0
4.250	808.1

Fisher Pivots for day following 01-Jun-2007
Pivot	1 day	3 day
R1	861.3	858.6
PP	860.8	855.3
S1	860.3	852.1

Download as Excel Spreadsheet

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

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