CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 05-Jun-2007

Day Change Summary
	Previous	Current
	04-Jun-2007	05-Jun-2007	Change	Change %	Previous Week
Open	861.7	862.0	0.3	0.0%	838.9
High	863.8	863.6	-0.2	0.0%	865.8
Low	857.4	852.4	-5.0	-0.6%	838.4
Close	862.7	858.7	-4.0	-0.5%	861.8
Range	6.4	11.2	4.8	75.0%	27.4
ATR	10.5	10.6	0.0	0.4%	0.0
Volume	1,982	12,487	10,505	530.0%	3,956

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.8	886.5	864.9
R3	880.6	875.3	861.8
R2	869.4	869.4	860.8
R1	864.1	864.1	859.7	861.2
PP	858.2	858.2	858.2	856.8
S1	852.9	852.9	857.7	850.0
S2	847.0	847.0	856.6
S3	835.8	841.7	855.6
S4	824.6	830.5	852.5

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	838.4	27.4	3.2%	9.9	1.2%	74%	False	False	3,622
10	865.8	829.7	36.1	4.2%	10.7	1.2%	80%	False	False	2,142
20	865.8	819.5	46.3	5.4%	11.3	1.3%	85%	False	False	1,940
40	865.8	814.9	50.9	5.9%	10.3	1.2%	86%	False	False	1,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	911.2
2.618	892.9
1.618	881.7
1.000	874.8
0.618	870.5
HIGH	863.6
0.618	859.3
0.500	858.0
0.382	856.7
LOW	852.4
0.618	845.5
1.000	841.2
1.618	834.3
2.618	823.1
4.250	804.8

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	858.5	859.1
PP	858.2	859.0
S1	858.0	858.8

Download as Excel Spreadsheet

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

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