CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	862.0	858.9	-3.1	-0.4%	838.9
High	863.6	859.0	-4.6	-0.5%	865.8
Low	852.4	844.8	-7.6	-0.9%	838.4
Close	858.7	848.3	-10.4	-1.2%	861.8
Range	11.2	14.2	3.0	26.8%	27.4
ATR	10.6	10.8	0.3	2.4%	0.0
Volume	12,487	31,675	19,188	153.7%	3,956

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	893.3	885.0	856.1
R3	879.1	870.8	852.2
R2	864.9	864.9	850.9
R1	856.6	856.6	849.6	853.7
PP	850.7	850.7	850.7	849.2
S1	842.4	842.4	847.0	839.5
S2	836.5	836.5	845.7
S3	822.3	828.2	844.4
S4	808.1	814.0	840.5

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	844.8	21.0	2.5%	9.9	1.2%	17%	False	True	9,828
10	865.8	829.7	36.1	4.3%	11.1	1.3%	52%	False	False	5,194
20	865.8	819.5	46.3	5.5%	11.5	1.4%	62%	False	False	3,522
40	865.8	814.9	50.9	6.0%	10.5	1.2%	66%	False	False	1,845

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	2.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	919.4
2.618	896.2
1.618	882.0
1.000	873.2
0.618	867.8
HIGH	859.0
0.618	853.6
0.500	851.9
0.382	850.2
LOW	844.8
0.618	836.0
1.000	830.6
1.618	821.8
2.618	807.6
4.250	784.5

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	851.9	854.3
PP	850.7	852.3
S1	849.5	850.3

Download as Excel Spreadsheet

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

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