CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 08-Jun-2007

Day Change Summary
	Previous	Current
	07-Jun-2007	08-Jun-2007	Change	Change %	Previous Week
Open	849.1	831.2	-17.9	-2.1%	861.7
High	852.8	844.7	-8.1	-0.9%	863.8
Low	830.7	825.9	-4.8	-0.6%	825.9
Close	831.0	842.0	11.0	1.3%	842.0
Range	22.1	18.8	-3.3	-14.9%	37.9
ATR	11.7	12.2	0.5	4.4%	0.0
Volume	41,193	342,588	301,395	731.7%	429,925

Daily Pivots for day following 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	893.9	886.8	852.3
R3	875.1	868.0	847.2
R2	856.3	856.3	845.4
R1	849.2	849.2	843.7	852.8
PP	837.5	837.5	837.5	839.3
S1	830.4	830.4	840.3	834.0
S2	818.7	818.7	838.6
S3	799.9	811.6	836.8
S4	781.1	792.8	831.7

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	957.6	937.7	862.8
R3	919.7	899.8	852.4
R2	881.8	881.8	848.9
R1	861.9	861.9	845.5	852.9
PP	843.9	843.9	843.9	839.4
S1	824.0	824.0	838.5	815.0
S2	806.0	806.0	835.1
S3	768.1	786.1	831.6
S4	730.2	748.2	821.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863.8	825.9	37.9	4.5%	14.5	1.7%	42%	False	True	85,985
10	865.8	825.9	39.9	4.7%	12.0	1.4%	40%	False	True	43,469
20	865.8	819.5	46.3	5.5%	12.3	1.5%	49%	False	False	22,701
40	865.8	818.2	47.6	5.7%	11.0	1.3%	50%	False	False	11,434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	924.6
2.618	893.9
1.618	875.1
1.000	863.5
0.618	856.3
HIGH	844.7
0.618	837.5
0.500	835.3
0.382	833.1
LOW	825.9
0.618	814.3
1.000	807.1
1.618	795.5
2.618	776.7
4.250	746.0

Fisher Pivots for day following 08-Jun-2007
Pivot	1 day	3 day
R1	839.8	842.5
PP	837.5	842.3
S1	835.3	842.2

Download as Excel Spreadsheet

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

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