CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 11-Jun-2007

Day Change Summary
	Previous	Current
	08-Jun-2007	11-Jun-2007	Change	Change %	Previous Week
Open	831.2	841.8	10.6	1.3%	861.7
High	844.7	845.9	1.2	0.1%	863.8
Low	825.9	836.3	10.4	1.3%	825.9
Close	842.0	842.0	0.0	0.0%	842.0
Range	18.8	9.6	-9.2	-48.9%	37.9
ATR	12.2	12.0	-0.2	-1.5%	0.0
Volume	342,588	307,700	-34,888	-10.2%	429,925

Daily Pivots for day following 11-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	870.2	865.7	847.3
R3	860.6	856.1	844.6
R2	851.0	851.0	843.8
R1	846.5	846.5	842.9	848.8
PP	841.4	841.4	841.4	842.5
S1	836.9	836.9	841.1	839.2
S2	831.8	831.8	840.2
S3	822.2	827.3	839.4
S4	812.6	817.7	836.7

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	863.6	825.9	37.7	4.5%	15.2	1.8%	43%	False	False	147,128
10	865.8	825.9	39.9	4.7%	12.3	1.5%	40%	False	False	74,158
20	865.8	819.5	46.3	5.5%	12.2	1.5%	49%	False	False	38,061
40	865.8	818.2	47.6	5.7%	11.0	1.3%	50%	False	False	19,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	886.7
2.618	871.0
1.618	861.4
1.000	855.5
0.618	851.8
HIGH	845.9
0.618	842.2
0.500	841.1
0.382	840.0
LOW	836.3
0.618	830.4
1.000	826.7
1.618	820.8
2.618	811.2
4.250	795.5

Fisher Pivots for day following 11-Jun-2007
Pivot	1 day	3 day
R1	841.7	841.1
PP	841.4	840.2
S1	841.1	839.4

Download as Excel Spreadsheet

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

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