CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 10-Sep-2007

Day Change Summary
	Previous	Current
	07-Sep-2007	10-Sep-2007	Change	Change %	Previous Week
Open	798.2	778.8	-19.4	-2.4%	798.6
High	800.0	788.2	-11.8	-1.5%	813.2
Low	778.8	764.4	-14.4	-1.8%	778.8
Close	786.0	775.6	-10.4	-1.3%	786.0
Range	21.2	23.8	2.6	12.3%	34.4
ATR	18.6	19.0	0.4	2.0%	0.0
Volume	6,550	3,257	-3,293	-50.3%	13,082

Daily Pivots for day following 10-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	847.5	835.3	788.7
R3	823.7	811.5	782.1
R2	799.9	799.9	780.0
R1	787.7	787.7	777.8	781.9
PP	776.1	776.1	776.1	773.2
S1	763.9	763.9	773.4	758.1
S2	752.3	752.3	771.2
S3	728.5	740.1	769.1
S4	704.7	716.3	762.5

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	895.9	875.3	804.9
R3	861.5	840.9	795.5
R2	827.1	827.1	792.3
R1	806.5	806.5	789.2	799.6
PP	792.7	792.7	792.7	789.2
S1	772.1	772.1	782.8	765.2
S2	758.3	758.3	779.7
S3	723.9	737.7	776.5
S4	689.5	703.3	767.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	813.2	764.4	48.8	6.3%	17.4	2.2%	23%	False	True	3,267
10	813.2	764.4	48.8	6.3%	16.6	2.1%	23%	False	True	1,870
20	815.5	743.5	72.0	9.3%	19.3	2.5%	45%	False	False	1,065
40	868.7	743.5	125.2	16.1%	20.1	2.6%	26%	False	False	728

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	3.0
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	889.4
2.618	850.5
1.618	826.7
1.000	812.0
0.618	802.9
HIGH	788.2
0.618	779.1
0.500	776.3
0.382	773.5
LOW	764.4
0.618	749.7
1.000	740.6
1.618	725.9
2.618	702.1
4.250	663.3

Fisher Pivots for day following 10-Sep-2007
Pivot	1 day	3 day
R1	776.3	783.9
PP	776.1	781.1
S1	775.8	778.4

Download as Excel Spreadsheet

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

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