CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 29-Sep-2006

Day Change Summary
	Previous	Current
	28-Sep-2006	29-Sep-2006	Change	Change %	Previous Week
Open	748.1	745.6	-2.5	-0.3%	732.7
High	749.6	745.6	-4.0	-0.5%	749.6
Low	739.7	737.1	-2.6	-0.4%	726.0
Close	743.9	738.6	-5.3	-0.7%	738.6
Range	9.9	8.5	-1.4	-14.1%	23.6
ATR
Volume	16	21	5	31.3%	181

Daily Pivots for day following 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	765.9	760.8	743.3
R3	757.4	752.3	740.9
R2	748.9	748.9	740.2
R1	743.8	743.8	739.4	742.1
PP	740.4	740.4	740.4	739.6
S1	735.3	735.3	737.8	733.6
S2	731.9	731.9	737.0
S3	723.4	726.8	736.3
S4	714.9	718.3	733.9

Weekly Pivots for week ending 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	808.9	797.3	751.6
R3	785.3	773.7	745.1
R2	761.7	761.7	742.9
R1	750.1	750.1	740.8	755.9
PP	738.1	738.1	738.1	741.0
S1	726.5	726.5	736.4	732.3
S2	714.5	714.5	734.3
S3	690.9	702.9	732.1
S4	667.3	679.3	725.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	749.6	726.0	23.6	3.2%	9.8	1.3%	53%	False	False	36
10	752.0	725.3	26.7	3.6%	10.8	1.5%	50%	False	False	35

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	2.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	781.7
2.618	767.9
1.618	759.4
1.000	754.1
0.618	750.9
HIGH	745.6
0.618	742.4
0.500	741.4
0.382	740.3
LOW	737.1
0.618	731.8
1.000	728.6
1.618	723.3
2.618	714.8
4.250	701.0

Fisher Pivots for day following 29-Sep-2006
Pivot	1 day	3 day
R1	741.4	743.4
PP	740.4	741.8
S1	739.5	740.2

Download as Excel Spreadsheet

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

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