CME eMini Russell 2000 Future December 2007

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

Day Change Summary
	Previous	Current
	09-Oct-2007	10-Oct-2007	Change	Change %	Previous Week
Open	844.2	851.4	7.2	0.9%	810.5
High	852.4	851.7	-0.7	-0.1%	853.2
Low	841.8	843.4	1.6	0.2%	808.1
Close	851.6	850.3	-1.3	-0.2%	850.2
Range	10.6	8.3	-2.3	-21.7%	45.1
ATR	14.1	13.7	-0.4	-2.9%	0.0
Volume	117,061	167,266	50,205	42.9%	951,023

Daily Pivots for day following 10-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	873.4	870.1	854.9
R3	865.1	861.8	852.6
R2	856.8	856.8	851.8
R1	853.5	853.5	851.1	851.0
PP	848.5	848.5	848.5	847.2
S1	845.2	845.2	849.5	842.7
S2	840.2	840.2	848.8
S3	831.9	836.9	848.0
S4	823.6	828.6	845.7

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	972.5	956.4	875.0
R3	927.4	911.3	862.6
R2	882.3	882.3	858.5
R1	866.2	866.2	854.3	874.3
PP	837.2	837.2	837.2	841.2
S1	821.1	821.1	846.1	829.2
S2	792.1	792.1	841.9
S3	747.0	776.0	837.8
S4	701.9	730.9	825.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	853.2	828.7	24.5	2.9%	11.3	1.3%	88%	False	False	159,193
10	853.2	808.1	45.1	5.3%	11.7	1.4%	94%	False	False	180,955
20	853.2	775.2	78.0	9.2%	13.3	1.6%	96%	False	False	208,928
40	853.2	743.5	109.7	12.9%	15.7	1.9%	97%	False	False	105,884
60	866.0	743.5	122.5	14.4%	17.9	2.1%	87%	False	False	70,704
80	869.4	743.5	125.9	14.8%	16.1	1.9%	85%	False	False	53,085

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	887.0
2.618	873.4
1.618	865.1
1.000	860.0
0.618	856.8
HIGH	851.7
0.618	848.5
0.500	847.6
0.382	846.6
LOW	843.4
0.618	838.3
1.000	835.1
1.618	830.0
2.618	821.7
4.250	808.1

Fisher Pivots for day following 10-Oct-2007
Pivot	1 day	3 day
R1	849.4	849.2
PP	848.5	848.0
S1	847.6	846.9

Download as Excel Spreadsheet

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

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