CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 09-Oct-2007

Day Change Summary
	Previous	Current
	08-Oct-2007	09-Oct-2007	Change	Change %	Previous Week
Open	849.8	852.5	2.7	0.3%	820.0
High	856.4	858.1	1.7	0.2%	858.9
Low	847.5	848.0	0.5	0.1%	815.4
Close	850.2	857.4	7.2	0.8%	856.0
Range	8.9	10.1	1.2	13.5%	43.5
ATR
Volume	193	57	-136	-70.5%	282

Daily Pivots for day following 09-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	884.8	881.2	863.0
R3	874.7	871.1	860.2
R2	864.6	864.6	859.3
R1	861.0	861.0	858.3	862.8
PP	854.5	854.5	854.5	855.4
S1	850.9	850.9	856.5	852.7
S2	844.4	844.4	855.5
S3	834.3	840.8	854.6
S4	824.2	830.7	851.8

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	973.9	958.5	879.9
R3	930.4	915.0	868.0
R2	886.9	886.9	864.0
R1	871.5	871.5	860.0	879.2
PP	843.4	843.4	843.4	847.3
S1	828.0	828.0	852.0	835.7
S2	799.9	799.9	848.0
S3	756.4	784.5	844.0
S4	712.9	741.0	832.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	858.9	834.5	24.4	2.8%	10.7	1.2%	94%	False	False	66
10	858.9	814.1	44.8	5.2%	10.8	1.3%	97%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	901.0
2.618	884.5
1.618	874.4
1.000	868.2
0.618	864.3
HIGH	858.1
0.618	854.2
0.500	853.1
0.382	851.9
LOW	848.0
0.618	841.8
1.000	837.9
1.618	831.7
2.618	821.6
4.250	805.1

Fisher Pivots for day following 09-Oct-2007
Pivot	1 day	3 day
R1	856.0	854.5
PP	854.5	851.7
S1	853.1	848.8

Download as Excel Spreadsheet

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

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