CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 15-Oct-2007

Day Change Summary
	Previous	Current
	12-Oct-2007	15-Oct-2007	Change	Change %	Previous Week
Open	845.0	851.9	6.9	0.8%	849.8
High	855.2	853.8	-1.4	-0.2%	863.7
Low	844.0	834.5	-9.5	-1.1%	841.2
Close	852.7	843.2	-9.5	-1.1%	852.7
Range	11.2	19.3	8.1	72.3%	22.5
ATR	11.6	12.1	0.6	4.8%	0.0
Volume	53	137	84	158.5%	613

Daily Pivots for day following 15-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	901.7	891.8	853.8
R3	882.4	872.5	848.5
R2	863.1	863.1	846.7
R1	853.2	853.2	845.0	848.5
PP	843.8	843.8	843.8	841.5
S1	833.9	833.9	841.4	829.2
S2	824.5	824.5	839.7
S3	805.2	814.6	837.9
S4	785.9	795.3	832.6

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	920.0	908.9	865.1
R3	897.5	886.4	858.9
R2	875.0	875.0	856.8
R1	863.9	863.9	854.8	869.5
PP	852.5	852.5	852.5	855.3
S1	841.4	841.4	850.6	847.0
S2	830.0	830.0	848.6
S3	807.5	818.9	846.5
S4	785.0	796.4	840.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863.7	834.5	29.2	3.5%	14.1	1.7%	30%	False	True	111
10	863.7	834.5	29.2	3.5%	12.1	1.4%	30%	False	True	99

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	2.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	935.8
2.618	904.3
1.618	885.0
1.000	873.1
0.618	865.7
HIGH	853.8
0.618	846.4
0.500	844.2
0.382	841.9
LOW	834.5
0.618	822.6
1.000	815.2
1.618	803.3
2.618	784.0
4.250	752.5

Fisher Pivots for day following 15-Oct-2007
Pivot	1 day	3 day
R1	844.2	849.1
PP	843.8	847.1
S1	843.5	845.2

Download as Excel Spreadsheet

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

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