CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 16-Oct-2007

Day Change Summary
	Previous	Current
	15-Oct-2007	16-Oct-2007	Change	Change %	Previous Week
Open	851.9	845.3	-6.6	-0.8%	849.8
High	853.8	845.3	-8.5	-1.0%	863.7
Low	834.5	833.1	-1.4	-0.2%	841.2
Close	843.2	833.5	-9.7	-1.2%	852.7
Range	19.3	12.2	-7.1	-36.8%	22.5
ATR	12.1	12.1	0.0	0.1%	0.0
Volume	137	83	-54	-39.4%	613

Daily Pivots for day following 16-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	873.9	865.9	840.2
R3	861.7	853.7	836.9
R2	849.5	849.5	835.7
R1	841.5	841.5	834.6	839.4
PP	837.3	837.3	837.3	836.3
S1	829.3	829.3	832.4	827.2
S2	825.1	825.1	831.3
S3	812.9	817.1	830.1
S4	800.7	804.9	826.8

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	833.1	30.6	3.7%	14.5	1.7%	1%	False	True	116
10	863.7	833.1	30.6	3.7%	12.6	1.5%	1%	False	True	91

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	897.2
2.618	877.2
1.618	865.0
1.000	857.5
0.618	852.8
HIGH	845.3
0.618	840.6
0.500	839.2
0.382	837.8
LOW	833.1
0.618	825.6
1.000	820.9
1.618	813.4
2.618	801.2
4.250	781.3

Fisher Pivots for day following 16-Oct-2007
Pivot	1 day	3 day
R1	839.2	844.2
PP	837.3	840.6
S1	835.4	837.1

Download as Excel Spreadsheet

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

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