CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 17-Oct-2007

Day Change Summary
	Previous	Current
	16-Oct-2007	17-Oct-2007	Change	Change %	Previous Week
Open	845.3	838.0	-7.3	-0.9%	849.8
High	845.3	843.3	-2.0	-0.2%	863.7
Low	833.1	824.5	-8.6	-1.0%	841.2
Close	833.5	836.1	2.6	0.3%	852.7
Range	12.2	18.8	6.6	54.1%	22.5
ATR	12.1	12.6	0.5	3.9%	0.0
Volume	83	51	-32	-38.6%	613

Daily Pivots for day following 17-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.0	882.4	846.4
R3	872.2	863.6	841.3
R2	853.4	853.4	839.5
R1	844.8	844.8	837.8	839.7
PP	834.6	834.6	834.6	832.1
S1	826.0	826.0	834.4	820.9
S2	815.8	815.8	832.7
S3	797.0	807.2	830.9
S4	778.2	788.4	825.8

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	824.5	39.2	4.7%	16.8	2.0%	30%	False	True	68
10	863.7	824.5	39.2	4.7%	13.7	1.6%	30%	False	True	90

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	2.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	923.2
2.618	892.5
1.618	873.7
1.000	862.1
0.618	854.9
HIGH	843.3
0.618	836.1
0.500	833.9
0.382	831.7
LOW	824.5
0.618	812.9
1.000	805.7
1.618	794.1
2.618	775.3
4.250	744.6

Fisher Pivots for day following 17-Oct-2007
Pivot	1 day	3 day
R1	835.4	839.2
PP	834.6	838.1
S1	833.9	837.1

Download as Excel Spreadsheet

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

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