CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 18-Oct-2007

Day Change Summary
	Previous	Current
	17-Oct-2007	18-Oct-2007	Change	Change %	Previous Week
Open	838.0	829.5	-8.5	-1.0%	849.8
High	843.3	837.2	-6.1	-0.7%	863.7
Low	824.5	827.6	3.1	0.4%	841.2
Close	836.1	834.2	-1.9	-0.2%	852.7
Range	18.8	9.6	-9.2	-48.9%	22.5
ATR	12.6	12.4	-0.2	-1.7%	0.0
Volume	51	66	15	29.4%	613

Daily Pivots for day following 18-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	861.8	857.6	839.5
R3	852.2	848.0	836.8
R2	842.6	842.6	836.0
R1	838.4	838.4	835.1	840.5
PP	833.0	833.0	833.0	834.1
S1	828.8	828.8	833.3	830.9
S2	823.4	823.4	832.4
S3	813.8	819.2	831.6
S4	804.2	809.6	828.9

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	855.2	824.5	30.7	3.7%	14.2	1.7%	32%	False	False	78
10	863.7	824.5	39.2	4.7%	14.0	1.7%	25%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	878.0
2.618	862.3
1.618	852.7
1.000	846.8
0.618	843.1
HIGH	837.2
0.618	833.5
0.500	832.4
0.382	831.3
LOW	827.6
0.618	821.7
1.000	818.0
1.618	812.1
2.618	802.5
4.250	786.8

Fisher Pivots for day following 18-Oct-2007
Pivot	1 day	3 day
R1	833.6	834.9
PP	833.0	834.7
S1	832.4	834.4

Download as Excel Spreadsheet

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

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