CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 19-Oct-2007

Day Change Summary
	Previous	Current
	18-Oct-2007	19-Oct-2007	Change	Change %	Previous Week
Open	829.5	832.9	3.4	0.4%	851.9
High	837.2	834.3	-2.9	-0.3%	853.8
Low	827.6	804.3	-23.3	-2.8%	804.3
Close	834.2	803.2	-31.0	-3.7%	803.2
Range	9.6	30.0	20.4	212.5%	49.5
ATR	12.4	13.6	1.3	10.2%	0.0
Volume	66	38	-28	-42.4%	375

Daily Pivots for day following 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	903.9	883.6	819.7
R3	873.9	853.6	811.5
R2	843.9	843.9	808.7
R1	823.6	823.6	806.0	818.8
PP	813.9	813.9	813.9	811.5
S1	793.6	793.6	800.5	788.8
S2	783.9	783.9	797.7
S3	753.9	763.6	795.0
S4	723.9	733.6	786.7

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	968.9	935.6	830.4
R3	919.4	886.1	816.8
R2	869.9	869.9	812.3
R1	836.6	836.6	807.7	828.5
PP	820.4	820.4	820.4	816.4
S1	787.1	787.1	798.7	779.0
S2	770.9	770.9	794.1
S3	721.4	737.6	789.6
S4	671.9	688.1	776.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	853.8	804.3	49.5	6.2%	18.0	2.2%	-2%	False	True	75
10	863.7	804.3	59.4	7.4%	15.0	1.9%	-2%	False	True	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	961.8
2.618	912.8
1.618	882.8
1.000	864.3
0.618	852.8
HIGH	834.3
0.618	822.8
0.500	819.3
0.382	815.8
LOW	804.3
0.618	785.8
1.000	774.3
1.618	755.8
2.618	725.8
4.250	676.8

Fisher Pivots for day following 19-Oct-2007
Pivot	1 day	3 day
R1	819.3	823.8
PP	813.9	816.9
S1	808.6	810.1

Download as Excel Spreadsheet

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

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