CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 24-Oct-2007

Day Change Summary
	Previous	Current
	23-Oct-2007	24-Oct-2007	Change	Change %	Previous Week
Open	823.9	820.7	-3.2	-0.4%	851.9
High	827.3	823.0	-4.3	-0.5%	853.8
Low	814.2	803.0	-11.2	-1.4%	804.3
Close	825.5	820.0	-5.5	-0.7%	803.2
Range	13.1	20.0	6.9	52.7%	49.5
ATR	14.6	15.2	0.6	3.8%	0.0
Volume	114	65	-49	-43.0%	375

Daily Pivots for day following 24-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	875.3	867.7	831.0
R3	855.3	847.7	825.5
R2	835.3	835.3	823.7
R1	827.7	827.7	821.8	821.5
PP	815.3	815.3	815.3	812.3
S1	807.7	807.7	818.2	801.5
S2	795.3	795.3	816.3
S3	775.3	787.7	814.5
S4	755.3	767.7	809.0

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	837.2	791.9	45.3	5.5%	20.4	2.5%	62%	False	False	99
10	863.7	791.9	71.8	8.8%	18.6	2.3%	39%	False	False	83
20	863.7	791.9	71.8	8.8%	14.7	1.8%	39%	False	False	92

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	2.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	908.0
2.618	875.4
1.618	855.4
1.000	843.0
0.618	835.4
HIGH	823.0
0.618	815.4
0.500	813.0
0.382	810.6
LOW	803.0
0.618	790.6
1.000	783.0
1.618	770.6
2.618	750.6
4.250	718.0

Fisher Pivots for day following 24-Oct-2007
Pivot	1 day	3 day
R1	817.7	816.5
PP	815.3	813.1
S1	813.0	809.6

Download as Excel Spreadsheet

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

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