CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 25-Oct-2007

Day Change Summary
	Previous	Current
	24-Oct-2007	25-Oct-2007	Change	Change %	Previous Week
Open	820.7	822.8	2.1	0.3%	851.9
High	823.0	825.4	2.4	0.3%	853.8
Low	803.0	807.0	4.0	0.5%	804.3
Close	820.0	818.3	-1.7	-0.2%	803.2
Range	20.0	18.4	-1.6	-8.0%	49.5
ATR	15.2	15.4	0.2	1.5%	0.0
Volume	65	281	216	332.3%	375

Daily Pivots for day following 25-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	872.1	863.6	828.4
R3	853.7	845.2	823.4
R2	835.3	835.3	821.7
R1	826.8	826.8	820.0	821.9
PP	816.9	816.9	816.9	814.4
S1	808.4	808.4	816.6	803.5
S2	798.5	798.5	814.9
S3	780.1	790.0	813.2
S4	761.7	771.6	808.2

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	834.3	791.9	42.4	5.2%	22.2	2.7%	62%	False	False	142
10	855.2	791.9	63.3	7.7%	18.2	2.2%	42%	False	False	110
20	863.7	791.9	71.8	8.8%	15.3	1.9%	37%	False	False	100

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	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	903.6
2.618	873.6
1.618	855.2
1.000	843.8
0.618	836.8
HIGH	825.4
0.618	818.4
0.500	816.2
0.382	814.0
LOW	807.0
0.618	795.6
1.000	788.6
1.618	777.2
2.618	758.8
4.250	728.8

Fisher Pivots for day following 25-Oct-2007
Pivot	1 day	3 day
R1	817.6	817.3
PP	816.9	816.2
S1	816.2	815.2

Download as Excel Spreadsheet

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

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