CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 30-Oct-2007

Day Change Summary
	Previous	Current
	29-Oct-2007	30-Oct-2007	Change	Change %	Previous Week
Open	830.5	831.6	1.1	0.1%	797.1
High	835.3	831.6	-3.7	-0.4%	831.6
Low	825.1	820.6	-4.5	-0.5%	791.9
Close	830.7	823.2	-7.5	-0.9%	831.2
Range	10.2	11.0	0.8	7.8%	39.7
ATR	15.1	14.8	-0.3	-1.9%	0.0
Volume	115	40	-75	-65.2%	713

Daily Pivots for day following 30-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	858.1	851.7	829.3
R3	847.1	840.7	826.2
R2	836.1	836.1	825.2
R1	829.7	829.7	824.2	827.4
PP	825.1	825.1	825.1	824.0
S1	818.7	818.7	822.2	816.4
S2	814.1	814.1	821.2
S3	803.1	807.7	820.2
S4	792.1	796.7	817.2

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	937.3	924.0	853.0
R3	897.6	884.3	842.1
R2	857.9	857.9	838.5
R1	844.6	844.6	834.8	851.3
PP	818.2	818.2	818.2	821.6
S1	804.9	804.9	827.6	811.6
S2	778.5	778.5	823.9
S3	738.8	765.2	820.3
S4	699.1	725.5	809.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	835.3	803.0	32.3	3.9%	15.1	1.8%	63%	False	False	108
10	843.3	791.9	51.4	6.2%	17.6	2.1%	61%	False	False	102
20	863.7	791.9	71.8	8.7%	15.1	1.8%	44%	False	False	97

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	3.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	878.4
2.618	860.4
1.618	849.4
1.000	842.6
0.618	838.4
HIGH	831.6
0.618	827.4
0.500	826.1
0.382	824.8
LOW	820.6
0.618	813.8
1.000	809.6
1.618	802.8
2.618	791.8
4.250	773.9

Fisher Pivots for day following 30-Oct-2007
Pivot	1 day	3 day
R1	826.1	825.6
PP	825.1	824.8
S1	824.2	824.0

Download as Excel Spreadsheet

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

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