CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 01-Nov-2007

Day Change Summary
	Previous	Current
	31-Oct-2007	01-Nov-2007	Change	Change %	Previous Week
Open	826.5	831.2	4.7	0.6%	797.1
High	838.5	831.4	-7.1	-0.8%	831.6
Low	818.5	800.2	-18.3	-2.2%	791.9
Close	836.9	801.5	-35.4	-4.2%	831.2
Range	20.0	31.2	11.2	56.0%	39.7
ATR	15.2	16.7	1.5	10.1%	0.0
Volume	38	81	43	113.2%	713

Daily Pivots for day following 01-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	904.6	884.3	818.7
R3	873.4	853.1	810.1
R2	842.2	842.2	807.2
R1	821.9	821.9	804.4	816.5
PP	811.0	811.0	811.0	808.3
S1	790.7	790.7	798.6	785.3
S2	779.8	779.8	795.8
S3	748.6	759.5	792.9
S4	717.4	728.3	784.3

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	838.5	800.2	38.3	4.8%	17.6	2.2%	3%	False	True	63
10	838.5	791.9	46.6	5.8%	19.9	2.5%	21%	False	False	102
20	863.7	791.9	71.8	9.0%	17.0	2.1%	13%	False	False	99

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	3.1
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	964.0
2.618	913.1
1.618	881.9
1.000	862.6
0.618	850.7
HIGH	831.4
0.618	819.5
0.500	815.8
0.382	812.1
LOW	800.2
0.618	780.9
1.000	769.0
1.618	749.7
2.618	718.5
4.250	667.6

Fisher Pivots for day following 01-Nov-2007
Pivot	1 day	3 day
R1	815.8	819.4
PP	811.0	813.4
S1	806.3	807.5

Download as Excel Spreadsheet

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

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