CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 06-Nov-2007

Day Change Summary
	Previous	Current
	05-Nov-2007	06-Nov-2007	Change	Change %	Previous Week
Open	803.5	800.0	-3.5	-0.4%	830.5
High	803.5	810.2	6.7	0.8%	838.5
Low	790.7	790.7	0.0	0.0%	793.8
Close	796.3	810.1	13.8	1.7%	805.3
Range	12.8	19.5	6.7	52.3%	44.7
ATR	16.8	17.0	0.2	1.2%	0.0
Volume	268	208	-60	-22.4%	561

Daily Pivots for day following 06-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	862.2	855.6	820.8
R3	842.7	836.1	815.5
R2	823.2	823.2	813.7
R1	816.6	816.6	811.9	819.9
PP	803.7	803.7	803.7	805.3
S1	797.1	797.1	808.3	800.4
S2	784.2	784.2	806.5
S3	764.7	777.6	804.7
S4	745.2	758.1	799.4

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	946.6	920.7	829.9
R3	901.9	876.0	817.6
R2	857.2	857.2	813.5
R1	831.3	831.3	809.4	821.9
PP	812.5	812.5	812.5	807.9
S1	786.6	786.6	801.2	777.2
S2	767.8	767.8	797.1
S3	723.1	741.9	793.0
S4	678.4	697.2	780.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.5	790.7	47.8	5.9%	20.7	2.6%	41%	False	True	176
10	838.5	790.7	47.8	5.9%	17.9	2.2%	41%	False	True	142
20	863.7	790.7	73.0	9.0%	17.6	2.2%	27%	False	True	124

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	3.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	893.1
2.618	861.3
1.618	841.8
1.000	829.7
0.618	822.3
HIGH	810.2
0.618	802.8
0.500	800.5
0.382	798.1
LOW	790.7
0.618	778.6
1.000	771.2
1.618	759.1
2.618	739.6
4.250	707.8

Fisher Pivots for day following 06-Nov-2007
Pivot	1 day	3 day
R1	806.9	807.5
PP	803.7	804.8
S1	800.5	802.2

Download as Excel Spreadsheet

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

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