CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 27-Sep-2006

Day Change Summary
	Previous	Current
	26-Sep-2006	27-Sep-2006	Change	Change %	Previous Week
Open	739.7	739.3	-0.4	-0.1%	740.6
High	745.3	746.5	1.2	0.2%	752.0
Low	737.4	738.6	1.2	0.2%	725.3
Close	741.4	746.6	5.2	0.7%	730.3
Range	7.9	7.9	0.0	0.0%	26.7
ATR
Volume	72	16	-56	-77.8%	175

Daily Pivots for day following 27-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	767.6	765.0	750.9
R3	759.7	757.1	748.8
R2	751.8	751.8	748.0
R1	749.2	749.2	747.3	750.5
PP	743.9	743.9	743.9	744.6
S1	741.3	741.3	745.9	742.6
S2	736.0	736.0	745.2
S3	728.1	733.4	744.4
S4	720.2	725.5	742.3

Weekly Pivots for week ending 22-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	816.0	799.8	745.0
R3	789.3	773.1	737.6
R2	762.6	762.6	735.2
R1	746.4	746.4	732.7	741.2
PP	735.9	735.9	735.9	733.2
S1	719.7	719.7	727.9	714.5
S2	709.2	709.2	725.4
S3	682.5	693.0	723.0
S4	655.8	666.3	715.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	752.0	725.3	26.7	3.6%	12.2	1.6%	80%	False	False	42
10	752.0	725.3	26.7	3.6%	9.0	1.2%	80%	False	False	31

Crabel Price Patterns
NR	False
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	2.2

Fibonacci Retracements and Extensions
4.250	780.1
2.618	767.2
1.618	759.3
1.000	754.4
0.618	751.4
HIGH	746.5
0.618	743.5
0.500	742.6
0.382	741.6
LOW	738.6
0.618	733.7
1.000	730.7
1.618	725.8
2.618	717.9
4.250	705.0

Fisher Pivots for day following 27-Sep-2006
Pivot	1 day	3 day
R1	745.3	743.2
PP	743.9	739.7
S1	742.6	736.3

Download as Excel Spreadsheet

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

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