CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 28-Sep-2006

Day Change Summary
	Previous	Current
	27-Sep-2006	28-Sep-2006	Change	Change %	Previous Week
Open	739.3	748.1	8.8	1.2%	740.6
High	746.5	749.6	3.1	0.4%	752.0
Low	738.6	739.7	1.1	0.1%	725.3
Close	746.6	743.9	-2.7	-0.4%	730.3
Range	7.9	9.9	2.0	25.3%	26.7
ATR
Volume	16	16	0	0.0%	175

Daily Pivots for day following 28-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	774.1	768.9	749.3
R3	764.2	759.0	746.6
R2	754.3	754.3	745.7
R1	749.1	749.1	744.8	746.8
PP	744.4	744.4	744.4	743.2
S1	739.2	739.2	743.0	736.9
S2	734.5	734.5	742.1
S3	724.6	729.3	741.2
S4	714.7	719.4	738.5

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	749.6	725.3	24.3	3.3%	11.1	1.5%	77%	True	False	43
10	752.0	725.3	26.7	3.6%	10.0	1.3%	70%	False	False	33

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	2.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	791.7
2.618	775.5
1.618	765.6
1.000	759.5
0.618	755.7
HIGH	749.6
0.618	745.8
0.500	744.7
0.382	743.5
LOW	739.7
0.618	733.6
1.000	729.8
1.618	723.7
2.618	713.8
4.250	697.6

Fisher Pivots for day following 28-Sep-2006
Pivot	1 day	3 day
R1	744.7	743.8
PP	744.4	743.6
S1	744.2	743.5

Download as Excel Spreadsheet

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

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