CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 02-Oct-2006

Day Change Summary
	Previous	Current
	29-Sep-2006	02-Oct-2006	Change	Change %	Previous Week
Open	745.6	733.3	-12.3	-1.6%	732.7
High	745.6	738.3	-7.3	-1.0%	749.6
Low	737.1	727.7	-9.4	-1.3%	726.0
Close	738.6	729.7	-8.9	-1.2%	738.6
Range	8.5	10.6	2.1	24.7%	23.6
ATR	0.0	10.1	10.1		0.0
Volume	21	12	-9	-42.9%	181

Daily Pivots for day following 02-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	763.7	757.3	735.5
R3	753.1	746.7	732.6
R2	742.5	742.5	731.6
R1	736.1	736.1	730.7	734.0
PP	731.9	731.9	731.9	730.9
S1	725.5	725.5	728.7	723.4
S2	721.3	721.3	727.8
S3	710.7	714.9	726.8
S4	700.1	704.3	723.9

Weekly Pivots for week ending 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	808.9	797.3	751.6
R3	785.3	773.7	745.1
R2	761.7	761.7	742.9
R1	750.1	750.1	740.8	755.9
PP	738.1	738.1	738.1	741.0
S1	726.5	726.5	736.4	732.3
S2	714.5	714.5	734.3
S3	690.9	702.9	732.1
S4	667.3	679.3	725.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	749.6	727.7	21.9	3.0%	9.0	1.2%	9%	False	True	27
10	752.0	725.3	26.7	3.7%	11.2	1.5%	16%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	783.4
2.618	766.1
1.618	755.5
1.000	748.9
0.618	744.9
HIGH	738.3
0.618	734.3
0.500	733.0
0.382	731.7
LOW	727.7
0.618	721.1
1.000	717.1
1.618	710.5
2.618	699.9
4.250	682.7

Fisher Pivots for day following 02-Oct-2006
Pivot	1 day	3 day
R1	733.0	738.7
PP	731.9	735.7
S1	730.8	732.7

Download as Excel Spreadsheet

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

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