CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 04-Oct-2006

Day Change Summary
	Previous	Current
	03-Oct-2006	04-Oct-2006	Change	Change %	Previous Week
Open	725.0	727.1	2.1	0.3%	732.7
High	734.2	745.1	10.9	1.5%	749.6
Low	723.1	726.4	3.3	0.5%	726.0
Close	728.8	745.2	16.4	2.3%	738.6
Range	11.1	18.7	7.6	68.5%	23.6
ATR	10.1	10.7	0.6	6.0%	0.0
Volume	41	92	51	124.4%	181

Daily Pivots for day following 04-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	795.0	788.8	755.5
R3	776.3	770.1	750.3
R2	757.6	757.6	748.6
R1	751.4	751.4	746.9	754.5
PP	738.9	738.9	738.9	740.5
S1	732.7	732.7	743.5	735.8
S2	720.2	720.2	741.8
S3	701.5	714.0	740.1
S4	682.8	695.3	734.9

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	723.1	26.5	3.6%	11.8	1.6%	83%	False	False	36
10	752.0	723.1	28.9	3.9%	12.0	1.6%	76%	False	False	39

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	2.1
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	824.6
2.618	794.1
1.618	775.4
1.000	763.8
0.618	756.7
HIGH	745.1
0.618	738.0
0.500	735.8
0.382	733.5
LOW	726.4
0.618	714.8
1.000	707.7
1.618	696.1
2.618	677.4
4.250	646.9

Fisher Pivots for day following 04-Oct-2006
Pivot	1 day	3 day
R1	742.1	741.5
PP	738.9	737.8
S1	735.8	734.1

Download as Excel Spreadsheet

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

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