CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 06-Oct-2006

Day Change Summary
	Previous	Current
	05-Oct-2006	06-Oct-2006	Change	Change %	Previous Week
Open	745.4	753.3	7.9	1.1%	733.3
High	755.2	755.0	-0.2	0.0%	755.2
Low	744.1	745.8	1.7	0.2%	723.1
Close	755.3	750.9	-4.4	-0.6%	750.9
Range	11.1	9.2	-1.9	-17.1%	32.1
ATR	10.8	10.7	-0.1	-0.8%	0.0
Volume	138	183	45	32.6%	466

Daily Pivots for day following 06-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	778.2	773.7	756.0
R3	769.0	764.5	753.4
R2	759.8	759.8	752.6
R1	755.3	755.3	751.7	753.0
PP	750.6	750.6	750.6	749.4
S1	746.1	746.1	750.1	743.8
S2	741.4	741.4	749.2
S3	732.2	736.9	748.4
S4	723.0	727.7	745.8

Weekly Pivots for week ending 06-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	839.4	827.2	768.6
R3	807.3	795.1	759.7
R2	775.2	775.2	756.8
R1	763.0	763.0	753.8	769.1
PP	743.1	743.1	743.1	746.1
S1	730.9	730.9	748.0	737.0
S2	711.0	711.0	745.0
S3	678.9	698.8	742.1
S4	646.8	666.7	733.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	755.2	723.1	32.1	4.3%	12.1	1.6%	87%	False	False	93
10	755.2	723.1	32.1	4.3%	11.0	1.5%	87%	False	False	64

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	794.1
2.618	779.1
1.618	769.9
1.000	764.2
0.618	760.7
HIGH	755.0
0.618	751.5
0.500	750.4
0.382	749.3
LOW	745.8
0.618	740.1
1.000	736.6
1.618	730.9
2.618	721.7
4.250	706.7

Fisher Pivots for day following 06-Oct-2006
Pivot	1 day	3 day
R1	750.7	747.5
PP	750.6	744.2
S1	750.4	740.8

Download as Excel Spreadsheet

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

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