CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 09-Oct-2006

Day Change Summary
	Previous	Current
	06-Oct-2006	09-Oct-2006	Change	Change %	Previous Week
Open	753.3	749.9	-3.4	-0.5%	733.3
High	755.0	757.5	2.5	0.3%	755.2
Low	745.8	746.8	1.0	0.1%	723.1
Close	750.9	756.4	5.5	0.7%	750.9
Range	9.2	10.7	1.5	16.3%	32.1
ATR	10.7	10.7	0.0	0.0%	0.0
Volume	183	98	-85	-46.4%	466

Daily Pivots for day following 09-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	785.7	781.7	762.3
R3	775.0	771.0	759.3
R2	764.3	764.3	758.4
R1	760.3	760.3	757.4	762.3
PP	753.6	753.6	753.6	754.6
S1	749.6	749.6	755.4	751.6
S2	742.9	742.9	754.4
S3	732.2	738.9	753.5
S4	721.5	728.2	750.5

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	757.5	723.1	34.4	4.5%	12.2	1.6%	97%	True	False	110
10	757.5	723.1	34.4	4.5%	10.6	1.4%	97%	True	False	68

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	1.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	803.0
2.618	785.5
1.618	774.8
1.000	768.2
0.618	764.1
HIGH	757.5
0.618	753.4
0.500	752.2
0.382	750.9
LOW	746.8
0.618	740.2
1.000	736.1
1.618	729.5
2.618	718.8
4.250	701.3

Fisher Pivots for day following 09-Oct-2006
Pivot	1 day	3 day
R1	755.0	754.5
PP	753.6	752.7
S1	752.2	750.8

Download as Excel Spreadsheet

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

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