CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 11-Oct-2006

Day Change Summary
	Previous	Current
	10-Oct-2006	11-Oct-2006	Change	Change %	Previous Week
Open	757.3	753.0	-4.3	-0.6%	733.3
High	759.8	758.9	-0.9	-0.1%	755.2
Low	752.8	746.8	-6.0	-0.8%	723.1
Close	757.6	754.1	-3.5	-0.5%	750.9
Range	7.0	12.1	5.1	72.9%	32.1
ATR	10.4	10.5	0.1	1.2%	0.0
Volume	57	63	6	10.5%	466

Daily Pivots for day following 11-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	789.6	783.9	760.8
R3	777.5	771.8	757.4
R2	765.4	765.4	756.3
R1	759.7	759.7	755.2	762.6
PP	753.3	753.3	753.3	754.7
S1	747.6	747.6	753.0	750.5
S2	741.2	741.2	751.9
S3	729.1	735.5	750.8
S4	717.0	723.4	747.4

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	759.8	744.1	15.7	2.1%	10.0	1.3%	64%	False	False	107
10	759.8	723.1	36.7	4.9%	10.9	1.4%	84%	False	False	72
20	759.8	723.1	36.7	4.9%	9.9	1.3%	84%	False	False	52

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	2.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	810.3
2.618	790.6
1.618	778.5
1.000	771.0
0.618	766.4
HIGH	758.9
0.618	754.3
0.500	752.9
0.382	751.4
LOW	746.8
0.618	739.3
1.000	734.7
1.618	727.2
2.618	715.1
4.250	695.4

Fisher Pivots for day following 11-Oct-2006
Pivot	1 day	3 day
R1	753.7	753.8
PP	753.3	753.6
S1	752.9	753.3

Download as Excel Spreadsheet

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

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