CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 12-Oct-2006

Day Change Summary
	Previous	Current
	11-Oct-2006	12-Oct-2006	Change	Change %	Previous Week
Open	753.0	756.5	3.5	0.5%	733.3
High	758.9	770.1	11.2	1.5%	755.2
Low	746.8	754.0	7.2	1.0%	723.1
Close	754.1	769.8	15.7	2.1%	750.9
Range	12.1	16.1	4.0	33.1%	32.1
ATR	10.5	10.9	0.4	3.8%	0.0
Volume	63	67	4	6.3%	466

Daily Pivots for day following 12-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	812.9	807.5	778.7
R3	796.8	791.4	774.2
R2	780.7	780.7	772.8
R1	775.3	775.3	771.3	778.0
PP	764.6	764.6	764.6	766.0
S1	759.2	759.2	768.3	761.9
S2	748.5	748.5	766.8
S3	732.4	743.1	765.4
S4	716.3	727.0	760.9

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	770.1	745.8	24.3	3.2%	11.0	1.4%	99%	True	False	93
10	770.1	723.1	47.0	6.1%	11.5	1.5%	99%	True	False	77
20	770.1	723.1	47.0	6.1%	10.7	1.4%	99%	True	False	55

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 6 trading days

Fibonacci Retracements and Extensions
4.250	838.5
2.618	812.2
1.618	796.1
1.000	786.2
0.618	780.0
HIGH	770.1
0.618	763.9
0.500	762.1
0.382	760.2
LOW	754.0
0.618	744.1
1.000	737.9
1.618	728.0
2.618	711.9
4.250	685.6

Fisher Pivots for day following 12-Oct-2006
Pivot	1 day	3 day
R1	767.2	766.0
PP	764.6	762.2
S1	762.1	758.5

Download as Excel Spreadsheet

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

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