CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 16-Oct-2006

Day Change Summary
	Previous	Current
	13-Oct-2006	16-Oct-2006	Change	Change %	Previous Week
Open	770.0	773.9	3.9	0.5%	749.9
High	775.7	782.1	6.4	0.8%	775.7
Low	767.6	773.4	5.8	0.8%	746.8
Close	775.7	780.2	4.5	0.6%	775.7
Range	8.1	8.7	0.6	7.4%	28.9
ATR	10.7	10.6	-0.1	-1.4%	0.0
Volume	238	184	-54	-22.7%	523

Daily Pivots for day following 16-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	804.7	801.1	785.0
R3	796.0	792.4	782.6
R2	787.3	787.3	781.8
R1	783.7	783.7	781.0	785.5
PP	778.6	778.6	778.6	779.5
S1	775.0	775.0	779.4	776.8
S2	769.9	769.9	778.6
S3	761.2	766.3	777.8
S4	752.5	757.6	775.4

Weekly Pivots for week ending 13-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	852.8	843.1	791.6
R3	823.9	814.2	783.6
R2	795.0	795.0	781.0
R1	785.3	785.3	778.3	790.2
PP	766.1	766.1	766.1	768.5
S1	756.4	756.4	773.1	761.3
S2	737.2	737.2	770.4
S3	708.3	727.5	767.8
S4	679.4	698.6	759.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	782.1	746.8	35.3	4.5%	10.4	1.3%	95%	True	False	121
10	782.1	723.1	59.0	7.6%	11.3	1.4%	97%	True	False	116
20	782.1	723.1	59.0	7.6%	11.2	1.4%	97%	True	False	76

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	2.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	819.1
2.618	804.9
1.618	796.2
1.000	790.8
0.618	787.5
HIGH	782.1
0.618	778.8
0.500	777.8
0.382	776.7
LOW	773.4
0.618	768.0
1.000	764.7
1.618	759.3
2.618	750.6
4.250	736.4

Fisher Pivots for day following 16-Oct-2006
Pivot	1 day	3 day
R1	779.4	776.2
PP	778.6	772.1
S1	777.8	768.1

Download as Excel Spreadsheet

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

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