CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 18-Oct-2006

Day Change Summary
	Previous	Current
	17-Oct-2006	18-Oct-2006	Change	Change %	Previous Week
Open	777.7	779.0	1.3	0.2%	749.9
High	779.3	784.2	4.9	0.6%	775.7
Low	770.0	772.3	2.3	0.3%	746.8
Close	776.8	775.3	-1.5	-0.2%	775.7
Range	9.3	11.9	2.6	28.0%	28.9
ATR	10.6	10.7	0.1	0.9%	0.0
Volume	121	64	-57	-47.1%	523

Daily Pivots for day following 18-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	813.0	806.0	781.8
R3	801.1	794.1	778.6
R2	789.2	789.2	777.5
R1	782.2	782.2	776.4	779.8
PP	777.3	777.3	777.3	776.0
S1	770.3	770.3	774.2	767.9
S2	765.4	765.4	773.1
S3	753.5	758.4	772.0
S4	741.6	746.5	768.8

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	784.2	754.0	30.2	3.9%	10.8	1.4%	71%	True	False	134
10	784.2	744.1	40.1	5.2%	10.4	1.3%	78%	True	False	121
20	784.2	723.1	61.1	7.9%	11.2	1.4%	85%	True	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	834.8
2.618	815.4
1.618	803.5
1.000	796.1
0.618	791.6
HIGH	784.2
0.618	779.7
0.500	778.3
0.382	776.8
LOW	772.3
0.618	764.9
1.000	760.4
1.618	753.0
2.618	741.1
4.250	721.7

Fisher Pivots for day following 18-Oct-2006
Pivot	1 day	3 day
R1	778.3	777.1
PP	777.3	776.5
S1	776.3	775.9

Download as Excel Spreadsheet

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

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