CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 23-Oct-2006

Day Change Summary
	Previous	Current
	20-Oct-2006	23-Oct-2006	Change	Change %	Previous Week
Open	780.0	777.8	-2.2	-0.3%	773.9
High	780.7	778.6	-2.1	-0.3%	784.2
Low	770.9	766.8	-4.1	-0.5%	770.0
Close	771.6	773.3	1.7	0.2%	771.6
Range	9.8	11.8	2.0	20.4%	14.2
ATR	10.4	10.5	0.1	0.9%	0.0
Volume	96	56	-40	-41.7%	600

Daily Pivots for day following 23-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	808.3	802.6	779.8
R3	796.5	790.8	776.5
R2	784.7	784.7	775.5
R1	779.0	779.0	774.4	776.0
PP	772.9	772.9	772.9	771.4
S1	767.2	767.2	772.2	764.2
S2	761.1	761.1	771.1
S3	749.3	755.4	770.1
S4	737.5	743.6	766.8

Weekly Pivots for week ending 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	817.9	808.9	779.4
R3	803.7	794.7	775.5
R2	789.5	789.5	774.2
R1	780.5	780.5	772.9	777.9
PP	775.3	775.3	775.3	774.0
S1	766.3	766.3	770.3	763.7
S2	761.1	761.1	769.0
S3	746.9	752.1	767.7
S4	732.7	737.9	763.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	784.2	766.8	17.4	2.3%	10.2	1.3%	37%	False	True	94
10	784.2	746.8	37.4	4.8%	10.3	1.3%	71%	False	False	108
20	784.2	723.1	61.1	7.9%	10.4	1.3%	82%	False	False	88

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	2.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	828.8
2.618	809.5
1.618	797.7
1.000	790.4
0.618	785.9
HIGH	778.6
0.618	774.1
0.500	772.7
0.382	771.3
LOW	766.8
0.618	759.5
1.000	755.0
1.618	747.7
2.618	735.9
4.250	716.7

Fisher Pivots for day following 23-Oct-2006
Pivot	1 day	3 day
R1	773.1	773.8
PP	772.9	773.6
S1	772.7	773.5

Download as Excel Spreadsheet

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

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