CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 25-Oct-2006

Day Change Summary
	Previous	Current
	24-Oct-2006	25-Oct-2006	Change	Change %	Previous Week
Open	773.6	774.3	0.7	0.1%	773.9
High	775.1	780.0	4.9	0.6%	784.2
Low	769.3	769.9	0.6	0.1%	770.0
Close	773.9	779.5	5.6	0.7%	771.6
Range	5.8	10.1	4.3	74.1%	14.2
ATR	10.2	10.2	0.0	-0.1%	0.0
Volume	109	29	-80	-73.4%	600

Daily Pivots for day following 25-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	806.8	803.2	785.1
R3	796.7	793.1	782.3
R2	786.6	786.6	781.4
R1	783.0	783.0	780.4	784.8
PP	776.5	776.5	776.5	777.4
S1	772.9	772.9	778.6	774.7
S2	766.4	766.4	777.6
S3	756.3	762.8	776.7
S4	746.2	752.7	773.9

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	780.7	766.8	13.9	1.8%	9.2	1.2%	91%	False	False	85
10	784.2	754.0	30.2	3.9%	10.0	1.3%	84%	False	False	109
20	784.2	723.1	61.1	7.8%	10.4	1.3%	92%	False	False	91

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	2.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	822.9
2.618	806.4
1.618	796.3
1.000	790.1
0.618	786.2
HIGH	780.0
0.618	776.1
0.500	775.0
0.382	773.8
LOW	769.9
0.618	763.7
1.000	759.8
1.618	753.6
2.618	743.5
4.250	727.0

Fisher Pivots for day following 25-Oct-2006
Pivot	1 day	3 day
R1	778.0	777.5
PP	776.5	775.4
S1	775.0	773.4

Download as Excel Spreadsheet

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

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