CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 27-Oct-2006

Day Change Summary
	Previous	Current
	26-Oct-2006	27-Oct-2006	Change	Change %	Previous Week
Open	780.4	785.5	5.1	0.7%	777.8
High	786.8	786.1	-0.7	-0.1%	786.8
Low	774.1	775.0	0.9	0.1%	766.8
Close	785.8	776.5	-9.3	-1.2%	776.5
Range	12.7	11.1	-1.6	-12.6%	20.0
ATR	10.4	10.4	0.1	0.5%	0.0
Volume	286	269	-17	-5.9%	749

Daily Pivots for day following 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	812.5	805.6	782.6
R3	801.4	794.5	779.6
R2	790.3	790.3	778.5
R1	783.4	783.4	777.5	781.3
PP	779.2	779.2	779.2	778.2
S1	772.3	772.3	775.5	770.2
S2	768.1	768.1	774.5
S3	757.0	761.2	773.4
S4	745.9	750.1	770.4

Weekly Pivots for week ending 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	836.7	826.6	787.5
R3	816.7	806.6	782.0
R2	796.7	796.7	780.2
R1	786.6	786.6	778.3	781.7
PP	776.7	776.7	776.7	774.2
S1	766.6	766.6	774.7	761.7
S2	756.7	756.7	772.8
S3	736.7	746.6	771.0
S4	716.7	726.6	765.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	786.8	766.8	20.0	2.6%	10.3	1.3%	49%	False	False	149
10	786.8	766.8	20.0	2.6%	10.0	1.3%	49%	False	False	134
20	786.8	723.1	63.7	8.2%	10.7	1.4%	84%	False	False	116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	833.3
2.618	815.2
1.618	804.1
1.000	797.2
0.618	793.0
HIGH	786.1
0.618	781.9
0.500	780.6
0.382	779.2
LOW	775.0
0.618	768.1
1.000	763.9
1.618	757.0
2.618	745.9
4.250	727.8

Fisher Pivots for day following 27-Oct-2006
Pivot	1 day	3 day
R1	780.6	778.4
PP	779.2	777.7
S1	777.9	777.1

Download as Excel Spreadsheet

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

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