CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 30-Oct-2006

Day Change Summary
	Previous	Current
	27-Oct-2006	30-Oct-2006	Change	Change %	Previous Week
Open	785.5	772.5	-13.0	-1.7%	777.8
High	786.1	782.2	-3.9	-0.5%	786.8
Low	775.0	770.6	-4.4	-0.6%	766.8
Close	776.5	780.1	3.6	0.5%	776.5
Range	11.1	11.6	0.5	4.5%	20.0
ATR	10.4	10.5	0.1	0.8%	0.0
Volume	269	89	-180	-66.9%	749

Daily Pivots for day following 30-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	812.4	807.9	786.5
R3	800.8	796.3	783.3
R2	789.2	789.2	782.2
R1	784.7	784.7	781.2	787.0
PP	777.6	777.6	777.6	778.8
S1	773.1	773.1	779.0	775.4
S2	766.0	766.0	778.0
S3	754.4	761.5	776.9
S4	742.8	749.9	773.7

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	769.3	17.5	2.2%	10.3	1.3%	62%	False	False	156
10	786.8	766.8	20.0	2.6%	10.2	1.3%	67%	False	False	125
20	786.8	723.1	63.7	8.2%	10.8	1.4%	89%	False	False	120

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	831.5
2.618	812.6
1.618	801.0
1.000	793.8
0.618	789.4
HIGH	782.2
0.618	777.8
0.500	776.4
0.382	775.0
LOW	770.6
0.618	763.4
1.000	759.0
1.618	751.8
2.618	740.2
4.250	721.3

Fisher Pivots for day following 30-Oct-2006
Pivot	1 day	3 day
R1	778.9	779.6
PP	777.6	779.2
S1	776.4	778.7

Download as Excel Spreadsheet

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

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