CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 01-Nov-2006

Day Change Summary
	Previous	Current
	31-Oct-2006	01-Nov-2006	Change	Change %	Previous Week
Open	781.5	779.3	-2.2	-0.3%	777.8
High	783.1	780.5	-2.6	-0.3%	786.8
Low	772.2	760.4	-11.8	-1.5%	766.8
Close	777.5	760.3	-17.2	-2.2%	776.5
Range	10.9	20.1	9.2	84.4%	20.0
ATR	10.5	11.2	0.7	6.5%	0.0
Volume	31	143	112	361.3%	749

Daily Pivots for day following 01-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	827.4	813.9	771.4
R3	807.3	793.8	765.8
R2	787.2	787.2	764.0
R1	773.7	773.7	762.1	770.4
PP	767.1	767.1	767.1	765.4
S1	753.6	753.6	758.5	750.3
S2	747.0	747.0	756.6
S3	726.9	733.5	754.8
S4	706.8	713.4	749.2

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	760.4	26.4	3.5%	13.3	1.7%	0%	False	True	163
10	786.8	760.4	26.4	3.5%	11.2	1.5%	0%	False	True	124
20	786.8	744.1	42.7	5.6%	10.8	1.4%	38%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	865.9
2.618	833.1
1.618	813.0
1.000	800.6
0.618	792.9
HIGH	780.5
0.618	772.8
0.500	770.5
0.382	768.1
LOW	760.4
0.618	748.0
1.000	740.3
1.618	727.9
2.618	707.8
4.250	675.0

Fisher Pivots for day following 01-Nov-2006
Pivot	1 day	3 day
R1	770.5	771.8
PP	767.1	767.9
S1	763.7	764.1

Download as Excel Spreadsheet

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

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