CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 03-Nov-2006

Day Change Summary
	Previous	Current
	02-Nov-2006	03-Nov-2006	Change	Change %	Previous Week
Open	761.8	761.4	-0.4	-0.1%	772.5
High	763.0	766.4	3.4	0.4%	783.1
Low	755.5	756.2	0.7	0.1%	755.5
Close	758.7	761.8	3.1	0.4%	761.8
Range	7.5	10.2	2.7	36.0%	27.6
ATR	11.0	10.9	-0.1	-0.5%	0.0
Volume	51	77	26	51.0%	391

Daily Pivots for day following 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	792.1	787.1	767.4
R3	781.9	776.9	764.6
R2	771.7	771.7	763.7
R1	766.7	766.7	762.7	769.2
PP	761.5	761.5	761.5	762.7
S1	756.5	756.5	760.9	759.0
S2	751.3	751.3	759.9
S3	741.1	746.3	759.0
S4	730.9	736.1	756.2

Weekly Pivots for week ending 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	849.6	833.3	777.0
R3	822.0	805.7	769.4
R2	794.4	794.4	766.9
R1	778.1	778.1	764.3	772.5
PP	766.8	766.8	766.8	764.0
S1	750.5	750.5	759.3	744.9
S2	739.2	739.2	756.7
S3	711.6	722.9	754.2
S4	684.0	695.3	746.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	783.1	755.5	27.6	3.6%	12.1	1.6%	23%	False	False	78
10	786.8	755.5	31.3	4.1%	11.2	1.5%	20%	False	False	114
20	786.8	746.8	40.0	5.3%	10.7	1.4%	38%	False	False	113

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	2.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	809.8
2.618	793.1
1.618	782.9
1.000	776.6
0.618	772.7
HIGH	766.4
0.618	762.5
0.500	761.3
0.382	760.1
LOW	756.2
0.618	749.9
1.000	746.0
1.618	739.7
2.618	729.5
4.250	712.9

Fisher Pivots for day following 03-Nov-2006
Pivot	1 day	3 day
R1	761.6	768.0
PP	761.5	765.9
S1	761.3	763.9

Download as Excel Spreadsheet

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

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