CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 06-Nov-2006

Day Change Summary
	Previous	Current
	03-Nov-2006	06-Nov-2006	Change	Change %	Previous Week
Open	761.4	764.3	2.9	0.4%	772.5
High	766.4	774.8	8.4	1.1%	783.1
Low	756.2	764.2	8.0	1.1%	755.5
Close	761.8	771.4	9.6	1.3%	761.8
Range	10.2	10.6	0.4	3.9%	27.6
ATR	10.9	11.0	0.2	1.4%	0.0
Volume	77	150	73	94.8%	391

Daily Pivots for day following 06-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	801.9	797.3	777.2
R3	791.3	786.7	774.3
R2	780.7	780.7	773.3
R1	776.1	776.1	772.4	778.4
PP	770.1	770.1	770.1	771.3
S1	765.5	765.5	770.4	767.8
S2	759.5	759.5	769.5
S3	748.9	754.9	768.5
S4	738.3	744.3	765.6

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%	11.9	1.5%	58%	False	False	90
10	786.8	755.5	31.3	4.1%	11.1	1.4%	51%	False	False	123
20	786.8	746.8	40.0	5.2%	10.7	1.4%	62%	False	False	115

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	2.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	819.9
2.618	802.6
1.618	792.0
1.000	785.4
0.618	781.4
HIGH	774.8
0.618	770.8
0.500	769.5
0.382	768.2
LOW	764.2
0.618	757.6
1.000	753.6
1.618	747.0
2.618	736.4
4.250	719.2

Fisher Pivots for day following 06-Nov-2006
Pivot	1 day	3 day
R1	770.8	769.3
PP	770.1	767.2
S1	769.5	765.2

Download as Excel Spreadsheet

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

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