CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 14-Nov-2006

Day Change Summary
	Previous	Current
	13-Nov-2006	14-Nov-2006	Change	Change %	Previous Week
Open	778.3	780.0	1.7	0.2%	764.3
High	783.7	795.2	11.5	1.5%	782.5
Low	775.9	778.3	2.4	0.3%	764.2
Close	780.3	794.8	14.5	1.9%	779.1
Range	7.8	16.9	9.1	116.7%	18.3
ATR	11.2	11.6	0.4	3.7%	0.0
Volume	46	85	39	84.8%	792

Daily Pivots for day following 14-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	840.1	834.4	804.1
R3	823.2	817.5	799.4
R2	806.3	806.3	797.9
R1	800.6	800.6	796.3	803.5
PP	789.4	789.4	789.4	790.9
S1	783.7	783.7	793.3	786.6
S2	772.5	772.5	791.7
S3	755.6	766.8	790.2
S4	738.7	749.9	785.5

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	830.2	822.9	789.2
R3	811.9	804.6	784.1
R2	793.6	793.6	782.5
R1	786.3	786.3	780.8	790.0
PP	775.3	775.3	775.3	777.1
S1	768.0	768.0	777.4	771.7
S2	757.0	757.0	775.7
S3	738.7	749.7	774.1
S4	720.4	731.4	769.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	795.2	767.0	28.2	3.5%	12.7	1.6%	99%	True	False	141
10	795.2	755.5	39.7	5.0%	12.3	1.6%	99%	True	False	119
20	795.2	755.5	39.7	5.0%	11.4	1.4%	99%	True	False	117
40	795.2	723.1	72.1	9.1%	11.1	1.4%	99%	True	False	97

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	2.4
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	867.0
2.618	839.4
1.618	822.5
1.000	812.1
0.618	805.6
HIGH	795.2
0.618	788.7
0.500	786.8
0.382	784.8
LOW	778.3
0.618	767.9
1.000	761.4
1.618	751.0
2.618	734.1
4.250	706.5

Fisher Pivots for day following 14-Nov-2006
Pivot	1 day	3 day
R1	792.1	790.7
PP	789.4	786.6
S1	786.8	782.6

Download as Excel Spreadsheet

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

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