CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 24-Nov-2006

Day Change Summary
	Previous	Current
	23-Nov-2006	24-Nov-2006	Change	Change %	Previous Week
Open	802.0	802.0	0.0	0.0%	798.1
High	802.0	802.4	0.4	0.0%	804.3
Low	802.0	798.5	-3.5	-0.4%	794.7
Close	802.0	798.3	-3.7	-0.5%	798.3
Range	0.0	3.9	3.9		9.6
ATR	9.4	9.0	-0.4	-4.2%	0.0
Volume	934	270	-664	-71.1%	3,823

Daily Pivots for day following 24-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	811.4	808.8	800.4
R3	807.5	804.9	799.4
R2	803.6	803.6	799.0
R1	801.0	801.0	798.7	800.4
PP	799.7	799.7	799.7	799.4
S1	797.1	797.1	797.9	796.5
S2	795.8	795.8	797.6
S3	791.9	793.2	797.2
S4	788.0	789.3	796.2

Weekly Pivots for week ending 24-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	827.9	822.7	803.6
R3	818.3	813.1	800.9
R2	808.7	808.7	800.1
R1	803.5	803.5	799.2	806.1
PP	799.1	799.1	799.1	800.4
S1	793.9	793.9	797.4	796.5
S2	789.5	789.5	796.5
S3	779.9	784.3	795.7
S4	770.3	774.7	793.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	804.3	794.7	9.6	1.2%	4.5	0.6%	38%	False	False	764
10	806.5	775.9	30.6	3.8%	7.4	0.9%	73%	False	False	596
20	806.5	755.5	51.0	6.4%	9.8	1.2%	84%	False	False	357
40	806.5	723.1	83.4	10.4%	10.2	1.3%	90%	False	False	237

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

Fibonacci Retracements and Extensions
4.250	819.0
2.618	812.6
1.618	808.7
1.000	806.3
0.618	804.8
HIGH	802.4
0.618	800.9
0.500	800.5
0.382	800.0
LOW	798.5
0.618	796.1
1.000	794.6
1.618	792.2
2.618	788.3
4.250	781.9

Fisher Pivots for day following 24-Nov-2006
Pivot	1 day	3 day
R1	800.5	801.4
PP	799.7	800.4
S1	799.0	799.3

Download as Excel Spreadsheet

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

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