CME eMini Russell 2000 Future March 2007

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

Day Change Summary
	Previous	Current
	30-Nov-2006	01-Dec-2006	Change	Change %	Previous Week
Open	792.0	793.4	1.4	0.2%	797.2
High	798.0	795.5	-2.5	-0.3%	800.6
Low	787.4	780.4	-7.0	-0.9%	775.5
Close	794.3	790.4	-3.9	-0.5%	790.4
Range	10.6	15.1	4.5	42.5%	25.1
ATR	9.9	10.3	0.4	3.7%	0.0
Volume	2,251	13,233	10,982	487.9%	17,515

Daily Pivots for day following 01-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	834.1	827.3	798.7
R3	819.0	812.2	794.6
R2	803.9	803.9	793.2
R1	797.1	797.1	791.8	793.0
PP	788.8	788.8	788.8	786.7
S1	782.0	782.0	789.0	777.9
S2	773.7	773.7	787.6
S3	758.6	766.9	786.2
S4	743.5	751.8	782.1

Weekly Pivots for week ending 01-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	864.1	852.4	804.2
R3	839.0	827.3	797.3
R2	813.9	813.9	795.0
R1	802.2	802.2	792.7	795.5
PP	788.8	788.8	788.8	785.5
S1	777.1	777.1	788.1	770.4
S2	763.7	763.7	785.8
S3	738.6	752.0	783.5
S4	713.5	726.9	776.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	800.6	775.5	25.1	3.2%	13.2	1.7%	59%	False	False	3,503
10	804.3	775.5	28.8	3.6%	8.8	1.1%	52%	False	False	2,133
20	806.5	764.2	42.3	5.4%	10.1	1.3%	62%	False	False	1,213
40	806.5	746.8	59.7	7.6%	10.4	1.3%	73%	False	False	663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	859.7
2.618	835.0
1.618	819.9
1.000	810.6
0.618	804.8
HIGH	795.5
0.618	789.7
0.500	788.0
0.382	786.2
LOW	780.4
0.618	771.1
1.000	765.3
1.618	756.0
2.618	740.9
4.250	716.2

Fisher Pivots for day following 01-Dec-2006
Pivot	1 day	3 day
R1	789.6	790.0
PP	788.8	789.6
S1	788.0	789.2

Download as Excel Spreadsheet

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

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