CME eMini Russell 2000 Future March 2007

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

Day Change Summary
	Previous	Current
	05-Dec-2006	06-Dec-2006	Change	Change %	Previous Week
Open	805.1	805.5	0.4	0.0%	797.2
High	809.6	806.9	-2.7	-0.3%	800.6
Low	802.8	799.8	-3.0	-0.4%	775.5
Close	805.4	802.8	-2.6	-0.3%	790.4
Range	6.8	7.1	0.3	4.4%	25.1
ATR	10.4	10.2	-0.2	-2.3%	0.0
Volume	16,693	9,816	-6,877	-41.2%	17,515

Daily Pivots for day following 06-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	824.5	820.7	806.7
R3	817.4	813.6	804.8
R2	810.3	810.3	804.1
R1	806.5	806.5	803.5	804.9
PP	803.2	803.2	803.2	802.3
S1	799.4	799.4	802.1	797.8
S2	796.1	796.1	801.5
S3	789.0	792.3	800.8
S4	781.9	785.2	798.9

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	809.6	780.4	29.2	3.6%	11.1	1.4%	77%	False	False	8,844
10	809.6	775.5	34.1	4.2%	10.0	1.2%	80%	False	False	4,745
20	809.6	767.0	42.6	5.3%	9.7	1.2%	84%	False	False	2,634
40	809.6	754.0	55.6	6.9%	10.4	1.3%	88%	False	False	1,376
60	809.6	723.1	86.5	10.8%	10.2	1.3%	92%	False	False	934

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	1.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	837.1
2.618	825.5
1.618	818.4
1.000	814.0
0.618	811.3
HIGH	806.9
0.618	804.2
0.500	803.4
0.382	802.5
LOW	799.8
0.618	795.4
1.000	792.7
1.618	788.3
2.618	781.2
4.250	769.6

Fisher Pivots for day following 06-Dec-2006
Pivot	1 day	3 day
R1	803.4	801.7
PP	803.2	800.6
S1	803.0	799.5

Download as Excel Spreadsheet

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

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