CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 19-Oct-2006
Day Change Summary
Previous Current
18-Oct-2006 19-Oct-2006 Change Change % Previous Week
Open 779.0 780.0 1.0 0.1% 749.9
High 784.2 780.3 -3.9 -0.5% 775.7
Low 772.3 772.0 -0.3 0.0% 746.8
Close 775.3 779.7 4.4 0.6% 775.7
Range 11.9 8.3 -3.6 -30.3% 28.9
ATR 10.7 10.5 -0.2 -1.6% 0.0
Volume 64 135 71 110.9% 523
Daily Pivots for day following 19-Oct-2006
Classic Woodie Camarilla DeMark
R4 802.2 799.3 784.3
R3 793.9 791.0 782.0
R2 785.6 785.6 781.2
R1 782.7 782.7 780.5 780.0
PP 777.3 777.3 777.3 776.0
S1 774.4 774.4 778.9 771.7
S2 769.0 769.0 778.2
S3 760.7 766.1 777.4
S4 752.4 757.8 775.1
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 852.8 843.1 791.6
R3 823.9 814.2 783.6
R2 795.0 795.0 781.0
R1 785.3 785.3 778.3 790.2
PP 766.1 766.1 766.1 768.5
S1 756.4 756.4 773.1 761.3
S2 737.2 737.2 770.4
S3 708.3 727.5 767.8
S4 679.4 698.6 759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 784.2 767.6 16.6 2.1% 9.3 1.2% 73% False False 148
10 784.2 745.8 38.4 4.9% 10.1 1.3% 88% False False 121
20 784.2 723.1 61.1 7.8% 10.9 1.4% 93% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 2.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 815.6
2.618 802.0
1.618 793.7
1.000 788.6
0.618 785.4
HIGH 780.3
0.618 777.1
0.500 776.2
0.382 775.2
LOW 772.0
0.618 766.9
1.000 763.7
1.618 758.6
2.618 750.3
4.250 736.7
Fisher Pivots for day following 19-Oct-2006
Pivot 1 day 3 day
R1 778.5 778.8
PP 777.3 778.0
S1 776.2 777.1

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

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