CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 23-Oct-2006
Day Change Summary
Previous Current
20-Oct-2006 23-Oct-2006 Change Change % Previous Week
Open 780.0 777.8 -2.2 -0.3% 773.9
High 780.7 778.6 -2.1 -0.3% 784.2
Low 770.9 766.8 -4.1 -0.5% 770.0
Close 771.6 773.3 1.7 0.2% 771.6
Range 9.8 11.8 2.0 20.4% 14.2
ATR 10.4 10.5 0.1 0.9% 0.0
Volume 96 56 -40 -41.7% 600
Daily Pivots for day following 23-Oct-2006
Classic Woodie Camarilla DeMark
R4 808.3 802.6 779.8
R3 796.5 790.8 776.5
R2 784.7 784.7 775.5
R1 779.0 779.0 774.4 776.0
PP 772.9 772.9 772.9 771.4
S1 767.2 767.2 772.2 764.2
S2 761.1 761.1 771.1
S3 749.3 755.4 770.1
S4 737.5 743.6 766.8
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 817.9 808.9 779.4
R3 803.7 794.7 775.5
R2 789.5 789.5 774.2
R1 780.5 780.5 772.9 777.9
PP 775.3 775.3 775.3 774.0
S1 766.3 766.3 770.3 763.7
S2 761.1 761.1 769.0
S3 746.9 752.1 767.7
S4 732.7 737.9 763.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 784.2 766.8 17.4 2.3% 10.2 1.3% 37% False True 94
10 784.2 746.8 37.4 4.8% 10.3 1.3% 71% False False 108
20 784.2 723.1 61.1 7.9% 10.4 1.3% 82% False False 88
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 2.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 828.8
2.618 809.5
1.618 797.7
1.000 790.4
0.618 785.9
HIGH 778.6
0.618 774.1
0.500 772.7
0.382 771.3
LOW 766.8
0.618 759.5
1.000 755.0
1.618 747.7
2.618 735.9
4.250 716.7
Fisher Pivots for day following 23-Oct-2006
Pivot 1 day 3 day
R1 773.1 773.8
PP 772.9 773.6
S1 772.7 773.5

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

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