CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 777.8 773.6 -4.2 -0.5% 773.9
High 778.6 775.1 -3.5 -0.4% 784.2
Low 766.8 769.3 2.5 0.3% 770.0
Close 773.3 773.9 0.6 0.1% 771.6
Range 11.8 5.8 -6.0 -50.8% 14.2
ATR 10.5 10.2 -0.3 -3.2% 0.0
Volume 56 109 53 94.6% 600
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 790.2 787.8 777.1
R3 784.4 782.0 775.5
R2 778.6 778.6 775.0
R1 776.2 776.2 774.4 777.4
PP 772.8 772.8 772.8 773.4
S1 770.4 770.4 773.4 771.6
S2 767.0 767.0 772.8
S3 761.2 764.6 772.3
S4 755.4 758.8 770.7
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 2.2% 9.5 1.2% 41% False False 92
10 784.2 746.8 37.4 4.8% 10.2 1.3% 72% False False 113
20 784.2 723.1 61.1 7.9% 10.3 1.3% 83% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 799.8
2.618 790.3
1.618 784.5
1.000 780.9
0.618 778.7
HIGH 775.1
0.618 772.9
0.500 772.2
0.382 771.5
LOW 769.3
0.618 765.7
1.000 763.5
1.618 759.9
2.618 754.1
4.250 744.7
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 773.3 773.9
PP 772.8 773.8
S1 772.2 773.8

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

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