CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 27-Oct-2006
Day Change Summary
Previous Current
26-Oct-2006 27-Oct-2006 Change Change % Previous Week
Open 780.4 785.5 5.1 0.7% 777.8
High 786.8 786.1 -0.7 -0.1% 786.8
Low 774.1 775.0 0.9 0.1% 766.8
Close 785.8 776.5 -9.3 -1.2% 776.5
Range 12.7 11.1 -1.6 -12.6% 20.0
ATR 10.4 10.4 0.1 0.5% 0.0
Volume 286 269 -17 -5.9% 749
Daily Pivots for day following 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 812.5 805.6 782.6
R3 801.4 794.5 779.6
R2 790.3 790.3 778.5
R1 783.4 783.4 777.5 781.3
PP 779.2 779.2 779.2 778.2
S1 772.3 772.3 775.5 770.2
S2 768.1 768.1 774.5
S3 757.0 761.2 773.4
S4 745.9 750.1 770.4
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 836.7 826.6 787.5
R3 816.7 806.6 782.0
R2 796.7 796.7 780.2
R1 786.6 786.6 778.3 781.7
PP 776.7 776.7 776.7 774.2
S1 766.6 766.6 774.7 761.7
S2 756.7 756.7 772.8
S3 736.7 746.6 771.0
S4 716.7 726.6 765.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.8 766.8 20.0 2.6% 10.3 1.3% 49% False False 149
10 786.8 766.8 20.0 2.6% 10.0 1.3% 49% False False 134
20 786.8 723.1 63.7 8.2% 10.7 1.4% 84% False False 116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 833.3
2.618 815.2
1.618 804.1
1.000 797.2
0.618 793.0
HIGH 786.1
0.618 781.9
0.500 780.6
0.382 779.2
LOW 775.0
0.618 768.1
1.000 763.9
1.618 757.0
2.618 745.9
4.250 727.8
Fisher Pivots for day following 27-Oct-2006
Pivot 1 day 3 day
R1 780.6 778.4
PP 779.2 777.7
S1 777.9 777.1

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

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