CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 30-Oct-2006
Day Change Summary
Previous Current
27-Oct-2006 30-Oct-2006 Change Change % Previous Week
Open 785.5 772.5 -13.0 -1.7% 777.8
High 786.1 782.2 -3.9 -0.5% 786.8
Low 775.0 770.6 -4.4 -0.6% 766.8
Close 776.5 780.1 3.6 0.5% 776.5
Range 11.1 11.6 0.5 4.5% 20.0
ATR 10.4 10.5 0.1 0.8% 0.0
Volume 269 89 -180 -66.9% 749
Daily Pivots for day following 30-Oct-2006
Classic Woodie Camarilla DeMark
R4 812.4 807.9 786.5
R3 800.8 796.3 783.3
R2 789.2 789.2 782.2
R1 784.7 784.7 781.2 787.0
PP 777.6 777.6 777.6 778.8
S1 773.1 773.1 779.0 775.4
S2 766.0 766.0 778.0
S3 754.4 761.5 776.9
S4 742.8 749.9 773.7
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
5 786.8 769.3 17.5 2.2% 10.3 1.3% 62% False False 156
10 786.8 766.8 20.0 2.6% 10.2 1.3% 67% False False 125
20 786.8 723.1 63.7 8.2% 10.8 1.4% 89% False False 120
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 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 831.5
2.618 812.6
1.618 801.0
1.000 793.8
0.618 789.4
HIGH 782.2
0.618 777.8
0.500 776.4
0.382 775.0
LOW 770.6
0.618 763.4
1.000 759.0
1.618 751.8
2.618 740.2
4.250 721.3
Fisher Pivots for day following 30-Oct-2006
Pivot 1 day 3 day
R1 778.9 779.6
PP 777.6 779.2
S1 776.4 778.7

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

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