CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 31-Oct-2006
Day Change Summary
Previous Current
30-Oct-2006 31-Oct-2006 Change Change % Previous Week
Open 772.5 781.5 9.0 1.2% 777.8
High 782.2 783.1 0.9 0.1% 786.8
Low 770.6 772.2 1.6 0.2% 766.8
Close 780.1 777.5 -2.6 -0.3% 776.5
Range 11.6 10.9 -0.7 -6.0% 20.0
ATR 10.5 10.5 0.0 0.3% 0.0
Volume 89 31 -58 -65.2% 749
Daily Pivots for day following 31-Oct-2006
Classic Woodie Camarilla DeMark
R4 810.3 804.8 783.5
R3 799.4 793.9 780.5
R2 788.5 788.5 779.5
R1 783.0 783.0 778.5 780.3
PP 777.6 777.6 777.6 776.3
S1 772.1 772.1 776.5 769.4
S2 766.7 766.7 775.5
S3 755.8 761.2 774.5
S4 744.9 750.3 771.5
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
5 786.8 769.9 16.9 2.2% 11.3 1.5% 45% False False 140
10 786.8 766.8 20.0 2.6% 10.4 1.3% 54% False False 116
20 786.8 726.4 60.4 7.8% 10.8 1.4% 85% False False 120
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 2.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 829.4
2.618 811.6
1.618 800.7
1.000 794.0
0.618 789.8
HIGH 783.1
0.618 778.9
0.500 777.7
0.382 776.4
LOW 772.2
0.618 765.5
1.000 761.3
1.618 754.6
2.618 743.7
4.250 725.9
Fisher Pivots for day following 31-Oct-2006
Pivot 1 day 3 day
R1 777.7 778.4
PP 777.6 778.1
S1 777.6 777.8

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

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