mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	9,650	9,675	25	0.3%	9,622
High	9,702	9,783	81	0.8%	9,775
Low	9,621	9,670	49	0.5%	9,336
Close	9,673	9,747	74	0.8%	9,435
Range	81	113	32	39.5%	439
ATR	142	140	-2	-1.5%	0
Volume	149,343	117,436	-31,907	-21.4%	802,342

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,072	10,023	9,809
R3	9,959	9,910	9,778
R2	9,846	9,846	9,768
R1	9,797	9,797	9,757	9,822
PP	9,733	9,733	9,733	9,746
S1	9,684	9,684	9,737	9,709
S2	9,620	9,620	9,726
S3	9,507	9,571	9,716
S4	9,394	9,458	9,685

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,832	10,573	9,677
R3	10,393	10,134	9,556
R2	9,954	9,954	9,516
R1	9,695	9,695	9,475	9,605
PP	9,515	9,515	9,515	9,471
S1	9,256	9,256	9,395	9,166
S2	9,076	9,076	9,355
S3	8,637	8,817	9,314
S4	8,198	8,378	9,194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,783	9,336	447	4.6%	134	1.4%	92%	True	False	152,072
10	9,783	9,336	447	4.6%	151	1.5%	92%	True	False	154,724
20	9,857	9,336	521	5.3%	136	1.4%	79%	False	False	142,426
40	9,857	9,033	824	8.5%	141	1.4%	87%	False	False	71,679
60	9,857	8,440	1,417	14.5%	140	1.4%	92%	False	False	47,824
80	9,857	7,961	1,896	19.5%	141	1.4%	94%	False	False	35,878

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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,263
2.618	10,079
1.618	9,966
1.000	9,896
0.618	9,853
HIGH	9,783
0.618	9,740
0.500	9,727
0.382	9,713
LOW	9,670
0.618	9,600
1.000	9,557
1.618	9,487
2.618	9,374
4.250	9,190

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	9,740	9,717
PP	9,733	9,686
S1	9,727	9,656

Download as Excel Spreadsheet

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

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