mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	9,831	9,952	121	1.2%	9,432
High	9,973	10,007	34	0.3%	9,814
Low	9,831	9,906	75	0.8%	9,416
Close	9,952	9,964	12	0.1%	9,807
Range	142	101	-41	-28.9%	398
ATR	133	131	-2	-1.7%	0
Volume	114,151	125,209	11,058	9.7%	701,973

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,262	10,214	10,020
R3	10,161	10,113	9,992
R2	10,060	10,060	9,983
R1	10,012	10,012	9,973	10,036
PP	9,959	9,959	9,959	9,971
S1	9,911	9,911	9,955	9,935
S2	9,858	9,858	9,946
S3	9,757	9,810	9,936
S4	9,656	9,709	9,909

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,873	10,738	10,026
R3	10,475	10,340	9,917
R2	10,077	10,077	9,880
R1	9,942	9,942	9,844	10,010
PP	9,679	9,679	9,679	9,713
S1	9,544	9,544	9,771	9,612
S2	9,281	9,281	9,734
S3	8,883	9,146	9,698
S4	8,485	8,748	9,588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,007	9,706	301	3.0%	105	1.0%	86%	True	False	109,184
10	10,007	9,336	671	6.7%	119	1.2%	94%	True	False	130,628
20	10,007	9,336	671	6.7%	132	1.3%	94%	True	False	137,751
40	10,007	9,186	821	8.2%	133	1.3%	95%	True	False	85,313
60	10,007	8,769	1,238	12.4%	139	1.4%	97%	True	False	56,919
80	10,007	7,961	2,046	20.5%	140	1.4%	98%	True	False	42,701

Crabel Price Patterns
NR	True
NR4	False
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	20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,436
2.618	10,272
1.618	10,171
1.000	10,108
0.618	10,070
HIGH	10,007
0.618	9,969
0.500	9,957
0.382	9,945
LOW	9,906
0.618	9,844
1.000	9,805
1.618	9,743
2.618	9,642
4.250	9,477

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	9,962	9,937
PP	9,959	9,910
S1	9,957	9,883

Download as Excel Spreadsheet

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

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