mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	9,998	9,889	-109	-1.1%	9,809
High	10,068	10,056	-12	-0.1%	10,007
Low	9,829	9,861	32	0.3%	9,759
Close	9,901	10,038	137	1.4%	9,924
Range	239	195	-44	-18.4%	248
ATR	142	146	4	2.7%	0
Volume	158,293	173,006	14,713	9.3%	531,939

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,570	10,499	10,145
R3	10,375	10,304	10,092
R2	10,180	10,180	10,074
R1	10,109	10,109	10,056	10,145
PP	9,985	9,985	9,985	10,003
S1	9,914	9,914	10,020	9,950
S2	9,790	9,790	10,002
S3	9,595	9,719	9,985
S4	9,400	9,524	9,931

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,641	10,530	10,061
R3	10,393	10,282	9,992
R2	10,145	10,145	9,970
R1	10,034	10,034	9,947	10,090
PP	9,897	9,897	9,897	9,924
S1	9,786	9,786	9,901	9,842
S2	9,649	9,649	9,879
S3	9,401	9,538	9,856
S4	9,153	9,290	9,788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,070	9,829	241	2.4%	176	1.7%	87%	False	False	145,316
10	10,070	9,706	364	3.6%	140	1.4%	91%	False	False	127,250
20	10,070	9,336	734	7.3%	145	1.4%	96%	False	False	140,987
40	10,070	9,186	884	8.8%	137	1.4%	96%	False	False	103,427
60	10,070	8,982	1,088	10.8%	142	1.4%	97%	False	False	69,016
80	10,070	7,961	2,109	21.0%	141	1.4%	98%	False	False	51,781

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	36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,885
2.618	10,567
1.618	10,372
1.000	10,251
0.618	10,177
HIGH	10,056
0.618	9,982
0.500	9,959
0.382	9,936
LOW	9,861
0.618	9,741
1.000	9,666
1.618	9,546
2.618	9,351
4.250	9,032

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	10,012	10,009
PP	9,985	9,979
S1	9,959	9,950

Download as Excel Spreadsheet

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

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