mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	9,889	10,041	152	1.5%	9,912
High	10,056	10,068	12	0.1%	10,070
Low	9,861	9,882	21	0.2%	9,829
Close	10,038	9,931	-107	-1.1%	9,931
Range	195	186	-9	-4.6%	241
ATR	146	148	3	2.0%	0
Volume	173,006	179,443	6,437	3.7%	790,312

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,518	10,411	10,033
R3	10,332	10,225	9,982
R2	10,146	10,146	9,965
R1	10,039	10,039	9,948	10,000
PP	9,960	9,960	9,960	9,941
S1	9,853	9,853	9,914	9,814
S2	9,774	9,774	9,897
S3	9,588	9,667	9,880
S4	9,402	9,481	9,829

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,666	10,540	10,064
R3	10,425	10,299	9,997
R2	10,184	10,184	9,975
R1	10,058	10,058	9,953	10,121
PP	9,943	9,943	9,943	9,975
S1	9,817	9,817	9,909	9,880
S2	9,702	9,702	9,887
S3	9,461	9,576	9,865
S4	9,220	9,335	9,799

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%	189	1.9%	42%	False	False	158,062
10	10,070	9,759	311	3.1%	148	1.5%	55%	False	False	132,225
20	10,070	9,336	734	7.4%	150	1.5%	81%	False	False	141,328
40	10,070	9,186	884	8.9%	138	1.4%	84%	False	False	107,889
60	10,070	9,014	1,056	10.6%	142	1.4%	87%	False	False	72,006
80	10,070	7,961	2,109	21.2%	141	1.4%	93%	False	False	54,024

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	True
Bear Hook	False
Bull Hook	False
Stretch	35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,859
2.618	10,555
1.618	10,369
1.000	10,254
0.618	10,183
HIGH	10,068
0.618	9,997
0.500	9,975
0.382	9,953
LOW	9,882
0.618	9,767
1.000	9,696
1.618	9,581
2.618	9,395
4.250	9,092

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	9,975	9,949
PP	9,960	9,943
S1	9,946	9,937

Download as Excel Spreadsheet

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

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