mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	9,838	9,840	2	0.0%	9,912
High	9,899	9,859	-40	-0.4%	10,070
Low	9,787	9,705	-82	-0.8%	9,829
Close	9,835	9,711	-124	-1.3%	9,931
Range	112	154	42	37.5%	241
ATR	151	152	0	0.1%	0
Volume	194,145	191,647	-2,498	-1.3%	790,312

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,220	10,120	9,796
R3	10,066	9,966	9,753
R2	9,912	9,912	9,739
R1	9,812	9,812	9,725	9,785
PP	9,758	9,758	9,758	9,745
S1	9,658	9,658	9,697	9,631
S2	9,604	9,604	9,683
S3	9,450	9,504	9,669
S4	9,296	9,350	9,626

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	10,068	9,705	363	3.7%	176	1.8%	2%	False	True	186,253
10	10,070	9,705	365	3.8%	166	1.7%	2%	False	True	161,005
20	10,070	9,336	734	7.6%	150	1.5%	51%	False	False	150,616
40	10,070	9,186	884	9.1%	137	1.4%	59%	False	False	122,326
60	10,070	9,033	1,037	10.7%	145	1.5%	65%	False	False	81,643
80	10,070	7,961	2,109	21.7%	142	1.5%	83%	False	False	61,257
100	10,070	7,961	2,109	21.7%	139	1.4%	83%	False	False	49,011

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	47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,514
2.618	10,262
1.618	10,108
1.000	10,013
0.618	9,954
HIGH	9,859
0.618	9,800
0.500	9,782
0.382	9,764
LOW	9,705
0.618	9,610
1.000	9,551
1.618	9,456
2.618	9,302
4.250	9,051

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	9,782	9,865
PP	9,758	9,814
S1	9,735	9,762

Download as Excel Spreadsheet

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

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