mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	9,840	9,713	-127	-1.3%	9,912
High	9,859	9,922	63	0.6%	10,070
Low	9,705	9,702	-3	0.0%	9,829
Close	9,711	9,903	192	2.0%	9,931
Range	154	220	66	42.9%	241
ATR	152	156	5	3.2%	0
Volume	191,647	187,938	-3,709	-1.9%	790,312

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,502	10,423	10,024
R3	10,282	10,203	9,964
R2	10,062	10,062	9,943
R1	9,983	9,983	9,923	10,023
PP	9,842	9,842	9,842	9,862
S1	9,763	9,763	9,883	9,803
S2	9,622	9,622	9,863
S3	9,402	9,543	9,843
S4	9,182	9,323	9,782

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	9,702	366	3.7%	181	1.8%	55%	False	True	189,240
10	10,070	9,702	368	3.7%	178	1.8%	55%	False	True	167,278
20	10,070	9,336	734	7.4%	149	1.5%	77%	False	False	148,953
40	10,070	9,186	884	8.9%	140	1.4%	81%	False	False	127,003
60	10,070	9,033	1,037	10.5%	146	1.5%	84%	False	False	84,775
80	10,070	7,961	2,109	21.3%	143	1.4%	92%	False	False	63,605
100	10,070	7,961	2,109	21.3%	140	1.4%	92%	False	False	50,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,857
2.618	10,498
1.618	10,278
1.000	10,142
0.618	10,058
HIGH	9,922
0.618	9,838
0.500	9,812
0.382	9,786
LOW	9,702
0.618	9,566
1.000	9,482
1.618	9,346
2.618	9,126
4.250	8,767

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	9,873	9,873
PP	9,842	9,842
S1	9,812	9,812

Download as Excel Spreadsheet

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

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