mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	9,713	9,903	190	2.0%	9,925
High	9,922	9,910	-12	-0.1%	10,025
Low	9,702	9,632	-70	-0.7%	9,632
Close	9,903	9,664	-239	-2.4%	9,664
Range	220	278	58	26.4%	393
ATR	156	165	9	5.5%	0
Volume	187,938	165,755	-22,183	-11.8%	932,513

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,569	10,395	9,817
R3	10,291	10,117	9,741
R2	10,013	10,013	9,715
R1	9,839	9,839	9,690	9,787
PP	9,735	9,735	9,735	9,710
S1	9,561	9,561	9,639	9,509
S2	9,457	9,457	9,613
S3	9,179	9,283	9,588
S4	8,901	9,005	9,511

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,953	10,701	9,880
R3	10,560	10,308	9,772
R2	10,167	10,167	9,736
R1	9,915	9,915	9,700	9,845
PP	9,774	9,774	9,774	9,738
S1	9,522	9,522	9,628	9,452
S2	9,381	9,381	9,592
S3	8,988	9,129	9,556
S4	8,595	8,736	9,448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,025	9,632	393	4.1%	199	2.1%	8%	False	True	186,502
10	10,070	9,632	438	4.5%	194	2.0%	7%	False	True	172,282
20	10,070	9,416	654	6.8%	156	1.6%	38%	False	False	147,836
40	10,070	9,257	813	8.4%	145	1.5%	50%	False	False	131,139
60	10,070	9,033	1,037	10.7%	149	1.5%	61%	False	False	87,536
80	10,070	7,961	2,109	21.8%	146	1.5%	81%	False	False	65,676
100	10,070	7,961	2,109	21.8%	142	1.5%	81%	False	False	52,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 103 trading days

Fibonacci Retracements and Extensions
4.250	11,092
2.618	10,638
1.618	10,360
1.000	10,188
0.618	10,082
HIGH	9,910
0.618	9,804
0.500	9,771
0.382	9,738
LOW	9,632
0.618	9,460
1.000	9,354
1.618	9,182
2.618	8,904
4.250	8,451

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	9,771	9,777
PP	9,735	9,739
S1	9,700	9,702

Download as Excel Spreadsheet

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

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