mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	9,740	9,716	-24	-0.2%	9,925
High	9,775	9,887	112	1.1%	10,025
Low	9,627	9,712	85	0.9%	9,632
Close	9,717	9,785	68	0.7%	9,664
Range	148	175	27	18.2%	393
ATR	167	168	1	0.3%	0
Volume	219,769	173,566	-46,203	-21.0%	932,513

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,320	10,227	9,881
R3	10,145	10,052	9,833
R2	9,970	9,970	9,817
R1	9,877	9,877	9,801	9,924
PP	9,795	9,795	9,795	9,818
S1	9,702	9,702	9,769	9,749
S2	9,620	9,620	9,753
S3	9,445	9,527	9,737
S4	9,270	9,352	9,689

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	9,922	9,596	326	3.3%	208	2.1%	58%	False	False	206,816
10	10,068	9,596	472	4.8%	192	2.0%	40%	False	False	196,535
20	10,070	9,596	474	4.8%	162	1.7%	40%	False	False	159,114
40	10,070	9,336	734	7.5%	149	1.5%	61%	False	False	148,068
60	10,070	9,033	1,037	10.6%	150	1.5%	73%	False	False	98,868
80	10,070	8,292	1,778	18.2%	147	1.5%	84%	False	False	74,179
100	10,070	7,961	2,109	21.6%	145	1.5%	86%	False	False	59,351

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	34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,631
2.618	10,345
1.618	10,170
1.000	10,062
0.618	9,995
HIGH	9,887
0.618	9,820
0.500	9,800
0.382	9,779
LOW	9,712
0.618	9,604
1.000	9,537
1.618	9,429
2.618	9,254
4.250	8,968

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	9,800	9,771
PP	9,795	9,756
S1	9,790	9,742

Download as Excel Spreadsheet

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

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