mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	10,486	10,495	9	0.1%	10,398
High	10,571	10,513	-58	-0.5%	10,488
Low	10,458	10,426	-32	-0.3%	10,228
Close	10,498	10,459	-39	-0.4%	10,484
Range	113	87	-26	-23.0%	260
ATR	143	139	-4	-2.8%	0
Volume	40,078	31,662	-8,416	-21.0%	688,176

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,727	10,680	10,507
R3	10,640	10,593	10,483
R2	10,553	10,553	10,475
R1	10,506	10,506	10,467	10,486
PP	10,466	10,466	10,466	10,456
S1	10,419	10,419	10,451	10,399
S2	10,379	10,379	10,443
S3	10,292	10,332	10,435
S4	10,205	10,245	10,411

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	11,180	11,092	10,627
R3	10,920	10,832	10,556
R2	10,660	10,660	10,532
R1	10,572	10,572	10,508	10,616
PP	10,400	10,400	10,400	10,422
S1	10,312	10,312	10,460	10,356
S2	10,140	10,140	10,436
S3	9,880	10,052	10,413
S4	9,620	9,792	10,341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,571	10,228	343	3.3%	108	1.0%	67%	False	False	88,920
10	10,571	10,228	343	3.3%	130	1.2%	67%	False	False	112,115
20	10,571	10,116	455	4.4%	135	1.3%	75%	False	False	115,286
40	10,571	9,596	975	9.3%	155	1.5%	89%	False	False	142,506
60	10,571	9,336	1,235	11.8%	149	1.4%	91%	False	False	140,606
80	10,571	9,186	1,385	13.2%	143	1.4%	92%	False	False	117,227
100	10,571	8,901	1,670	16.0%	145	1.4%	93%	False	False	93,806
120	10,571	7,961	2,610	25.0%	145	1.4%	96%	False	False	78,183

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	10,883
2.618	10,741
1.618	10,654
1.000	10,600
0.618	10,567
HIGH	10,513
0.618	10,480
0.500	10,470
0.382	10,459
LOW	10,426
0.618	10,372
1.000	10,339
1.618	10,285
2.618	10,198
4.250	10,056

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	10,470	10,486
PP	10,466	10,477
S1	10,463	10,468

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

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