mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	9,701	9,640	-61	-0.6%	9,400
High	9,797	9,696	-101	-1.0%	9,730
Low	9,623	9,544	-79	-0.8%	9,370
Close	9,659	9,576	-83	-0.9%	9,675
Range	174	152	-22	-12.6%	360
ATR
Volume	23	89	66	287.0%	159

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,061	9,971	9,660
R3	9,909	9,819	9,618
R2	9,757	9,757	9,604
R1	9,667	9,667	9,590	9,636
PP	9,605	9,605	9,605	9,590
S1	9,515	9,515	9,562	9,484
S2	9,453	9,453	9,548
S3	9,301	9,363	9,534
S4	9,149	9,211	9,493

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,672	10,533	9,873
R3	10,312	10,173	9,774
R2	9,952	9,952	9,741
R1	9,813	9,813	9,708	9,883
PP	9,592	9,592	9,592	9,626
S1	9,453	9,453	9,642	9,523
S2	9,232	9,232	9,609
S3	8,872	9,093	9,576
S4	8,512	8,733	9,477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,797	9,544	253	2.6%	110	1.1%	13%	False	True	37
10	9,797	9,370	427	4.5%	95	1.0%	48%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,342
2.618	10,094
1.618	9,942
1.000	9,848
0.618	9,790
HIGH	9,696
0.618	9,638
0.500	9,620
0.382	9,602
LOW	9,544
0.618	9,450
1.000	9,392
1.618	9,298
2.618	9,146
4.250	8,898

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	9,620	9,671
PP	9,605	9,639
S1	9,591	9,608

Download as Excel Spreadsheet

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

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