mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	9,693	9,780	87	0.9%	9,400
High	9,754	9,816	62	0.6%	9,754
Low	9,650	9,738	88	0.9%	9,362
Close	9,749	9,761	12	0.1%	9,749
Range	104	78	-26	-25.0%	392
ATR	122	119	-3	-2.6%	0
Volume	81	27	-54	-66.7%	274

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,006	9,961	9,804
R3	9,928	9,883	9,783
R2	9,850	9,850	9,775
R1	9,805	9,805	9,768	9,789
PP	9,772	9,772	9,772	9,763
S1	9,727	9,727	9,754	9,711
S2	9,694	9,694	9,747
S3	9,616	9,649	9,740
S4	9,538	9,571	9,718

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,798	10,665	9,965
R3	10,406	10,273	9,857
R2	10,014	10,014	9,821
R1	9,881	9,881	9,785	9,948
PP	9,622	9,622	9,622	9,655
S1	9,489	9,489	9,713	9,556
S2	9,230	9,230	9,677
S3	8,838	9,097	9,641
S4	8,446	8,705	9,534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,816	9,472	344	3.5%	110	1.1%	84%	True	False	49
10	9,816	9,280	536	5.5%	134	1.4%	90%	True	False	49
20	9,816	9,280	536	5.5%	117	1.2%	90%	True	False	45

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	35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,148
2.618	10,020
1.618	9,942
1.000	9,894
0.618	9,864
HIGH	9,816
0.618	9,786
0.500	9,777
0.382	9,768
LOW	9,738
0.618	9,690
1.000	9,660
1.618	9,612
2.618	9,534
4.250	9,407

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	9,777	9,746
PP	9,772	9,731
S1	9,766	9,717

Download as Excel Spreadsheet

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

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