mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	9,942	9,824	-118	-1.2%	9,780
High	9,943	10,003	60	0.6%	9,947
Low	9,828	9,820	-8	-0.1%	9,703
Close	9,866	9,953	87	0.9%	9,866
Range	115	183	68	59.1%	244
ATR	118	122	5	4.0%	0
Volume	69	69	0	0.0%	328

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,474	10,397	10,054
R3	10,291	10,214	10,003
R2	10,108	10,108	9,987
R1	10,031	10,031	9,970	10,070
PP	9,925	9,925	9,925	9,945
S1	9,848	9,848	9,936	9,887
S2	9,742	9,742	9,920
S3	9,559	9,665	9,903
S4	9,376	9,482	9,852

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,571	10,462	10,000
R3	10,327	10,218	9,933
R2	10,083	10,083	9,911
R1	9,974	9,974	9,888	10,029
PP	9,839	9,839	9,839	9,866
S1	9,730	9,730	9,844	9,785
S2	9,595	9,595	9,821
S3	9,351	9,486	9,799
S4	9,107	9,242	9,732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,003	9,703	300	3.0%	122	1.2%	83%	True	False	74
10	10,003	9,472	531	5.3%	116	1.2%	91%	True	False	61
20	10,003	9,280	723	7.3%	132	1.3%	93%	True	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	10,781
2.618	10,482
1.618	10,299
1.000	10,186
0.618	10,116
HIGH	10,003
0.618	9,933
0.500	9,912
0.382	9,890
LOW	9,820
0.618	9,707
1.000	9,637
1.618	9,524
2.618	9,341
4.250	9,042

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	9,939	9,939
PP	9,925	9,925
S1	9,912	9,912

Download as Excel Spreadsheet

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

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