mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	9,982	9,947	-35	-0.4%	9,780
High	10,011	10,007	-4	0.0%	9,947
Low	9,876	9,785	-91	-0.9%	9,703
Close	9,942	9,842	-100	-1.0%	9,866
Range	135	222	87	64.4%	244
ATR	123	130	7	5.7%	0
Volume	75	129	54	72.0%	328

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,544	10,415	9,964
R3	10,322	10,193	9,903
R2	10,100	10,100	9,883
R1	9,971	9,971	9,862	9,925
PP	9,878	9,878	9,878	9,855
S1	9,749	9,749	9,822	9,703
S2	9,656	9,656	9,801
S3	9,434	9,527	9,781
S4	9,212	9,305	9,720

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	10,011	9,785	226	2.3%	150	1.5%	25%	False	True	94
10	10,011	9,617	394	4.0%	126	1.3%	57%	False	False	70
20	10,011	9,280	731	7.4%	137	1.4%	77%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	10,951
2.618	10,588
1.618	10,366
1.000	10,229
0.618	10,144
HIGH	10,007
0.618	9,922
0.500	9,896
0.382	9,870
LOW	9,785
0.618	9,648
1.000	9,563
1.618	9,426
2.618	9,204
4.250	8,842

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	9,896	9,898
PP	9,878	9,879
S1	9,860	9,861

Download as Excel Spreadsheet

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

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