mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	9,837	9,995	158	1.6%	9,824
High	9,995	10,007	12	0.1%	10,011
Low	9,805	9,825	20	0.2%	9,785
Close	9,978	9,872	-106	-1.1%	9,872
Range	190	182	-8	-4.2%	226
ATR	134	138	3	2.5%	0
Volume	257	85	-172	-66.9%	615

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,447	10,342	9,972
R3	10,265	10,160	9,922
R2	10,083	10,083	9,905
R1	9,978	9,978	9,889	9,940
PP	9,901	9,901	9,901	9,882
S1	9,796	9,796	9,855	9,758
S2	9,719	9,719	9,839
S3	9,537	9,614	9,822
S4	9,355	9,432	9,772

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,567	10,446	9,996
R3	10,341	10,220	9,934
R2	10,115	10,115	9,914
R1	9,994	9,994	9,893	10,055
PP	9,889	9,889	9,889	9,920
S1	9,768	9,768	9,851	9,829
S2	9,663	9,663	9,831
S3	9,437	9,542	9,810
S4	9,211	9,316	9,748

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%	183	1.8%	38%	False	False	123
10	10,011	9,703	308	3.1%	142	1.4%	55%	False	False	94
20	10,011	9,280	731	7.4%	144	1.5%	81%	False	False	71

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	26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,781
2.618	10,484
1.618	10,302
1.000	10,189
0.618	10,120
HIGH	10,007
0.618	9,938
0.500	9,916
0.382	9,895
LOW	9,825
0.618	9,713
1.000	9,643
1.618	9,531
2.618	9,349
4.250	9,052

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	9,916	9,896
PP	9,901	9,888
S1	9,887	9,880

Download as Excel Spreadsheet

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

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