mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	9,775	9,775	0	0.0%	9,824
High	9,837	9,796	-41	-0.4%	10,011
Low	9,728	9,647	-81	-0.8%	9,785
Close	9,775	9,650	-125	-1.3%	9,872
Range	109	149	40	36.7%	226
ATR	142	142	1	0.4%	0
Volume	265	129	-136	-51.3%	615

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,145	10,046	9,732
R3	9,996	9,897	9,691
R2	9,847	9,847	9,677
R1	9,748	9,748	9,664	9,723
PP	9,698	9,698	9,698	9,685
S1	9,599	9,599	9,636	9,574
S2	9,549	9,549	9,623
S3	9,400	9,450	9,609
S4	9,251	9,301	9,568

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	10,007	9,647	360	3.7%	171	1.8%	1%	False	True	181
10	10,011	9,647	364	3.8%	161	1.7%	1%	False	True	138
20	10,011	9,280	731	7.6%	144	1.5%	51%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,429
2.618	10,186
1.618	10,037
1.000	9,945
0.618	9,888
HIGH	9,796
0.618	9,739
0.500	9,722
0.382	9,704
LOW	9,647
0.618	9,555
1.000	9,498
1.618	9,406
2.618	9,257
4.250	9,014

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	9,722	9,805
PP	9,698	9,753
S1	9,674	9,702

Download as Excel Spreadsheet

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

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