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Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary Previous Current 24-Sep-2009 25-Sep-2009 Change Change % Previous Week Open 20,961 20,767 -194 -0.9% 21,416 High 21,020 20,880 -140 -0.7% 21,616 Low 20,875 20,767 -108 -0.5% 20,767 Close 20,875 20,848 -27 -0.1% 20,848 Range 145 113 -32 -22.1% 849 ATR 326 311 -15 -4.7% 0 Volume 6 6 0 0.0% 131
Daily Pivots for day following 25-Sep-2009 Classic Woodie Camarilla DeMark R4 21,171 21,122 20,910 R3 21,058 21,009 20,879 R2 20,945 20,945 20,869 R1 20,896 20,896 20,858 20,921 PP 20,832 20,832 20,832 20,844 S1 20,783 20,783 20,838 20,808 S2 20,719 20,719 20,827 S3 20,606 20,670 20,817 S4 20,493 20,557 20,786	Weekly Pivots for week ending 25-Sep-2009 Classic Woodie Camarilla DeMark R4 23,624 23,085 21,315 R3 22,775 22,236 21,081 R2 21,926 21,926 21,004 R1 21,387 21,387 20,926 21,232 PP 21,077 21,077 21,077 21,000 S1 20,538 20,538 20,770 20,383 S2 20,228 20,228 20,692 S3 19,379 19,689 20,615 S4 18,530 18,840 20,381
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 21,616 20,767 849 4.1% 157 0.8% 10% False True 26 10 21,800 20,707 1,093 5.2% 193 0.9% 13% False False 20 20 21,800 19,300 2,500 12.0% 191 0.9% 62% False False 19 40 21,800 19,300 2,500 12.0% 172 0.8% 62% False False 16
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 31 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 21,360 2.618 21,176 1.618 21,063 1.000 20,993 0.618 20,950 HIGH 20,880 0.618 20,837 0.500 20,824 0.382 20,810 LOW 20,767 0.618 20,697 1.000 20,654 1.618 20,584 2.618 20,471 4.250 20,287
Fisher Pivots for day following 25-Sep-2009 Pivot 1 day 3 day R1 20,840 21,164 PP 20,832 21,058 S1 20,824 20,953

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