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Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary Previous Current 14-Oct-2009 15-Oct-2009 Change Change % Previous Week Open 21,583 22,090 507 2.3% 20,270 High 21,800 22,113 313 1.4% 21,450 Low 21,583 21,987 404 1.9% 20,270 Close 21,800 21,859 59 0.3% 21,463 Range 217 126 -91 -41.9% 1,180 ATR 316 316 0 -0.1% 0 Volume 20 37 17 85.0% 65
Daily Pivots for day following 15-Oct-2009 Classic Woodie Camarilla DeMark R4 22,364 22,238 21,928 R3 22,238 22,112 21,894 R2 22,112 22,112 21,882 R1 21,986 21,986 21,871 21,986 PP 21,986 21,986 21,986 21,987 S1 21,860 21,860 21,847 21,860 S2 21,860 21,860 21,836 S3 21,734 21,734 21,824 S4 21,608 21,608 21,790	Weekly Pivots for week ending 09-Oct-2009 Classic Woodie Camarilla DeMark R4 24,601 24,212 22,112 R3 23,421 23,032 21,788 R2 22,241 22,241 21,679 R1 21,852 21,852 21,571 22,047 PP 21,061 21,061 21,061 21,158 S1 20,672 20,672 21,355 20,867 S2 19,881 19,881 21,247 S3 18,701 19,492 21,139 S4 17,521 18,312 20,814
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 22,113 21,275 838 3.8% 99 0.5% 70% True False 14 10 22,113 20,151 1,962 9.0% 141 0.6% 87% True False 14 20 22,113 20,151 1,962 9.0% 156 0.7% 87% True False 18 40 22,113 19,300 2,813 12.9% 151 0.7% 91% True False 16
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 18 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 22,649 2.618 22,443 1.618 22,317 1.000 22,239 0.618 22,191 HIGH 22,113 0.618 22,065 0.500 22,050 0.382 22,035 LOW 21,987 0.618 21,909 1.000 21,861 1.618 21,783 2.618 21,657 4.250 21,452
Fisher Pivots for day following 15-Oct-2009 Pivot 1 day 3 day R1 22,050 21,830 PP 21,986 21,802 S1 21,923 21,773

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