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Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary Previous Current 16-Oct-2009 19-Oct-2009 Change Change % Previous Week Open 21,872 22,123 251 1.1% 21,275 High 21,950 22,123 173 0.8% 22,113 Low 21,870 22,123 253 1.2% 21,275 Close 21,870 22,005 135 0.6% 21,870 Range 80 0 -80 -100.0% 838 ATR 300 296 -3 -1.1% 0 Volume 22 1 -21 -95.5% 84
Daily Pivots for day following 19-Oct-2009 Classic Woodie Camarilla DeMark R4 22,084 22,044 22,005 R3 22,084 22,044 22,005 R2 22,084 22,084 22,005 R1 22,044 22,044 22,005 22,064 PP 22,084 22,084 22,084 22,094 S1 22,044 22,044 22,005 22,064 S2 22,084 22,084 22,005 S3 22,084 22,044 22,005 S4 22,084 22,044 22,005	Weekly Pivots for week ending 16-Oct-2009 Classic Woodie Camarilla DeMark R4 24,267 23,906 22,331 R3 23,429 23,068 22,100 R2 22,591 22,591 22,024 R1 22,230 22,230 21,947 22,411 PP 21,753 21,753 21,753 21,843 S1 21,392 21,392 21,793 21,573 S2 20,915 20,915 21,716 S3 20,077 20,554 21,640 S4 19,239 19,716 21,409
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 22,123 21,433 690 3.1% 95 0.4% 83% True False 16 10 22,123 20,412 1,711 7.8% 132 0.6% 93% True False 13 20 22,123 20,151 1,972 9.0% 138 0.6% 94% True False 18 40 22,123 19,300 2,823 12.8% 148 0.7% 96% True False 16
Crabel Price Patterns NR True NR4 True NR5 True 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 12 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 22,123 2.618 22,123 1.618 22,123 1.000 22,123 0.618 22,123 HIGH 22,123 0.618 22,123 0.500 22,123 0.382 22,123 LOW 22,123 0.618 22,123 1.000 22,123 1.618 22,123 2.618 22,123 4.250 22,123
Fisher Pivots for day following 19-Oct-2009 Pivot 1 day 3 day R1 22,123 22,002 PP 22,084 21,999 S1 22,044 21,997

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