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Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary Previous Current 11-Nov-2009 12-Nov-2009 Change Change % Previous Week Open 22,425 22,580 155 0.7% 21,058 High 22,544 22,621 77 0.3% 21,840 Low 22,308 22,271 -37 -0.2% 21,035 Close 22,589 22,390 -199 -0.9% 21,760 Range 236 350 114 48.3% 805 ATR 378 376 -2 -0.5% 0 Volume 36 76 40 111.1% 366
Daily Pivots for day following 12-Nov-2009 Classic Woodie Camarilla DeMark R4 23,477 23,284 22,583 R3 23,127 22,934 22,486 R2 22,777 22,777 22,454 R1 22,584 22,584 22,422 22,506 PP 22,427 22,427 22,427 22,388 S1 22,234 22,234 22,358 22,156 S2 22,077 22,077 22,326 S3 21,727 21,884 22,294 S4 21,377 21,534 22,198	Weekly Pivots for week ending 06-Nov-2009 Classic Woodie Camarilla DeMark R4 23,960 23,665 22,203 R3 23,155 22,860 21,981 R2 22,350 22,350 21,908 R1 22,055 22,055 21,834 22,203 PP 21,545 21,545 21,545 21,619 S1 21,250 21,250 21,686 21,398 S2 20,740 20,740 21,612 S3 19,935 20,445 21,539 S4 19,130 19,640 21,317
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 22,621 21,685 936 4.2% 262 1.2% 75% True False 96 10 22,621 21,035 1,586 7.1% 287 1.3% 85% True False 96 20 22,621 21,035 1,586 7.1% 221 1.0% 85% True False 65 40 22,621 20,151 2,470 11.0% 198 0.9% 91% True False 41 60 22,621 19,300 3,321 14.8% 179 0.8% 93% True False 32
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 43 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 24,109 2.618 23,537 1.618 23,187 1.000 22,971 0.618 22,837 HIGH 22,621 0.618 22,487 0.500 22,446 0.382 22,405 LOW 22,271 0.618 22,055 1.000 21,921 1.618 21,705 2.618 21,355 4.250 20,784
Fisher Pivots for day following 12-Nov-2009 Pivot 1 day 3 day R1 22,446 22,384 PP 22,427 22,378 S1 22,409 22,372

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