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Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary Previous Current 13-Sep-2011 14-Sep-2011 Change Change % Previous Week Open 4.280 4.343 0.063 1.5% 4.292 High 4.392 4.440 0.048 1.1% 4.436 Low 4.274 4.337 0.063 1.5% 4.280 Close 4.361 4.409 0.048 1.1% 4.305 Range 0.118 0.103 -0.015 -12.7% 0.156 ATR 0.094 0.095 0.001 0.7% 0.000 Volume 766 2,210 1,444 188.5% 7,448
Daily Pivots for day following 14-Sep-2011 Classic Woodie Camarilla DeMark R4 4.704 4.660 4.466 R3 4.601 4.557 4.437 R2 4.498 4.498 4.428 R1 4.454 4.454 4.418 4.476 PP 4.395 4.395 4.395 4.407 S1 4.351 4.351 4.400 4.373 S2 4.292 4.292 4.390 S3 4.189 4.248 4.381 S4 4.086 4.145 4.352	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 4.808 4.713 4.391 R3 4.652 4.557 4.348 R2 4.496 4.496 4.334 R1 4.401 4.401 4.319 4.449 PP 4.340 4.340 4.340 4.364 S1 4.245 4.245 4.291 4.293 S2 4.184 4.184 4.276 S3 4.028 4.089 4.262 S4 3.872 3.933 4.219
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.440 4.230 0.210 4.8% 0.084 1.9% 85% True False 1,461 10 4.525 4.230 0.295 6.7% 0.107 2.4% 61% False False 1,647 20 4.525 4.230 0.295 6.7% 0.094 2.1% 61% False False 1,384
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 0.017 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4.878 2.618 4.710 1.618 4.607 1.000 4.543 0.618 4.504 HIGH 4.440 0.618 4.401 0.500 4.389 0.382 4.376 LOW 4.337 0.618 4.273 1.000 4.234 1.618 4.170 2.618 4.067 4.250 3.899
Fisher Pivots for day following 14-Sep-2011 Pivot 1 day 3 day R1 4.402 4.384 PP 4.395 4.360 S1 4.389 4.335

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