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Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary Previous Current 22-Sep-2011 23-Sep-2011 Change Change % Previous Week Open 4.220 4.182 -0.038 -0.9% 4.280 High 4.264 4.211 -0.053 -1.2% 4.342 Low 4.193 4.174 -0.019 -0.5% 4.174 Close 4.199 4.173 -0.026 -0.6% 4.173 Range 0.071 0.037 -0.034 -47.9% 0.168 ATR 0.085 0.082 -0.003 -4.1% 0.000 Volume 2,112 5,235 3,123 147.9% 12,409
Daily Pivots for day following 23-Sep-2011 Classic Woodie Camarilla DeMark R4 4.297 4.272 4.193 R3 4.260 4.235 4.183 R2 4.223 4.223 4.180 R1 4.198 4.198 4.176 4.192 PP 4.186 4.186 4.186 4.183 S1 4.161 4.161 4.170 4.155 S2 4.149 4.149 4.166 S3 4.112 4.124 4.163 S4 4.075 4.087 4.153	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 4.734 4.621 4.265 R3 4.566 4.453 4.219 R2 4.398 4.398 4.204 R1 4.285 4.285 4.188 4.258 PP 4.230 4.230 4.230 4.216 S1 4.117 4.117 4.158 4.090 S2 4.062 4.062 4.142 S3 3.894 3.949 4.127 S4 3.726 3.781 4.081
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.342 4.174 0.168 4.0% 0.055 1.3% -1% False True 2,481 10 4.440 4.174 0.266 6.4% 0.076 1.8% 0% False True 2,174 20 4.525 4.174 0.351 8.4% 0.089 2.1% 0% False True 1,906
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 0.016 Narrowest range in 31 trading days	Fibonacci Retracements and Extensions 4.250 4.368 2.618 4.308 1.618 4.271 1.000 4.248 0.618 4.234 HIGH 4.211 0.618 4.197 0.500 4.193 0.382 4.188 LOW 4.174 0.618 4.151 1.000 4.137 1.618 4.114 2.618 4.077 4.250 4.017
Fisher Pivots for day following 23-Sep-2011 Pivot 1 day 3 day R1 4.193 4.235 PP 4.186 4.214 S1 4.180 4.194

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