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Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary Previous Current 25-Oct-2011 26-Oct-2011 Change Change % Previous Week Open 3.966 4.032 0.066 1.7% 4.150 High 4.043 4.042 -0.001 0.0% 4.157 Low 3.957 3.948 -0.009 -0.2% 3.937 Close 4.020 3.968 -0.052 -1.3% 3.983 Range 0.086 0.094 0.008 9.3% 0.220 ATR 0.081 0.082 0.001 1.1% 0.000 Volume 542 1,090 548 101.1% 10,661
Daily Pivots for day following 26-Oct-2011 Classic Woodie Camarilla DeMark R4 4.268 4.212 4.020 R3 4.174 4.118 3.994 R2 4.080 4.080 3.985 R1 4.024 4.024 3.977 4.005 PP 3.986 3.986 3.986 3.977 S1 3.930 3.930 3.959 3.911 S2 3.892 3.892 3.951 S3 3.798 3.836 3.942 S4 3.704 3.742 3.916	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 4.686 4.554 4.104 R3 4.466 4.334 4.044 R2 4.246 4.246 4.023 R1 4.114 4.114 4.003 4.070 PP 4.026 4.026 4.026 4.004 S1 3.894 3.894 3.963 3.850 S2 3.806 3.806 3.943 S3 3.586 3.674 3.923 S4 3.366 3.454 3.862
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.058 3.937 0.121 3.0% 0.081 2.0% 26% False False 1,316 10 4.157 3.937 0.220 5.5% 0.090 2.3% 14% False False 1,591 20 4.274 3.937 0.337 8.5% 0.084 2.1% 9% False False 1,592
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.015 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 4.442 2.618 4.288 1.618 4.194 1.000 4.136 0.618 4.100 HIGH 4.042 0.618 4.006 0.500 3.995 0.382 3.984 LOW 3.948 0.618 3.890 1.000 3.854 1.618 3.796 2.618 3.702 4.250 3.549
Fisher Pivots for day following 26-Oct-2011 Pivot 1 day 3 day R1 3.995 3.994 PP 3.986 3.985 S1 3.977 3.977

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