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Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary Previous Current 02-Nov-2011 03-Nov-2011 Change Change % Previous Week Open 3.967 3.959 -0.008 -0.2% 3.972 High 3.979 4.021 0.042 1.1% 4.088 Low 3.928 3.945 0.017 0.4% 3.932 Close 3.939 3.953 0.014 0.4% 4.080 Range 0.051 0.076 0.025 49.0% 0.156 ATR 0.088 0.088 0.000 -0.5% 0.000 Volume 2,351 2,529 178 7.6% 6,216
Daily Pivots for day following 03-Nov-2011 Classic Woodie Camarilla DeMark R4 4.201 4.153 3.995 R3 4.125 4.077 3.974 R2 4.049 4.049 3.967 R1 4.001 4.001 3.960 3.987 PP 3.973 3.973 3.973 3.966 S1 3.925 3.925 3.946 3.911 S2 3.897 3.897 3.939 S3 3.821 3.849 3.932 S4 3.745 3.773 3.911	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 4.501 4.447 4.166 R3 4.345 4.291 4.123 R2 4.189 4.189 4.109 R1 4.135 4.135 4.094 4.162 PP 4.033 4.033 4.033 4.047 S1 3.979 3.979 4.066 4.006 S2 3.877 3.877 4.051 S3 3.721 3.823 4.037 S4 3.565 3.667 3.994
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.118 3.928 0.190 4.8% 0.097 2.5% 13% False False 2,769 10 4.118 3.928 0.190 4.8% 0.087 2.2% 13% False False 2,042 20 4.157 3.928 0.229 5.8% 0.088 2.2% 11% False False 1,851
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.013 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4.344 2.618 4.220 1.618 4.144 1.000 4.097 0.618 4.068 HIGH 4.021 0.618 3.992 0.500 3.983 0.382 3.974 LOW 3.945 0.618 3.898 1.000 3.869 1.618 3.822 2.618 3.746 4.250 3.622
Fisher Pivots for day following 03-Nov-2011 Pivot 1 day 3 day R1 3.983 4.023 PP 3.973 4.000 S1 3.963 3.976

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