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Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary Previous Current 14-Nov-2011 15-Nov-2011 Change Change % Previous Week Open 3.750 3.686 -0.064 -1.7% 3.943 High 3.753 3.711 -0.042 -1.1% 3.943 Low 3.702 3.642 -0.060 -1.6% 3.755 Close 3.710 3.653 -0.057 -1.5% 3.781 Range 0.051 0.069 0.018 35.3% 0.188 ATR 0.085 0.084 -0.001 -1.4% 0.000 Volume 3,441 5,658 2,217 64.4% 15,480
Daily Pivots for day following 15-Nov-2011 Classic Woodie Camarilla DeMark R4 3.876 3.833 3.691 R3 3.807 3.764 3.672 R2 3.738 3.738 3.666 R1 3.695 3.695 3.659 3.682 PP 3.669 3.669 3.669 3.662 S1 3.626 3.626 3.647 3.613 S2 3.600 3.600 3.640 S3 3.531 3.557 3.634 S4 3.462 3.488 3.615	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 4.390 4.274 3.884 R3 4.202 4.086 3.833 R2 4.014 4.014 3.815 R1 3.898 3.898 3.798 3.862 PP 3.826 3.826 3.826 3.809 S1 3.710 3.710 3.764 3.674 S2 3.638 3.638 3.747 S3 3.450 3.522 3.729 S4 3.262 3.334 3.678
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 3.922 3.642 0.280 7.7% 0.071 2.0% 4% False True 4,031 10 4.021 3.642 0.379 10.4% 0.073 2.0% 3% False True 3,323 20 4.118 3.642 0.476 13.0% 0.080 2.2% 2% False True 2,569 40 4.344 3.642 0.702 19.2% 0.080 2.2% 2% False True 2,111
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 0.015 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 4.004 2.618 3.892 1.618 3.823 1.000 3.780 0.618 3.754 HIGH 3.711 0.618 3.685 0.500 3.677 0.382 3.668 LOW 3.642 0.618 3.599 1.000 3.573 1.618 3.530 2.618 3.461 4.250 3.349
Fisher Pivots for day following 15-Nov-2011 Pivot 1 day 3 day R1 3.677 3.724 PP 3.669 3.700 S1 3.661 3.677

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