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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 3.772 3.738 -0.034 -0.9% 3.989 High 3.790 3.756 -0.034 -0.9% 3.989 Low 3.750 3.693 -0.057 -1.5% 3.800 Close 3.758 3.702 -0.056 -1.5% 3.827 Range 0.040 0.063 0.023 57.5% 0.189 ATR 0.086 0.084 -0.001 -1.7% 0.000 Volume 1,566 2,914 1,348 86.1% 13,575
Daily Pivots for day following 15-Nov-2011 Classic Woodie Camarilla DeMark R4 3.906 3.867 3.737 R3 3.843 3.804 3.719 R2 3.780 3.780 3.714 R1 3.741 3.741 3.708 3.729 PP 3.717 3.717 3.717 3.711 S1 3.678 3.678 3.696 3.666 S2 3.654 3.654 3.690 S3 3.591 3.615 3.685 S4 3.528 3.552 3.667	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 4.439 4.322 3.931 R3 4.250 4.133 3.879 R2 4.061 4.061 3.862 R1 3.944 3.944 3.844 3.908 PP 3.872 3.872 3.872 3.854 S1 3.755 3.755 3.810 3.719 S2 3.683 3.683 3.792 S3 3.494 3.566 3.775 S4 3.305 3.377 3.723
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 3.966 3.693 0.273 7.4% 0.068 1.8% 3% False True 3,007 10 4.060 3.693 0.367 9.9% 0.072 1.9% 2% False True 2,347 20 4.162 3.693 0.469 12.7% 0.080 2.2% 2% False True 2,008
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 0.014 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 4.024 2.618 3.921 1.618 3.858 1.000 3.819 0.618 3.795 HIGH 3.756 0.618 3.732 0.500 3.725 0.382 3.717 LOW 3.693 0.618 3.654 1.000 3.630 1.618 3.591 2.618 3.528 4.250 3.425
Fisher Pivots for day following 15-Nov-2011 Pivot 1 day 3 day R1 3.725 3.771 PP 3.717 3.748 S1 3.710 3.725

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