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Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary Previous Current 28-Sep-2009 29-Sep-2009 Change Change % Previous Week Open 5,019.5 5,074.5 55.0 1.1% 5,088.5 High 5,094.0 5,082.0 -12.0 -0.2% 5,097.0 Low 5,019.5 5,074.5 55.0 1.1% 5,010.5 Close 5,086.0 5,086.5 0.5 0.0% 5,023.0 Range 74.5 7.5 -67.0 -89.9% 86.5 ATR 46.5 44.0 -2.5 -5.4% 0.0 Volume 19 77 58 305.3% 404
Daily Pivots for day following 29-Sep-2009 Classic Woodie Camarilla DeMark R4 5,103.5 5,102.5 5,090.5 R3 5,096.0 5,095.0 5,088.5 R2 5,088.5 5,088.5 5,088.0 R1 5,087.5 5,087.5 5,087.0 5,088.0 PP 5,081.0 5,081.0 5,081.0 5,081.0 S1 5,080.0 5,080.0 5,086.0 5,080.5 S2 5,073.5 5,073.5 5,085.0 S3 5,066.0 5,072.5 5,084.5 S4 5,058.5 5,065.0 5,082.5	Weekly Pivots for week ending 25-Sep-2009 Classic Woodie Camarilla DeMark R4 5,303.0 5,249.5 5,070.5 R3 5,216.5 5,163.0 5,047.0 R2 5,130.0 5,130.0 5,039.0 R1 5,076.5 5,076.5 5,031.0 5,060.0 PP 5,043.5 5,043.5 5,043.5 5,035.0 S1 4,990.0 4,990.0 5,015.0 4,973.5 S2 4,957.0 4,957.0 5,007.0 S3 4,870.5 4,903.5 4,999.0 S4 4,784.0 4,817.0 4,975.5
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 5,097.0 5,010.5 86.5 1.7% 41.5 0.8% 88% False False 63 10 5,101.5 5,010.5 91.0 1.8% 36.0 0.7% 84% False False 72
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.0 Narrowest range in 16 trading days	Fibonacci Retracements and Extensions 4.250 5,114.0 2.618 5,101.5 1.618 5,094.0 1.000 5,089.5 0.618 5,086.5 HIGH 5,082.0 0.618 5,079.0 0.500 5,078.0 0.382 5,077.5 LOW 5,074.5 0.618 5,070.0 1.000 5,067.0 1.618 5,062.5 2.618 5,055.0 4.250 5,042.5
Fisher Pivots for day following 29-Sep-2009 Pivot 1 day 3 day R1 5,084.0 5,075.0 PP 5,081.0 5,063.5 S1 5,078.0 5,052.0

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