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Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary Previous Current 15-Oct-2009 16-Oct-2009 Change Change % Previous Week Open 4,878.0 4,847.0 -31.0 -0.6% 4,785.0 High 4,878.0 4,847.0 -31.0 -0.6% 4,878.0 Low 4,872.0 4,847.0 -25.0 -0.5% 4,749.0 Close 4,864.0 4,847.0 -17.0 -0.3% 4,847.0 Range 6.0 0.0 -6.0 -100.0% 129.0 ATR 40.2 38.5 -1.7 -4.1% 0.0 Volume 10 0 -10 -100.0% 45
Daily Pivots for day following 16-Oct-2009 Classic Woodie Camarilla DeMark R4 4,847.0 4,847.0 4,847.0 R3 4,847.0 4,847.0 4,847.0 R2 4,847.0 4,847.0 4,847.0 R1 4,847.0 4,847.0 4,847.0 4,847.0 PP 4,847.0 4,847.0 4,847.0 4,847.0 S1 4,847.0 4,847.0 4,847.0 4,847.0 S2 4,847.0 4,847.0 4,847.0 S3 4,847.0 4,847.0 4,847.0 S4 4,847.0 4,847.0 4,847.0	Weekly Pivots for week ending 16-Oct-2009 Classic Woodie Camarilla DeMark R4 5,211.7 5,158.3 4,918.0 R3 5,082.7 5,029.3 4,882.5 R2 4,953.7 4,953.7 4,870.7 R1 4,900.3 4,900.3 4,858.8 4,927.0 PP 4,824.7 4,824.7 4,824.7 4,838.0 S1 4,771.3 4,771.3 4,835.2 4,798.0 S2 4,695.7 4,695.7 4,823.4 S3 4,566.7 4,642.3 4,811.5 S4 4,437.7 4,513.3 4,776.1
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,878.0 4,749.0 129.0 2.7% 10.0 0.2% 76% False False 9 10 4,878.0 4,572.0 306.0 6.3% 11.7 0.2% 90% False False 15 20 4,878.0 4,572.0 306.0 6.3% 6.8 0.1% 90% False False 13
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False 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 0.0 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,847.0 2.618 4,847.0 1.618 4,847.0 1.000 4,847.0 0.618 4,847.0 HIGH 4,847.0 0.618 4,847.0 0.500 4,847.0 0.382 4,847.0 LOW 4,847.0 0.618 4,847.0 1.000 4,847.0 1.618 4,847.0 2.618 4,847.0 4.250 4,847.0
Fisher Pivots for day following 16-Oct-2009 Pivot 1 day 3 day R1 4,847.0 4,842.0 PP 4,847.0 4,837.0 S1 4,847.0 4,832.0

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