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Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary Previous Current 20-Oct-2009 21-Oct-2009 Change Change % Previous Week Open 4,863.0 4,831.0 -32.0 -0.7% 4,785.0 High 4,863.0 4,831.0 -32.0 -0.7% 4,878.0 Low 4,842.0 4,831.0 -11.0 -0.2% 4,749.0 Close 4,840.0 4,841.0 1.0 0.0% 4,847.0 Range 21.0 0.0 -21.0 -100.0% 129.0 ATR 40.3 38.0 -2.2 -5.5% 0.0 Volume 303 3 -300 -99.0% 45
Daily Pivots for day following 21-Oct-2009 Classic Woodie Camarilla DeMark R4 4,834.3 4,837.7 4,841.0 R3 4,834.3 4,837.7 4,841.0 R2 4,834.3 4,834.3 4,841.0 R1 4,837.7 4,837.7 4,841.0 4,836.0 PP 4,834.3 4,834.3 4,834.3 4,833.5 S1 4,837.7 4,837.7 4,841.0 4,836.0 S2 4,834.3 4,834.3 4,841.0 S3 4,834.3 4,837.7 4,841.0 S4 4,834.3 4,837.7 4,841.0	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 4,802.0 76.0 1.6% 10.8 0.2% 51% False False 86 10 4,878.0 4,743.0 135.0 2.8% 13.8 0.3% 73% False False 57 20 4,878.0 4,572.0 306.0 6.3% 8.9 0.2% 88% False False 33
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 True Bull Hook False Stretch 0.0 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 4,831.0 2.618 4,831.0 1.618 4,831.0 1.000 4,831.0 0.618 4,831.0 HIGH 4,831.0 0.618 4,831.0 0.500 4,831.0 0.382 4,831.0 LOW 4,831.0 0.618 4,831.0 1.000 4,831.0 1.618 4,831.0 2.618 4,831.0 4.250 4,831.0
Fisher Pivots for day following 21-Oct-2009 Pivot 1 day 3 day R1 4,837.7 4,838.2 PP 4,834.3 4,835.3 S1 4,831.0 4,832.5

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