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Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary Previous Current 01-Sep-2009 02-Sep-2009 Change Change % Previous Week Open 19,618 19,300 -318 -1.6% 20,270 High 19,671 19,322 -349 -1.8% 20,335 Low 19,555 19,300 -255 -1.3% 19,800 Close 19,555 19,322 -233 -1.2% 19,900 Range 116 22 -94 -81.0% 535 ATR 325 320 -5 -1.5% 0 Volume 9 2 -7 -77.8% 61
Daily Pivots for day following 02-Sep-2009 Classic Woodie Camarilla DeMark R4 19,381 19,373 19,334 R3 19,359 19,351 19,328 R2 19,337 19,337 19,326 R1 19,329 19,329 19,324 19,333 PP 19,315 19,315 19,315 19,317 S1 19,307 19,307 19,320 19,311 S2 19,293 19,293 19,318 S3 19,271 19,285 19,316 S4 19,249 19,263 19,310	Weekly Pivots for week ending 28-Aug-2009 Classic Woodie Camarilla DeMark R4 21,617 21,293 20,194 R3 21,082 20,758 20,047 R2 20,547 20,547 19,998 R1 20,223 20,223 19,949 20,118 PP 20,012 20,012 20,012 19,959 S1 19,688 19,688 19,851 19,583 S2 19,477 19,477 19,802 S3 18,942 19,153 19,753 S4 18,407 18,618 19,606
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 20,034 19,300 734 3.8% 41 0.2% 3% False True 9 10 20,335 19,300 1,035 5.4% 47 0.2% 2% False True 9 20 20,808 19,300 1,508 7.8% 144 0.7% 1% False True 14
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 10 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 19,416 2.618 19,380 1.618 19,358 1.000 19,344 0.618 19,336 HIGH 19,322 0.618 19,314 0.500 19,311 0.382 19,308 LOW 19,300 0.618 19,286 1.000 19,278 1.618 19,264 2.618 19,242 4.250 19,207
Fisher Pivots for day following 02-Sep-2009 Pivot 1 day 3 day R1 19,318 19,486 PP 19,315 19,431 S1 19,311 19,377

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