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Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary Previous Current 10-Sep-2009 11-Sep-2009 Change Change % Previous Week Open 20,998 20,932 -66 -0.3% 20,439 High 21,081 21,150 69 0.3% 21,150 Low 20,839 20,932 93 0.4% 20,420 Close 20,839 21,025 186 0.9% 21,025 Range 242 218 -24 -9.9% 730 ATR 334 332 -2 -0.5% 0 Volume 18 27 9 50.0% 132
Daily Pivots for day following 11-Sep-2009 Classic Woodie Camarilla DeMark R4 21,690 21,575 21,145 R3 21,472 21,357 21,085 R2 21,254 21,254 21,065 R1 21,139 21,139 21,045 21,197 PP 21,036 21,036 21,036 21,064 S1 20,921 20,921 21,005 20,979 S2 20,818 20,818 20,985 S3 20,600 20,703 20,965 S4 20,382 20,485 20,905	Weekly Pivots for week ending 11-Sep-2009 Classic Woodie Camarilla DeMark R4 23,055 22,770 21,427 R3 22,325 22,040 21,226 R2 21,595 21,595 21,159 R1 21,310 21,310 21,092 21,453 PP 20,865 20,865 20,865 20,936 S1 20,580 20,580 20,958 20,723 S2 20,135 20,135 20,891 S3 19,405 19,850 20,824 S4 18,675 19,120 20,624
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 21,150 20,420 730 3.5% 219 1.0% 83% True False 26 10 21,150 19,300 1,850 8.8% 190 0.9% 93% True False 17 20 21,150 19,300 1,850 8.8% 152 0.7% 93% True False 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 16 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 22,077 2.618 21,721 1.618 21,503 1.000 21,368 0.618 21,285 HIGH 21,150 0.618 21,067 0.500 21,041 0.382 21,015 LOW 20,932 0.618 20,797 1.000 20,714 1.618 20,579 2.618 20,361 4.250 20,006
Fisher Pivots for day following 11-Sep-2009 Pivot 1 day 3 day R1 21,041 20,992 PP 21,036 20,958 S1 21,030 20,925

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