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Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary Previous Current 16-Sep-2009 17-Sep-2009 Change Change % Previous Week Open 20,951 21,514 563 2.7% 20,439 High 21,343 21,800 457 2.1% 21,150 Low 20,851 21,514 663 3.2% 20,420 Close 21,335 21,619 284 1.3% 21,025 Range 492 286 -206 -41.9% 730 ATR 332 341 10 2.9% 0 Volume 41 17 -24 -58.5% 132
Daily Pivots for day following 17-Sep-2009 Classic Woodie Camarilla DeMark R4 22,502 22,347 21,776 R3 22,216 22,061 21,698 R2 21,930 21,930 21,671 R1 21,775 21,775 21,645 21,853 PP 21,644 21,644 21,644 21,683 S1 21,489 21,489 21,593 21,567 S2 21,358 21,358 21,567 S3 21,072 21,203 21,540 S4 20,786 20,917 21,462	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 21,800 20,707 1,093 5.1% 241 1.1% 83% True False 19 10 21,800 19,601 2,199 10.2% 265 1.2% 92% True False 20 20 21,800 19,300 2,500 11.6% 160 0.7% 93% True False 15
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 20 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 23,016 2.618 22,549 1.618 22,263 1.000 22,086 0.618 21,977 HIGH 21,800 0.618 21,691 0.500 21,657 0.382 21,623 LOW 21,514 0.618 21,337 1.000 21,228 1.618 21,051 2.618 20,765 4.250 20,299
Fisher Pivots for day following 17-Sep-2009 Pivot 1 day 3 day R1 21,657 21,504 PP 21,644 21,390 S1 21,632 21,275

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