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Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary Previous Current 23-Sep-2009 24-Sep-2009 Change Change % Previous Week Open 21,473 20,961 -512 -2.4% 20,707 High 21,560 21,020 -540 -2.5% 21,800 Low 21,419 20,875 -544 -2.5% 20,707 Close 21,468 20,875 -593 -2.8% 21,515 Range 141 145 4 2.8% 1,093 ATR 306 326 21 6.7% 0 Volume 14 6 -8 -57.1% 77
Daily Pivots for day following 24-Sep-2009 Classic Woodie Camarilla DeMark R4 21,358 21,262 20,955 R3 21,213 21,117 20,915 R2 21,068 21,068 20,902 R1 20,972 20,972 20,888 20,948 PP 20,923 20,923 20,923 20,911 S1 20,827 20,827 20,862 20,803 S2 20,778 20,778 20,848 S3 20,633 20,682 20,835 S4 20,488 20,537 20,795	Weekly Pivots for week ending 18-Sep-2009 Classic Woodie Camarilla DeMark R4 24,620 24,160 22,116 R3 23,527 23,067 21,816 R2 22,434 22,434 21,715 R1 21,974 21,974 21,615 22,204 PP 21,341 21,341 21,341 21,456 S1 20,881 20,881 21,415 21,111 S2 20,248 20,248 21,315 S3 19,155 19,788 21,214 S4 18,062 18,695 20,914
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 21,630 20,875 755 3.6% 166 0.8% 0% False True 26 10 21,800 20,707 1,093 5.2% 203 1.0% 15% False False 22 20 21,800 19,300 2,500 12.0% 188 0.9% 63% False False 19
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 31 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 21,636 2.618 21,400 1.618 21,255 1.000 21,165 0.618 21,110 HIGH 21,020 0.618 20,965 0.500 20,948 0.382 20,930 LOW 20,875 0.618 20,785 1.000 20,730 1.618 20,640 2.618 20,495 4.250 20,259
Fisher Pivots for day following 24-Sep-2009 Pivot 1 day 3 day R1 20,948 21,243 PP 20,923 21,120 S1 20,899 20,998

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