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Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary Previous Current 24-Dec-2009 28-Dec-2009 Change Change % Previous Week Open 20,970 21,253 283 1.3% 20,657 High 21,078 21,355 277 1.3% 21,078 Low 20,970 21,231 261 1.2% 20,525 Close 21,142 21,070 -72 -0.3% 21,142 Range 108 124 16 14.8% 553 ATR 289 283 -5 -1.9% 0 Volume 19 140 121 636.8% 182
Daily Pivots for day following 28-Dec-2009 Classic Woodie Camarilla DeMark R4 21,591 21,454 21,138 R3 21,467 21,330 21,104 R2 21,343 21,343 21,093 R1 21,206 21,206 21,081 21,213 PP 21,219 21,219 21,219 21,222 S1 21,082 21,082 21,059 21,089 S2 21,095 21,095 21,047 S3 20,971 20,958 21,036 S4 20,847 20,834 21,002	Weekly Pivots for week ending 25-Dec-2009 Classic Woodie Camarilla DeMark R4 22,574 22,411 21,446 R3 22,021 21,858 21,294 R2 21,468 21,468 21,243 R1 21,305 21,305 21,193 21,387 PP 20,915 20,915 20,915 20,956 S1 20,752 20,752 21,091 20,834 S2 20,362 20,362 21,041 S3 19,809 20,199 20,990 S4 19,256 19,646 20,838
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 21,355 20,525 830 3.9% 180 0.9% 66% True False 64 10 21,862 20,525 1,337 6.3% 250 1.2% 41% False False 44
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 33 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 21,882 2.618 21,680 1.618 21,556 1.000 21,479 0.618 21,432 HIGH 21,355 0.618 21,308 0.500 21,293 0.382 21,278 LOW 21,231 0.618 21,154 1.000 21,107 1.618 21,030 2.618 20,906 4.250 20,704
Fisher Pivots for day following 28-Dec-2009 Pivot 1 day 3 day R1 21,293 21,045 PP 21,219 21,020 S1 21,144 20,996

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