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Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary Previous Current 22-Nov-2010 23-Nov-2010 Change Change % Previous Week Open 4,658.0 4,633.0 -25.0 -0.5% 4,705.0 High 4,658.0 4,633.0 -25.0 -0.5% 4,705.0 Low 4,657.0 4,633.0 -24.0 -0.5% 4,640.0 Close 4,663.0 4,601.0 -62.0 -1.3% 4,646.0 Range 1.0 0.0 -1.0 -100.0% 65.0 ATR 27.6 27.8 0.2 0.6% 0.0 Volume 10 41 31 310.0% 43
Daily Pivots for day following 23-Nov-2010 Classic Woodie Camarilla DeMark R4 4,622.3 4,611.7 4,601.0 R3 4,622.3 4,611.7 4,601.0 R2 4,622.3 4,622.3 4,601.0 R1 4,611.7 4,611.7 4,601.0 4,617.0 PP 4,622.3 4,622.3 4,622.3 4,625.0 S1 4,611.7 4,611.7 4,601.0 4,617.0 S2 4,622.3 4,622.3 4,601.0 S3 4,622.3 4,611.7 4,601.0 S4 4,622.3 4,611.7 4,601.0	Weekly Pivots for week ending 19-Nov-2010 Classic Woodie Camarilla DeMark R4 4,858.7 4,817.3 4,681.8 R3 4,793.7 4,752.3 4,663.9 R2 4,728.7 4,728.7 4,657.9 R1 4,687.3 4,687.3 4,652.0 4,675.5 PP 4,663.7 4,663.7 4,663.7 4,657.8 S1 4,622.3 4,622.3 4,640.0 4,610.5 S2 4,598.7 4,598.7 4,634.1 S3 4,533.7 4,557.3 4,628.1 S4 4,468.7 4,492.3 4,610.3
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,658.0 4,633.0 25.0 0.5% 0.2 0.0% -128% False True 13 10 4,739.0 4,633.0 106.0 2.3% 2.2 0.0% -30% False True 20 20 4,806.0 4,633.0 173.0 3.8% 1.3 0.0% -18% False True 21
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 0.1 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,633.0 2.618 4,633.0 1.618 4,633.0 1.000 4,633.0 0.618 4,633.0 HIGH 4,633.0 0.618 4,633.0 0.500 4,633.0 0.382 4,633.0 LOW 4,633.0 0.618 4,633.0 1.000 4,633.0 1.618 4,633.0 2.618 4,633.0 4.250 4,633.0
Fisher Pivots for day following 23-Nov-2010 Pivot 1 day 3 day R1 4,633.0 4,645.5 PP 4,622.3 4,630.7 S1 4,611.7 4,615.8

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