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Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary Previous Current 28-Oct-2011 31-Oct-2011 Change Change % Previous Week Open 4,387.0 4,275.0 -112.0 -2.6% 4,204.0 High 4,387.0 4,275.0 -112.0 -2.6% 4,387.0 Low 4,337.0 4,275.0 -62.0 -1.4% 4,198.0 Close 4,332.0 4,265.0 -67.0 -1.5% 4,332.0 Range 50.0 0.0 -50.0 -100.0% 189.0 ATR 55.3 55.4 0.1 0.2% 0.0 Volume 202 16 -186 -92.1% 407
Daily Pivots for day following 31-Oct-2011 Classic Woodie Camarilla DeMark R4 4,271.7 4,268.3 4,265.0 R3 4,271.7 4,268.3 4,265.0 R2 4,271.7 4,271.7 4,265.0 R1 4,268.3 4,268.3 4,265.0 4,270.0 PP 4,271.7 4,271.7 4,271.7 4,272.5 S1 4,268.3 4,268.3 4,265.0 4,270.0 S2 4,271.7 4,271.7 4,265.0 S3 4,271.7 4,268.3 4,265.0 S4 4,271.7 4,268.3 4,265.0	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 4,872.7 4,791.3 4,436.0 R3 4,683.7 4,602.3 4,384.0 R2 4,494.7 4,494.7 4,366.7 R1 4,413.3 4,413.3 4,349.3 4,454.0 PP 4,305.7 4,305.7 4,305.7 4,326.0 S1 4,224.3 4,224.3 4,314.7 4,265.0 S2 4,116.7 4,116.7 4,297.4 S3 3,927.7 4,035.3 4,280.0 S4 3,738.7 3,846.3 4,228.1
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,387.0 4,198.0 189.0 4.4% 34.2 0.8% 35% False False 81 10 4,387.0 4,115.0 272.0 6.4% 22.5 0.5% 55% False False 57
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.2 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 4,275.0 2.618 4,275.0 1.618 4,275.0 1.000 4,275.0 0.618 4,275.0 HIGH 4,275.0 0.618 4,275.0 0.500 4,275.0 0.382 4,275.0 LOW 4,275.0 0.618 4,275.0 1.000 4,275.0 1.618 4,275.0 2.618 4,275.0 4.250 4,275.0
Fisher Pivots for day following 31-Oct-2011 Pivot 1 day 3 day R1 4,275.0 4,330.0 PP 4,271.7 4,308.3 S1 4,268.3 4,286.7

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