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Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary Previous Current 13-Oct-2011 14-Oct-2011 Change Change % Previous Week Open 6,001.0 5,992.0 -9.0 -0.1% 5,763.0 High 6,001.0 6,079.5 78.5 1.3% 6,079.5 Low 5,946.0 5,957.5 11.5 0.2% 5,713.0 Close 5,946.0 6,000.0 54.0 0.9% 6,000.0 Range 55.0 122.0 67.0 121.8% 366.5 ATR 167.3 164.9 -2.4 -1.4% 0.0 Volume 50 51 1 2.0% 536
Daily Pivots for day following 14-Oct-2011 Classic Woodie Camarilla DeMark R4 6,378.3 6,311.2 6,067.1 R3 6,256.3 6,189.2 6,033.6 R2 6,134.3 6,134.3 6,022.4 R1 6,067.2 6,067.2 6,011.2 6,100.8 PP 6,012.3 6,012.3 6,012.3 6,029.1 S1 5,945.2 5,945.2 5,988.8 5,978.8 S2 5,890.3 5,890.3 5,977.6 S3 5,768.3 5,823.2 5,966.5 S4 5,646.3 5,701.2 5,932.9	Weekly Pivots for week ending 14-Oct-2011 Classic Woodie Camarilla DeMark R4 7,030.3 6,881.7 6,201.6 R3 6,663.8 6,515.2 6,100.8 R2 6,297.3 6,297.3 6,067.2 R1 6,148.7 6,148.7 6,033.6 6,223.0 PP 5,930.8 5,930.8 5,930.8 5,968.0 S1 5,782.2 5,782.2 5,966.4 5,856.5 S2 5,564.3 5,564.3 5,932.8 S3 5,197.8 5,415.7 5,899.2 S4 4,831.3 5,049.2 5,798.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 6,079.5 5,713.0 366.5 6.1% 131.9 2.2% 78% True False 107 10 6,079.5 5,187.5 892.0 14.9% 128.4 2.1% 91% True False 89
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 15.5 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 6,598.0 2.618 6,398.9 1.618 6,276.9 1.000 6,201.5 0.618 6,154.9 HIGH 6,079.5 0.618 6,032.9 0.500 6,018.5 0.382 6,004.1 LOW 5,957.5 0.618 5,882.1 1.000 5,835.5 1.618 5,760.1 2.618 5,638.1 4.250 5,439.0
Fisher Pivots for day following 14-Oct-2011 Pivot 1 day 3 day R1 6,018.5 5,990.1 PP 6,012.3 5,980.2 S1 6,006.2 5,970.3

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