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Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary Previous Current 03-Nov-2011 04-Nov-2011 Change Change % Previous Week Open 5,390.5 5,459.0 68.5 1.3% 5,545.0 High 5,419.0 5,459.0 40.0 0.7% 5,545.0 Low 5,390.5 5,459.0 68.5 1.3% 5,318.0 Close 5,473.0 5,459.0 -14.0 -0.3% 5,459.0 Range 28.5 0.0 -28.5 -100.0% 227.0 ATR 75.7 71.3 -4.4 -5.8% 0.0 Volume 61 61 0 0.0% 158
Daily Pivots for day following 04-Nov-2011 Classic Woodie Camarilla DeMark R4 5,459.0 5,459.0 5,459.0 R3 5,459.0 5,459.0 5,459.0 R2 5,459.0 5,459.0 5,459.0 R1 5,459.0 5,459.0 5,459.0 5,459.0 PP 5,459.0 5,459.0 5,459.0 5,459.0 S1 5,459.0 5,459.0 5,459.0 5,459.0 S2 5,459.0 5,459.0 5,459.0 S3 5,459.0 5,459.0 5,459.0 S4 5,459.0 5,459.0 5,459.0	Weekly Pivots for week ending 04-Nov-2011 Classic Woodie Camarilla DeMark R4 6,121.5 6,017.5 5,584.0 R3 5,894.5 5,790.5 5,521.5 R2 5,667.5 5,667.5 5,500.5 R1 5,563.5 5,563.5 5,480.0 5,502.0 PP 5,440.5 5,440.5 5,440.5 5,410.0 S1 5,336.5 5,336.5 5,438.0 5,275.0 S2 5,213.5 5,213.5 5,417.5 S3 4,986.5 5,109.5 5,396.5 S4 4,759.5 4,882.5 5,334.0
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 5,545.0 5,318.0 227.0 4.2% 12.5 0.2% 62% False False 31 10 5,644.5 5,318.0 326.5 6.0% 17.0 0.3% 43% False False 70 20 5,644.5 5,285.5 359.0 6.6% 11.0 0.2% 48% False False 43
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 True Stretch 3.5 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 5,459.0 2.618 5,459.0 1.618 5,459.0 1.000 5,459.0 0.618 5,459.0 HIGH 5,459.0 0.618 5,459.0 0.500 5,459.0 0.382 5,459.0 LOW 5,459.0 0.618 5,459.0 1.000 5,459.0 1.618 5,459.0 2.618 5,459.0 4.250 5,459.0
Fisher Pivots for day following 04-Nov-2011 Pivot 1 day 3 day R1 5,459.0 5,447.5 PP 5,459.0 5,436.0 S1 5,459.0 5,425.0

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