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Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary Previous Current 07-Oct-2011 10-Oct-2011 Change Change % Previous Week Open 1,658.8 1,648.8 -10.0 -0.6% 1,631.0 High 1,668.5 1,674.2 5.7 0.3% 1,681.0 Low 1,640.9 1,648.8 7.9 0.5% 1,604.5 Close 1,640.9 1,676.1 35.2 2.1% 1,640.9 Range 27.6 25.4 -2.2 -8.0% 76.5 ATR 51.1 49.9 -1.3 -2.5% 0.0 Volume 580 153 -427 -73.6% 1,776
Daily Pivots for day following 10-Oct-2011 Classic Woodie Camarilla DeMark R4 1,742.6 1,734.7 1,690.1 R3 1,717.2 1,709.3 1,683.1 R2 1,691.8 1,691.8 1,680.8 R1 1,683.9 1,683.9 1,678.4 1,687.9 PP 1,666.4 1,666.4 1,666.4 1,668.3 S1 1,658.5 1,658.5 1,673.8 1,662.5 S2 1,641.0 1,641.0 1,671.4 S3 1,615.6 1,633.1 1,669.1 S4 1,590.2 1,607.7 1,662.1	Weekly Pivots for week ending 07-Oct-2011 Classic Woodie Camarilla DeMark R4 1,871.6 1,832.8 1,683.0 R3 1,795.1 1,756.3 1,661.9 R2 1,718.6 1,718.6 1,654.9 R1 1,679.8 1,679.8 1,647.9 1,699.2 PP 1,642.1 1,642.1 1,642.1 1,651.9 S1 1,603.3 1,603.3 1,633.9 1,622.7 S2 1,565.6 1,565.6 1,626.9 S3 1,489.1 1,526.8 1,619.9 S4 1,412.6 1,450.3 1,598.8
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,681.0 1,604.5 76.5 4.6% 36.5 2.2% 94% False False 299 10 1,683.1 1,596.3 86.8 5.2% 38.5 2.3% 92% False False 353 20 1,852.6 1,544.1 308.5 18.4% 47.5 2.8% 43% False False 383
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 7.9 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,782.2 2.618 1,740.7 1.618 1,715.3 1.000 1,699.6 0.618 1,689.9 HIGH 1,674.2 0.618 1,664.5 0.500 1,661.5 0.382 1,658.5 LOW 1,648.8 0.618 1,633.1 1.000 1,623.4 1.618 1,607.7 2.618 1,582.3 4.250 1,540.9
Fisher Pivots for day following 10-Oct-2011 Pivot 1 day 3 day R1 1,671.2 1,669.8 PP 1,666.4 1,663.6 S1 1,661.5 1,657.3

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