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Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary Previous Current 21-Sep-2012 24-Sep-2012 Change Change % Previous Week Open 141.18 141.71 0.53 0.4% 139.99 High 141.56 141.93 0.37 0.3% 141.75 Low 141.11 141.69 0.58 0.4% 139.73 Close 141.39 141.86 0.47 0.3% 141.39 Range 0.45 0.24 -0.21 -46.7% 2.02 ATR 0.89 0.87 -0.03 -2.8% 0.00 Volume 252 1,371 1,119 444.0% 25,524
Daily Pivots for day following 24-Sep-2012 Classic Woodie Camarilla DeMark R4 142.55 142.44 141.99 R3 142.31 142.20 141.93 R2 142.07 142.07 141.90 R1 141.96 141.96 141.88 142.02 PP 141.83 141.83 141.83 141.85 S1 141.72 141.72 141.84 141.78 S2 141.59 141.59 141.82 S3 141.35 141.48 141.79 S4 141.11 141.24 141.73	Weekly Pivots for week ending 21-Sep-2012 Classic Woodie Camarilla DeMark R4 147.02 146.22 142.50 R3 145.00 144.20 141.95 R2 142.98 142.98 141.76 R1 142.18 142.18 141.58 142.58 PP 140.96 140.96 140.96 141.16 S1 140.16 140.16 141.20 140.56 S2 138.94 138.94 141.02 S3 136.92 138.14 140.83 S4 134.90 136.12 140.28
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 141.93 140.37 1.56 1.1% 0.53 0.4% 96% True False 2,540 10 142.12 139.73 2.39 1.7% 0.69 0.5% 89% False False 2,776 20 144.07 139.73 4.34 3.1% 0.77 0.5% 49% False False 4,607
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.09 Narrowest range in 23 trading days	Fibonacci Retracements and Extensions 4.250 142.95 2.618 142.56 1.618 142.32 1.000 142.17 0.618 142.08 HIGH 141.93 0.618 141.84 0.500 141.81 0.382 141.78 LOW 141.69 0.618 141.54 1.000 141.45 1.618 141.30 2.618 141.06 4.250 140.67
Fisher Pivots for day following 24-Sep-2012 Pivot 1 day 3 day R1 141.84 141.75 PP 141.83 141.63 S1 141.81 141.52

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