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Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary Previous Current 24-Jul-2012 25-Jul-2012 Change Change % Previous Week Open 5,391.0 5,380.5 -10.5 -0.2% 5,551.5 High 5,391.0 5,380.5 -10.5 -0.2% 5,593.0 Low 5,391.0 5,380.5 -10.5 -0.2% 5,508.0 Close 5,391.0 5,377.5 -13.5 -0.3% 5,539.0 Range ATR 44.1 41.7 -2.4 -5.4% 0.0 Volume 36 36 0 0.0% 180
Daily Pivots for day following 25-Jul-2012 Classic Woodie Camarilla DeMark R4 5,379.5 5,378.5 5,377.5 R3 5,379.5 5,378.5 5,377.5 R2 5,379.5 5,379.5 5,377.5 R1 5,378.5 5,378.5 5,377.5 5,379.0 PP 5,379.5 5,379.5 5,379.5 5,380.0 S1 5,378.5 5,378.5 5,377.5 5,379.0 S2 5,379.5 5,379.5 5,377.5 S3 5,379.5 5,378.5 5,377.5 S4 5,379.5 5,378.5 5,377.5	Weekly Pivots for week ending 20-Jul-2012 Classic Woodie Camarilla DeMark R4 5,801.5 5,755.5 5,586.0 R3 5,716.5 5,670.5 5,562.5 R2 5,631.5 5,631.5 5,554.5 R1 5,585.5 5,585.5 5,547.0 5,566.0 PP 5,546.5 5,546.5 5,546.5 5,537.0 S1 5,500.5 5,500.5 5,531.0 5,481.0 S2 5,461.5 5,461.5 5,523.5 S3 5,376.5 5,415.5 5,515.5 S4 5,291.5 5,330.5 5,492.0
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 5,593.0 5,380.5 212.5 4.0% 0.0 0.0% -1% False True 36 10 5,593.0 5,380.5 212.5 4.0% 3.0 0.1% -1% False True 34 20 5,600.0 5,377.5 222.5 4.1% 4.5 0.1% 0% False False 33
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.9	Fibonacci Retracements and Extensions 4.250 5,380.5 2.618 5,380.5 1.618 5,380.5 1.000 5,380.5 0.618 5,380.5 HIGH 5,380.5 0.618 5,380.5 0.500 5,380.5 0.382 5,380.5 LOW 5,380.5 0.618 5,380.5 1.000 5,380.5 1.618 5,380.5 2.618 5,380.5 4.250 5,380.5
Fisher Pivots for day following 25-Jul-2012 Pivot 1 day 3 day R1 5,380.5 5,398.0 PP 5,379.5 5,391.0 S1 5,378.5 5,384.0

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