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Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary Previous Current 02-Nov-2012 05-Nov-2012 Change Change % Previous Week Open 1,717.3 1,687.3 -30.0 -1.7% 1,716.3 High 1,718.0 1,691.9 -26.1 -1.5% 1,732.5 Low 1,683.1 1,680.9 -2.2 -0.1% 1,683.1 Close 1,683.1 1,691.2 8.1 0.5% 1,683.1 Range 34.9 11.0 -23.9 -68.5% 49.4 ATR 14.0 13.8 -0.2 -1.5% 0.0 Volume 348 3,844 3,496 1,004.6% 1,501
Daily Pivots for day following 05-Nov-2012 Classic Woodie Camarilla DeMark R4 1,721.0 1,717.1 1,697.3 R3 1,710.0 1,706.1 1,694.2 R2 1,699.0 1,699.0 1,693.2 R1 1,695.1 1,695.1 1,692.2 1,697.1 PP 1,688.0 1,688.0 1,688.0 1,689.0 S1 1,684.1 1,684.1 1,690.2 1,686.1 S2 1,677.0 1,677.0 1,689.2 S3 1,666.0 1,673.1 1,688.2 S4 1,655.0 1,662.1 1,685.2	Weekly Pivots for week ending 02-Nov-2012 Classic Woodie Camarilla DeMark R4 1,847.8 1,814.8 1,710.3 R3 1,798.4 1,765.4 1,696.7 R2 1,749.0 1,749.0 1,692.2 R1 1,716.0 1,716.0 1,687.6 1,707.8 PP 1,699.6 1,699.6 1,699.6 1,695.5 S1 1,666.6 1,666.6 1,678.6 1,658.4 S2 1,650.2 1,650.2 1,674.0 S3 1,600.8 1,617.2 1,669.5 S4 1,551.4 1,567.8 1,655.9
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,732.5 1,680.9 51.6 3.1% 13.2 0.8% 20% False True 1,019 10 1,737.3 1,680.9 56.4 3.3% 12.3 0.7% 18% False True 889
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 False Stretch 1.9 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,738.7 2.618 1,720.7 1.618 1,709.7 1.000 1,702.9 0.618 1,698.7 HIGH 1,691.9 0.618 1,687.7 0.500 1,686.4 0.382 1,685.1 LOW 1,680.9 0.618 1,674.1 1.000 1,669.9 1.618 1,663.1 2.618 1,652.1 4.250 1,634.2
Fisher Pivots for day following 05-Nov-2012 Pivot 1 day 3 day R1 1,689.6 1,706.7 PP 1,688.0 1,701.5 S1 1,686.4 1,696.4

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