| Trading Metrics calculated at close of trading on 24-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Oct-2011 | 
                    24-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,700 | 
                        8,745 | 
                        45 | 
                        0.5% | 
                        8,900 | 
                     
                    
                        | High | 
                        8,760 | 
                        8,860 | 
                        100 | 
                        1.1% | 
                        8,960 | 
                     
                    
                        | Low | 
                        8,670 | 
                        8,745 | 
                        75 | 
                        0.9% | 
                        8,650 | 
                     
                    
                        | Close | 
                        8,750 | 
                        8,840 | 
                        90 | 
                        1.0% | 
                        8,750 | 
                     
                    
                        | Range | 
                        90 | 
                        115 | 
                        25 | 
                        27.8% | 
                        310 | 
                     
                    
                        | ATR | 
                        167 | 
                        163 | 
                        -4 | 
                        -2.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        4,792 | 
                        4,650 | 
                        -142 | 
                        -3.0% | 
                        31,745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,160 | 
                9,115 | 
                8,903 | 
                 | 
             
            
                | R3 | 
                9,045 | 
                9,000 | 
                8,872 | 
                 | 
             
            
                | R2 | 
                8,930 | 
                8,930 | 
                8,861 | 
                 | 
             
            
                | R1 | 
                8,885 | 
                8,885 | 
                8,851 | 
                8,908 | 
             
            
                | PP | 
                8,815 | 
                8,815 | 
                8,815 | 
                8,826 | 
             
            
                | S1 | 
                8,770 | 
                8,770 | 
                8,830 | 
                8,793 | 
             
            
                | S2 | 
                8,700 | 
                8,700 | 
                8,819 | 
                 | 
             
            
                | S3 | 
                8,585 | 
                8,655 | 
                8,809 | 
                 | 
             
            
                | S4 | 
                8,470 | 
                8,540 | 
                8,777 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,717 | 
                9,543 | 
                8,921 | 
                 | 
             
            
                | R3 | 
                9,407 | 
                9,233 | 
                8,835 | 
                 | 
             
            
                | R2 | 
                9,097 | 
                9,097 | 
                8,807 | 
                 | 
             
            
                | R1 | 
                8,923 | 
                8,923 | 
                8,779 | 
                8,855 | 
             
            
                | PP | 
                8,787 | 
                8,787 | 
                8,787 | 
                8,753 | 
             
            
                | S1 | 
                8,613 | 
                8,613 | 
                8,722 | 
                8,545 | 
             
            
                | S2 | 
                8,477 | 
                8,477 | 
                8,693 | 
                 | 
             
            
                | S3 | 
                8,167 | 
                8,303 | 
                8,665 | 
                 | 
             
            
                | S4 | 
                7,857 | 
                7,993 | 
                8,580 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                8,895 | 
                8,650 | 
                245 | 
                2.8% | 
                143 | 
                1.6% | 
                78% | 
                False | 
                False | 
                5,775 | 
                 
                
                | 10 | 
                8,960 | 
                8,650 | 
                310 | 
                3.5% | 
                145 | 
                1.6% | 
                61% | 
                False | 
                False | 
                6,181 | 
                 
                
                | 20 | 
                8,960 | 
                8,345 | 
                615 | 
                7.0% | 
                169 | 
                1.9% | 
                80% | 
                False | 
                False | 
                6,775 | 
                 
                
                | 40 | 
                9,045 | 
                8,280 | 
                765 | 
                8.7% | 
                174 | 
                2.0% | 
                73% | 
                False | 
                False | 
                7,544 | 
                 
                
                | 60 | 
                9,950 | 
                8,280 | 
                1,670 | 
                18.9% | 
                172 | 
                1.9% | 
                34% | 
                False | 
                False | 
                5,048 | 
                 
                
                | 80 | 
                10,120 | 
                8,280 | 
                1,840 | 
                20.8% | 
                129 | 
                1.5% | 
                30% | 
                False | 
                False | 
                3,789 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,349 | 
         
        
            | 
2.618             | 
            9,161 | 
         
        
            | 
1.618             | 
            9,046 | 
         
        
            | 
1.000             | 
            8,975 | 
         
        
            | 
0.618             | 
            8,931 | 
         
        
            | 
HIGH             | 
            8,860 | 
         
        
            | 
0.618             | 
            8,816 | 
         
        
            | 
0.500             | 
            8,803 | 
         
        
            | 
0.382             | 
            8,789 | 
         
        
            | 
LOW             | 
            8,745 | 
         
        
            | 
0.618             | 
            8,674 | 
         
        
            | 
1.000             | 
            8,630 | 
         
        
            | 
1.618             | 
            8,559 | 
         
        
            | 
2.618             | 
            8,444 | 
         
        
            | 
4.250             | 
            8,256 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                8,828 | 
                                8,812 | 
                             
                            
                                | PP | 
                                8,815 | 
                                8,783 | 
                             
                            
                                | S1 | 
                                8,803 | 
                                8,755 | 
                             
             
         |