| Trading Metrics calculated at close of trading on 18-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Nov-2011 | 
                    18-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        11,849 | 
                        11,741 | 
                        -108 | 
                        -0.9% | 
                        12,129 | 
                     
                    
                        | High | 
                        11,931 | 
                        11,859 | 
                        -72 | 
                        -0.6% | 
                        12,203 | 
                     
                    
                        | Low | 
                        11,643 | 
                        11,696 | 
                        53 | 
                        0.5% | 
                        11,643 | 
                     
                    
                        | Close | 
                        11,739 | 
                        11,767 | 
                        28 | 
                        0.2% | 
                        11,767 | 
                     
                    
                        | Range | 
                        288 | 
                        163 | 
                        -125 | 
                        -43.4% | 
                        560 | 
                     
                    
                        | ATR | 
                        272 | 
                        264 | 
                        -8 | 
                        -2.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        175,347 | 
                        114,426 | 
                        -60,921 | 
                        -34.7% | 
                        670,167 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,263 | 
                12,178 | 
                11,857 | 
                 | 
             
            
                | R3 | 
                12,100 | 
                12,015 | 
                11,812 | 
                 | 
             
            
                | R2 | 
                11,937 | 
                11,937 | 
                11,797 | 
                 | 
             
            
                | R1 | 
                11,852 | 
                11,852 | 
                11,782 | 
                11,895 | 
             
            
                | PP | 
                11,774 | 
                11,774 | 
                11,774 | 
                11,795 | 
             
            
                | S1 | 
                11,689 | 
                11,689 | 
                11,752 | 
                11,732 | 
             
            
                | S2 | 
                11,611 | 
                11,611 | 
                11,737 | 
                 | 
             
            
                | S3 | 
                11,448 | 
                11,526 | 
                11,722 | 
                 | 
             
            
                | S4 | 
                11,285 | 
                11,363 | 
                11,677 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,551 | 
                13,219 | 
                12,075 | 
                 | 
             
            
                | R3 | 
                12,991 | 
                12,659 | 
                11,921 | 
                 | 
             
            
                | R2 | 
                12,431 | 
                12,431 | 
                11,870 | 
                 | 
             
            
                | R1 | 
                12,099 | 
                12,099 | 
                11,818 | 
                11,985 | 
             
            
                | PP | 
                11,871 | 
                11,871 | 
                11,871 | 
                11,814 | 
             
            
                | S1 | 
                11,539 | 
                11,539 | 
                11,716 | 
                11,425 | 
             
            
                | S2 | 
                11,311 | 
                11,311 | 
                11,664 | 
                 | 
             
            
                | S3 | 
                10,751 | 
                10,979 | 
                11,613 | 
                 | 
             
            
                | S4 | 
                10,191 | 
                10,419 | 
                11,459 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,203 | 
                11,643 | 
                560 | 
                4.8% | 
                225 | 
                1.9% | 
                22% | 
                False | 
                False | 
                134,033 | 
                 
                
                | 10 | 
                12,203 | 
                11,643 | 
                560 | 
                4.8% | 
                259 | 
                2.2% | 
                22% | 
                False | 
                False | 
                132,730 | 
                 
                
                | 20 | 
                12,228 | 
                11,571 | 
                657 | 
                5.6% | 
                261 | 
                2.2% | 
                30% | 
                False | 
                False | 
                130,154 | 
                 
                
                | 40 | 
                12,228 | 
                10,328 | 
                1,900 | 
                16.1% | 
                275 | 
                2.3% | 
                76% | 
                False | 
                False | 
                135,910 | 
                 
                
                | 60 | 
                12,228 | 
                10,328 | 
                1,900 | 
                16.1% | 
                280 | 
                2.4% | 
                76% | 
                False | 
                False | 
                118,557 | 
                 
                
                | 80 | 
                12,228 | 
                10,328 | 
                1,900 | 
                16.1% | 
                303 | 
                2.6% | 
                76% | 
                False | 
                False | 
                88,980 | 
                 
                
                | 100 | 
                12,675 | 
                10,328 | 
                2,347 | 
                19.9% | 
                274 | 
                2.3% | 
                61% | 
                False | 
                False | 
                71,200 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            12,552 | 
         
        
            | 
2.618             | 
            12,286 | 
         
        
            | 
1.618             | 
            12,123 | 
         
        
            | 
1.000             | 
            12,022 | 
         
        
            | 
0.618             | 
            11,960 | 
         
        
            | 
HIGH             | 
            11,859 | 
         
        
            | 
0.618             | 
            11,797 | 
         
        
            | 
0.500             | 
            11,778 | 
         
        
            | 
0.382             | 
            11,758 | 
         
        
            | 
LOW             | 
            11,696 | 
         
        
            | 
0.618             | 
            11,595 | 
         
        
            | 
1.000             | 
            11,533 | 
         
        
            | 
1.618             | 
            11,432 | 
         
        
            | 
2.618             | 
            11,269 | 
         
        
            | 
4.250             | 
            11,003 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                11,778 | 
                                11,863 | 
                             
                            
                                | PP | 
                                11,774 | 
                                11,831 | 
                             
                            
                                | S1 | 
                                11,771 | 
                                11,799 | 
                             
             
         |