| Trading Metrics calculated at close of trading on 16-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Dec-2011 | 
                    16-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        11,760 | 
                        11,820 | 
                        60 | 
                        0.5% | 
                        12,129 | 
                     
                    
                        | High | 
                        11,897 | 
                        11,909 | 
                        12 | 
                        0.1% | 
                        12,153 | 
                     
                    
                        | Low | 
                        11,694 | 
                        11,746 | 
                        52 | 
                        0.4% | 
                        11,694 | 
                     
                    
                        | Close | 
                        11,822 | 
                        11,778 | 
                        -44 | 
                        -0.4% | 
                        11,778 | 
                     
                    
                        | Range | 
                        203 | 
                        163 | 
                        -40 | 
                        -19.7% | 
                        459 | 
                     
                    
                        | ATR | 
                        237 | 
                        232 | 
                        -5 | 
                        -2.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        87,805 | 
                        108,448 | 
                        20,643 | 
                        23.5% | 
                        629,654 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,300 | 
                12,202 | 
                11,868 | 
                 | 
             
            
                | R3 | 
                12,137 | 
                12,039 | 
                11,823 | 
                 | 
             
            
                | R2 | 
                11,974 | 
                11,974 | 
                11,808 | 
                 | 
             
            
                | R1 | 
                11,876 | 
                11,876 | 
                11,793 | 
                11,844 | 
             
            
                | PP | 
                11,811 | 
                11,811 | 
                11,811 | 
                11,795 | 
             
            
                | S1 | 
                11,713 | 
                11,713 | 
                11,763 | 
                11,681 | 
             
            
                | S2 | 
                11,648 | 
                11,648 | 
                11,748 | 
                 | 
             
            
                | S3 | 
                11,485 | 
                11,550 | 
                11,733 | 
                 | 
             
            
                | S4 | 
                11,322 | 
                11,387 | 
                11,688 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,252 | 
                12,974 | 
                12,031 | 
                 | 
             
            
                | R3 | 
                12,793 | 
                12,515 | 
                11,904 | 
                 | 
             
            
                | R2 | 
                12,334 | 
                12,334 | 
                11,862 | 
                 | 
             
            
                | R1 | 
                12,056 | 
                12,056 | 
                11,820 | 
                11,966 | 
             
            
                | PP | 
                11,875 | 
                11,875 | 
                11,875 | 
                11,830 | 
             
            
                | S1 | 
                11,597 | 
                11,597 | 
                11,736 | 
                11,507 | 
             
            
                | S2 | 
                11,416 | 
                11,416 | 
                11,694 | 
                 | 
             
            
                | S3 | 
                10,957 | 
                11,138 | 
                11,652 | 
                 | 
             
            
                | S4 | 
                10,498 | 
                10,679 | 
                11,526 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,153 | 
                11,694 | 
                459 | 
                3.9% | 
                226 | 
                1.9% | 
                18% | 
                False | 
                False | 
                125,930 | 
                 
                
                | 10 | 
                12,226 | 
                11,694 | 
                532 | 
                4.5% | 
                227 | 
                1.9% | 
                16% | 
                False | 
                False | 
                82,445 | 
                 
                
                | 20 | 
                12,226 | 
                11,077 | 
                1,149 | 
                9.8% | 
                222 | 
                1.9% | 
                61% | 
                False | 
                False | 
                41,334 | 
                 
                
                | 40 | 
                12,226 | 
                11,077 | 
                1,149 | 
                9.8% | 
                214 | 
                1.8% | 
                61% | 
                False | 
                False | 
                20,679 | 
                 
                
                | 60 | 
                12,226 | 
                10,288 | 
                1,938 | 
                16.5% | 
                225 | 
                1.9% | 
                77% | 
                False | 
                False | 
                13,798 | 
                 
                
                | 80 | 
                12,226 | 
                10,288 | 
                1,938 | 
                16.5% | 
                203 | 
                1.7% | 
                77% | 
                False | 
                False | 
                10,352 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            12,602 | 
         
        
            | 
2.618             | 
            12,336 | 
         
        
            | 
1.618             | 
            12,173 | 
         
        
            | 
1.000             | 
            12,072 | 
         
        
            | 
0.618             | 
            12,010 | 
         
        
            | 
HIGH             | 
            11,909 | 
         
        
            | 
0.618             | 
            11,847 | 
         
        
            | 
0.500             | 
            11,828 | 
         
        
            | 
0.382             | 
            11,808 | 
         
        
            | 
LOW             | 
            11,746 | 
         
        
            | 
0.618             | 
            11,645 | 
         
        
            | 
1.000             | 
            11,583 | 
         
        
            | 
1.618             | 
            11,482 | 
         
        
            | 
2.618             | 
            11,319 | 
         
        
            | 
4.250             | 
            11,053 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                11,828 | 
                                11,820 | 
                             
                            
                                | PP | 
                                11,811 | 
                                11,806 | 
                             
                            
                                | S1 | 
                                11,795 | 
                                11,792 | 
                             
             
         |