| Trading Metrics calculated at close of trading on 23-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2011 | 
                    23-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,028 | 
                        12,110 | 
                        82 | 
                        0.7% | 
                        11,793 | 
                     
                    
                        | High | 
                        12,119 | 
                        12,230 | 
                        111 | 
                        0.9% | 
                        12,230 | 
                     
                    
                        | Low | 
                        11,994 | 
                        12,101 | 
                        107 | 
                        0.9% | 
                        11,661 | 
                     
                    
                        | Close | 
                        12,103 | 
                        12,217 | 
                        114 | 
                        0.9% | 
                        12,217 | 
                     
                    
                        | Range | 
                        125 | 
                        129 | 
                        4 | 
                        3.2% | 
                        569 | 
                     
                    
                        | ATR | 
                        230 | 
                        223 | 
                        -7 | 
                        -3.1% | 
                        0 | 
                     
                    
                        | Volume | 
                        59,547 | 
                        38,138 | 
                        -21,409 | 
                        -36.0% | 
                        382,302 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,570 | 
                12,522 | 
                12,288 | 
                 | 
             
            
                | R3 | 
                12,441 | 
                12,393 | 
                12,253 | 
                 | 
             
            
                | R2 | 
                12,312 | 
                12,312 | 
                12,241 | 
                 | 
             
            
                | R1 | 
                12,264 | 
                12,264 | 
                12,229 | 
                12,288 | 
             
            
                | PP | 
                12,183 | 
                12,183 | 
                12,183 | 
                12,195 | 
             
            
                | S1 | 
                12,135 | 
                12,135 | 
                12,205 | 
                12,159 | 
             
            
                | S2 | 
                12,054 | 
                12,054 | 
                12,193 | 
                 | 
             
            
                | S3 | 
                11,925 | 
                12,006 | 
                12,182 | 
                 | 
             
            
                | S4 | 
                11,796 | 
                11,877 | 
                12,146 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,743 | 
                13,549 | 
                12,530 | 
                 | 
             
            
                | R3 | 
                13,174 | 
                12,980 | 
                12,374 | 
                 | 
             
            
                | R2 | 
                12,605 | 
                12,605 | 
                12,321 | 
                 | 
             
            
                | R1 | 
                12,411 | 
                12,411 | 
                12,269 | 
                12,508 | 
             
            
                | PP | 
                12,036 | 
                12,036 | 
                12,036 | 
                12,085 | 
             
            
                | S1 | 
                11,842 | 
                11,842 | 
                12,165 | 
                11,939 | 
             
            
                | S2 | 
                11,467 | 
                11,467 | 
                12,113 | 
                 | 
             
            
                | S3 | 
                10,898 | 
                11,273 | 
                12,061 | 
                 | 
             
            
                | S4 | 
                10,329 | 
                10,704 | 
                11,904 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,230 | 
                11,661 | 
                569 | 
                4.7% | 
                207 | 
                1.7% | 
                98% | 
                True | 
                False | 
                76,460 | 
                 
                
                | 10 | 
                12,230 | 
                11,661 | 
                569 | 
                4.7% | 
                217 | 
                1.8% | 
                98% | 
                True | 
                False | 
                101,195 | 
                 
                
                | 20 | 
                12,230 | 
                11,260 | 
                970 | 
                7.9% | 
                226 | 
                1.8% | 
                99% | 
                True | 
                False | 
                60,394 | 
                 
                
                | 40 | 
                12,230 | 
                11,077 | 
                1,153 | 
                9.4% | 
                215 | 
                1.8% | 
                99% | 
                True | 
                False | 
                30,235 | 
                 
                
                | 60 | 
                12,230 | 
                10,288 | 
                1,942 | 
                15.9% | 
                215 | 
                1.8% | 
                99% | 
                True | 
                False | 
                20,165 | 
                 
                
                | 80 | 
                12,230 | 
                10,288 | 
                1,942 | 
                15.9% | 
                216 | 
                1.8% | 
                99% | 
                True | 
                False | 
                15,131 | 
                 
                
                | 100 | 
                12,230 | 
                10,288 | 
                1,942 | 
                15.9% | 
                173 | 
                1.4% | 
                99% | 
                True | 
                False | 
                12,105 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            12,778 | 
         
        
            | 
2.618             | 
            12,568 | 
         
        
            | 
1.618             | 
            12,439 | 
         
        
            | 
1.000             | 
            12,359 | 
         
        
            | 
0.618             | 
            12,310 | 
         
        
            | 
HIGH             | 
            12,230 | 
         
        
            | 
0.618             | 
            12,181 | 
         
        
            | 
0.500             | 
            12,166 | 
         
        
            | 
0.382             | 
            12,150 | 
         
        
            | 
LOW             | 
            12,101 | 
         
        
            | 
0.618             | 
            12,021 | 
         
        
            | 
1.000             | 
            11,972 | 
         
        
            | 
1.618             | 
            11,892 | 
         
        
            | 
2.618             | 
            11,763 | 
         
        
            | 
4.250             | 
            11,553 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,200 | 
                                12,171 | 
                             
                            
                                | PP | 
                                12,183 | 
                                12,125 | 
                             
                            
                                | S1 | 
                                12,166 | 
                                12,079 | 
                             
             
         |