| Trading Metrics calculated at close of trading on 05-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jan-2012 | 
                    05-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,336 | 
                        12,360 | 
                        24 | 
                        0.2% | 
                        12,235 | 
                     
                    
                        | High | 
                        12,366 | 
                        12,373 | 
                        7 | 
                        0.1% | 
                        12,260 | 
                     
                    
                        | Low | 
                        12,273 | 
                        12,219 | 
                        -54 | 
                        -0.4% | 
                        12,069 | 
                     
                    
                        | Close | 
                        12,356 | 
                        12,331 | 
                        -25 | 
                        -0.2% | 
                        12,150 | 
                     
                    
                        | Range | 
                        93 | 
                        154 | 
                        61 | 
                        65.6% | 
                        191 | 
                     
                    
                        | ATR | 
                        196 | 
                        193 | 
                        -3 | 
                        -1.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        77,339 | 
                        94,645 | 
                        17,306 | 
                        22.4% | 
                        172,235 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,770 | 
                12,704 | 
                12,416 | 
                 | 
             
            
                | R3 | 
                12,616 | 
                12,550 | 
                12,373 | 
                 | 
             
            
                | R2 | 
                12,462 | 
                12,462 | 
                12,359 | 
                 | 
             
            
                | R1 | 
                12,396 | 
                12,396 | 
                12,345 | 
                12,352 | 
             
            
                | PP | 
                12,308 | 
                12,308 | 
                12,308 | 
                12,286 | 
             
            
                | S1 | 
                12,242 | 
                12,242 | 
                12,317 | 
                12,198 | 
             
            
                | S2 | 
                12,154 | 
                12,154 | 
                12,303 | 
                 | 
             
            
                | S3 | 
                12,000 | 
                12,088 | 
                12,289 | 
                 | 
             
            
                | S4 | 
                11,846 | 
                11,934 | 
                12,246 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,733 | 
                12,632 | 
                12,255 | 
                 | 
             
            
                | R3 | 
                12,542 | 
                12,441 | 
                12,203 | 
                 | 
             
            
                | R2 | 
                12,351 | 
                12,351 | 
                12,185 | 
                 | 
             
            
                | R1 | 
                12,250 | 
                12,250 | 
                12,168 | 
                12,205 | 
             
            
                | PP | 
                12,160 | 
                12,160 | 
                12,160 | 
                12,137 | 
             
            
                | S1 | 
                12,059 | 
                12,059 | 
                12,133 | 
                12,014 | 
             
            
                | S2 | 
                11,969 | 
                11,969 | 
                12,115 | 
                 | 
             
            
                | S3 | 
                11,778 | 
                11,868 | 
                12,098 | 
                 | 
             
            
                | S4 | 
                11,587 | 
                11,677 | 
                12,045 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,415 | 
                12,078 | 
                337 | 
                2.7% | 
                122 | 
                1.0% | 
                75% | 
                False | 
                False | 
                67,283 | 
                 
                
                | 10 | 
                12,415 | 
                11,928 | 
                487 | 
                3.9% | 
                135 | 
                1.1% | 
                83% | 
                False | 
                False | 
                61,928 | 
                 
                
                | 20 | 
                12,415 | 
                11,661 | 
                754 | 
                6.1% | 
                190 | 
                1.5% | 
                89% | 
                False | 
                False | 
                81,219 | 
                 
                
                | 40 | 
                12,415 | 
                11,077 | 
                1,338 | 
                10.9% | 
                205 | 
                1.7% | 
                94% | 
                False | 
                False | 
                40,738 | 
                 
                
                | 60 | 
                12,415 | 
                11,077 | 
                1,338 | 
                10.9% | 
                200 | 
                1.6% | 
                94% | 
                False | 
                False | 
                27,166 | 
                 
                
                | 80 | 
                12,415 | 
                10,288 | 
                2,127 | 
                17.2% | 
                219 | 
                1.8% | 
                96% | 
                False | 
                False | 
                20,384 | 
                 
                
                | 100 | 
                12,415 | 
                10,288 | 
                2,127 | 
                17.2% | 
                182 | 
                1.5% | 
                96% | 
                False | 
                False | 
                16,308 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,028 | 
         
        
            | 
2.618             | 
            12,776 | 
         
        
            | 
1.618             | 
            12,622 | 
         
        
            | 
1.000             | 
            12,527 | 
         
        
            | 
0.618             | 
            12,468 | 
         
        
            | 
HIGH             | 
            12,373 | 
         
        
            | 
0.618             | 
            12,314 | 
         
        
            | 
0.500             | 
            12,296 | 
         
        
            | 
0.382             | 
            12,278 | 
         
        
            | 
LOW             | 
            12,219 | 
         
        
            | 
0.618             | 
            12,124 | 
         
        
            | 
1.000             | 
            12,065 | 
         
        
            | 
1.618             | 
            11,970 | 
         
        
            | 
2.618             | 
            11,816 | 
         
        
            | 
4.250             | 
            11,565 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,319 | 
                                12,326 | 
                             
                            
                                | PP | 
                                12,308 | 
                                12,322 | 
                             
                            
                                | S1 | 
                                12,296 | 
                                12,317 | 
                             
             
         |