| Trading Metrics calculated at close of trading on 11-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jan-2012 | 
                    11-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,335 | 
                        12,386 | 
                        51 | 
                        0.4% | 
                        12,352 | 
                     
                    
                        | High | 
                        12,463 | 
                        12,409 | 
                        -54 | 
                        -0.4% | 
                        12,415 | 
                     
                    
                        | Low | 
                        12,327 | 
                        12,338 | 
                        11 | 
                        0.1% | 
                        12,219 | 
                     
                    
                        | Close | 
                        12,390 | 
                        12,388 | 
                        -2 | 
                        0.0% | 
                        12,309 | 
                     
                    
                        | Range | 
                        136 | 
                        71 | 
                        -65 | 
                        -47.8% | 
                        196 | 
                     
                    
                        | ATR | 
                        179 | 
                        172 | 
                        -8 | 
                        -4.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        76,133 | 
                        80,736 | 
                        4,603 | 
                        6.0% | 
                        331,876 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,591 | 
                12,561 | 
                12,427 | 
                 | 
             
            
                | R3 | 
                12,520 | 
                12,490 | 
                12,408 | 
                 | 
             
            
                | R2 | 
                12,449 | 
                12,449 | 
                12,401 | 
                 | 
             
            
                | R1 | 
                12,419 | 
                12,419 | 
                12,395 | 
                12,434 | 
             
            
                | PP | 
                12,378 | 
                12,378 | 
                12,378 | 
                12,386 | 
             
            
                | S1 | 
                12,348 | 
                12,348 | 
                12,382 | 
                12,363 | 
             
            
                | S2 | 
                12,307 | 
                12,307 | 
                12,375 | 
                 | 
             
            
                | S3 | 
                12,236 | 
                12,277 | 
                12,369 | 
                 | 
             
            
                | S4 | 
                12,165 | 
                12,206 | 
                12,349 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,902 | 
                12,802 | 
                12,417 | 
                 | 
             
            
                | R3 | 
                12,706 | 
                12,606 | 
                12,363 | 
                 | 
             
            
                | R2 | 
                12,510 | 
                12,510 | 
                12,345 | 
                 | 
             
            
                | R1 | 
                12,410 | 
                12,410 | 
                12,327 | 
                12,362 | 
             
            
                | PP | 
                12,314 | 
                12,314 | 
                12,314 | 
                12,291 | 
             
            
                | S1 | 
                12,214 | 
                12,214 | 
                12,291 | 
                12,166 | 
             
            
                | S2 | 
                12,118 | 
                12,118 | 
                12,273 | 
                 | 
             
            
                | S3 | 
                11,922 | 
                12,018 | 
                12,255 | 
                 | 
             
            
                | S4 | 
                11,726 | 
                11,822 | 
                12,201 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,463 | 
                12,219 | 
                244 | 
                2.0% | 
                120 | 
                1.0% | 
                69% | 
                False | 
                False | 
                82,752 | 
                 
                
                | 10 | 
                12,463 | 
                12,069 | 
                394 | 
                3.2% | 
                124 | 
                1.0% | 
                81% | 
                False | 
                False | 
                70,933 | 
                 
                
                | 20 | 
                12,463 | 
                11,661 | 
                802 | 
                6.5% | 
                159 | 
                1.3% | 
                91% | 
                False | 
                False | 
                80,863 | 
                 
                
                | 40 | 
                12,463 | 
                11,077 | 
                1,386 | 
                11.2% | 
                190 | 
                1.5% | 
                95% | 
                False | 
                False | 
                48,713 | 
                 
                
                | 60 | 
                12,463 | 
                11,077 | 
                1,386 | 
                11.2% | 
                197 | 
                1.6% | 
                95% | 
                False | 
                False | 
                32,483 | 
                 
                
                | 80 | 
                12,463 | 
                10,288 | 
                2,175 | 
                17.6% | 
                214 | 
                1.7% | 
                97% | 
                False | 
                False | 
                24,371 | 
                 
                
                | 100 | 
                12,463 | 
                10,288 | 
                2,175 | 
                17.6% | 
                186 | 
                1.5% | 
                97% | 
                False | 
                False | 
                19,499 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            12,711 | 
         
        
            | 
2.618             | 
            12,595 | 
         
        
            | 
1.618             | 
            12,524 | 
         
        
            | 
1.000             | 
            12,480 | 
         
        
            | 
0.618             | 
            12,453 | 
         
        
            | 
HIGH             | 
            12,409 | 
         
        
            | 
0.618             | 
            12,382 | 
         
        
            | 
0.500             | 
            12,374 | 
         
        
            | 
0.382             | 
            12,365 | 
         
        
            | 
LOW             | 
            12,338 | 
         
        
            | 
0.618             | 
            12,294 | 
         
        
            | 
1.000             | 
            12,267 | 
         
        
            | 
1.618             | 
            12,223 | 
         
        
            | 
2.618             | 
            12,152 | 
         
        
            | 
4.250             | 
            12,036 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,383 | 
                                12,378 | 
                             
                            
                                | PP | 
                                12,378 | 
                                12,368 | 
                             
                            
                                | S1 | 
                                12,374 | 
                                12,358 | 
                             
             
         |