| Trading Metrics calculated at close of trading on 12-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jan-2012 | 
                    12-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,386 | 
                        12,390 | 
                        4 | 
                        0.0% | 
                        12,352 | 
                     
                    
                        | High | 
                        12,409 | 
                        12,465 | 
                        56 | 
                        0.5% | 
                        12,415 | 
                     
                    
                        | Low | 
                        12,338 | 
                        12,323 | 
                        -15 | 
                        -0.1% | 
                        12,219 | 
                     
                    
                        | Close | 
                        12,388 | 
                        12,413 | 
                        25 | 
                        0.2% | 
                        12,309 | 
                     
                    
                        | Range | 
                        71 | 
                        142 | 
                        71 | 
                        100.0% | 
                        196 | 
                     
                    
                        | ATR | 
                        172 | 
                        169 | 
                        -2 | 
                        -1.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        80,736 | 
                        82,979 | 
                        2,243 | 
                        2.8% | 
                        331,876 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,826 | 
                12,762 | 
                12,491 | 
                 | 
             
            
                | R3 | 
                12,684 | 
                12,620 | 
                12,452 | 
                 | 
             
            
                | R2 | 
                12,542 | 
                12,542 | 
                12,439 | 
                 | 
             
            
                | R1 | 
                12,478 | 
                12,478 | 
                12,426 | 
                12,510 | 
             
            
                | PP | 
                12,400 | 
                12,400 | 
                12,400 | 
                12,417 | 
             
            
                | S1 | 
                12,336 | 
                12,336 | 
                12,400 | 
                12,368 | 
             
            
                | S2 | 
                12,258 | 
                12,258 | 
                12,387 | 
                 | 
             
            
                | S3 | 
                12,116 | 
                12,194 | 
                12,374 | 
                 | 
             
            
                | S4 | 
                11,974 | 
                12,052 | 
                12,335 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,465 | 
                12,252 | 
                213 | 
                1.7% | 
                117 | 
                0.9% | 
                76% | 
                True | 
                False | 
                80,419 | 
                 
                
                | 10 | 
                12,465 | 
                12,078 | 
                387 | 
                3.1% | 
                119 | 
                1.0% | 
                87% | 
                True | 
                False | 
                73,851 | 
                 
                
                | 20 | 
                12,465 | 
                11,661 | 
                804 | 
                6.5% | 
                154 | 
                1.2% | 
                94% | 
                True | 
                False | 
                77,496 | 
                 
                
                | 40 | 
                12,465 | 
                11,077 | 
                1,388 | 
                11.2% | 
                189 | 
                1.5% | 
                96% | 
                True | 
                False | 
                50,787 | 
                 
                
                | 60 | 
                12,465 | 
                11,077 | 
                1,388 | 
                11.2% | 
                194 | 
                1.6% | 
                96% | 
                True | 
                False | 
                33,866 | 
                 
                
                | 80 | 
                12,465 | 
                10,288 | 
                2,177 | 
                17.5% | 
                214 | 
                1.7% | 
                98% | 
                True | 
                False | 
                25,408 | 
                 
                
                | 100 | 
                12,465 | 
                10,288 | 
                2,177 | 
                17.5% | 
                188 | 
                1.5% | 
                98% | 
                True | 
                False | 
                20,329 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,069 | 
         
        
            | 
2.618             | 
            12,837 | 
         
        
            | 
1.618             | 
            12,695 | 
         
        
            | 
1.000             | 
            12,607 | 
         
        
            | 
0.618             | 
            12,553 | 
         
        
            | 
HIGH             | 
            12,465 | 
         
        
            | 
0.618             | 
            12,411 | 
         
        
            | 
0.500             | 
            12,394 | 
         
        
            | 
0.382             | 
            12,377 | 
         
        
            | 
LOW             | 
            12,323 | 
         
        
            | 
0.618             | 
            12,235 | 
         
        
            | 
1.000             | 
            12,181 | 
         
        
            | 
1.618             | 
            12,093 | 
         
        
            | 
2.618             | 
            11,951 | 
         
        
            | 
4.250             | 
            11,720 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,407 | 
                                12,407 | 
                             
                            
                                | PP | 
                                12,400 | 
                                12,400 | 
                             
                            
                                | S1 | 
                                12,394 | 
                                12,394 | 
                             
             
         |