| Trading Metrics calculated at close of trading on 25-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Jan-2012 | 
                    25-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,650 | 
                        12,627 | 
                        -23 | 
                        -0.2% | 
                        12,350 | 
                     
                    
                        | High | 
                        12,653 | 
                        12,725 | 
                        72 | 
                        0.6% | 
                        12,668 | 
                     
                    
                        | Low | 
                        12,561 | 
                        12,522 | 
                        -39 | 
                        -0.3% | 
                        12,327 | 
                     
                    
                        | Close | 
                        12,626 | 
                        12,688 | 
                        62 | 
                        0.5% | 
                        12,654 | 
                     
                    
                        | Range | 
                        92 | 
                        203 | 
                        111 | 
                        120.7% | 
                        341 | 
                     
                    
                        | ATR | 
                        152 | 
                        156 | 
                        4 | 
                        2.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        79,411 | 
                        110,233 | 
                        30,822 | 
                        38.8% | 
                        319,071 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,254 | 
                13,174 | 
                12,800 | 
                 | 
             
            
                | R3 | 
                13,051 | 
                12,971 | 
                12,744 | 
                 | 
             
            
                | R2 | 
                12,848 | 
                12,848 | 
                12,725 | 
                 | 
             
            
                | R1 | 
                12,768 | 
                12,768 | 
                12,707 | 
                12,808 | 
             
            
                | PP | 
                12,645 | 
                12,645 | 
                12,645 | 
                12,665 | 
             
            
                | S1 | 
                12,565 | 
                12,565 | 
                12,670 | 
                12,605 | 
             
            
                | S2 | 
                12,442 | 
                12,442 | 
                12,651 | 
                 | 
             
            
                | S3 | 
                12,239 | 
                12,362 | 
                12,632 | 
                 | 
             
            
                | S4 | 
                12,036 | 
                12,159 | 
                12,576 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,573 | 
                13,454 | 
                12,842 | 
                 | 
             
            
                | R3 | 
                13,232 | 
                13,113 | 
                12,748 | 
                 | 
             
            
                | R2 | 
                12,891 | 
                12,891 | 
                12,717 | 
                 | 
             
            
                | R1 | 
                12,772 | 
                12,772 | 
                12,685 | 
                12,832 | 
             
            
                | PP | 
                12,550 | 
                12,550 | 
                12,550 | 
                12,579 | 
             
            
                | S1 | 
                12,431 | 
                12,431 | 
                12,623 | 
                12,491 | 
             
            
                | S2 | 
                12,209 | 
                12,209 | 
                12,592 | 
                 | 
             
            
                | S3 | 
                11,868 | 
                12,090 | 
                12,560 | 
                 | 
             
            
                | S4 | 
                11,527 | 
                11,749 | 
                12,467 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,725 | 
                12,486 | 
                239 | 
                1.9% | 
                122 | 
                1.0% | 
                85% | 
                True | 
                False | 
                81,136 | 
                 
                
                | 10 | 
                12,725 | 
                12,248 | 
                477 | 
                3.8% | 
                134 | 
                1.1% | 
                92% | 
                True | 
                False | 
                85,258 | 
                 
                
                | 20 | 
                12,725 | 
                12,069 | 
                656 | 
                5.2% | 
                129 | 
                1.0% | 
                94% | 
                True | 
                False | 
                75,563 | 
                 
                
                | 40 | 
                12,725 | 
                11,260 | 
                1,465 | 
                11.5% | 
                177 | 
                1.4% | 
                97% | 
                True | 
                False | 
                67,979 | 
                 
                
                | 60 | 
                12,725 | 
                11,077 | 
                1,648 | 
                13.0% | 
                186 | 
                1.5% | 
                98% | 
                True | 
                False | 
                45,344 | 
                 
                
                | 80 | 
                12,725 | 
                10,288 | 
                2,437 | 
                19.2% | 
                194 | 
                1.5% | 
                98% | 
                True | 
                False | 
                34,014 | 
                 
                
                | 100 | 
                12,725 | 
                10,288 | 
                2,437 | 
                19.2% | 
                199 | 
                1.6% | 
                98% | 
                True | 
                False | 
                27,217 | 
                 
                
                | 120 | 
                12,725 | 
                10,288 | 
                2,437 | 
                19.2% | 
                166 | 
                1.3% | 
                98% | 
                True | 
                False | 
                22,681 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,588 | 
         
        
            | 
2.618             | 
            13,257 | 
         
        
            | 
1.618             | 
            13,054 | 
         
        
            | 
1.000             | 
            12,928 | 
         
        
            | 
0.618             | 
            12,851 | 
         
        
            | 
HIGH             | 
            12,725 | 
         
        
            | 
0.618             | 
            12,648 | 
         
        
            | 
0.500             | 
            12,624 | 
         
        
            | 
0.382             | 
            12,600 | 
         
        
            | 
LOW             | 
            12,522 | 
         
        
            | 
0.618             | 
            12,397 | 
         
        
            | 
1.000             | 
            12,319 | 
         
        
            | 
1.618             | 
            12,194 | 
         
        
            | 
2.618             | 
            11,991 | 
         
        
            | 
4.250             | 
            11,659 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,667 | 
                                12,667 | 
                             
                            
                                | PP | 
                                12,645 | 
                                12,645 | 
                             
                            
                                | S1 | 
                                12,624 | 
                                12,624 | 
                             
             
         |