| Trading Metrics calculated at close of trading on 26-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2012 | 
                    26-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,627 | 
                        12,694 | 
                        67 | 
                        0.5% | 
                        12,350 | 
                     
                    
                        | High | 
                        12,725 | 
                        12,786 | 
                        61 | 
                        0.5% | 
                        12,668 | 
                     
                    
                        | Low | 
                        12,522 | 
                        12,639 | 
                        117 | 
                        0.9% | 
                        12,327 | 
                     
                    
                        | Close | 
                        12,688 | 
                        12,684 | 
                        -4 | 
                        0.0% | 
                        12,654 | 
                     
                    
                        | Range | 
                        203 | 
                        147 | 
                        -56 | 
                        -27.6% | 
                        341 | 
                     
                    
                        | ATR | 
                        156 | 
                        155 | 
                        -1 | 
                        -0.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        110,233 | 
                        97,486 | 
                        -12,747 | 
                        -11.6% | 
                        319,071 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,144 | 
                13,061 | 
                12,765 | 
                 | 
             
            
                | R3 | 
                12,997 | 
                12,914 | 
                12,725 | 
                 | 
             
            
                | R2 | 
                12,850 | 
                12,850 | 
                12,711 | 
                 | 
             
            
                | R1 | 
                12,767 | 
                12,767 | 
                12,698 | 
                12,735 | 
             
            
                | PP | 
                12,703 | 
                12,703 | 
                12,703 | 
                12,687 | 
             
            
                | S1 | 
                12,620 | 
                12,620 | 
                12,671 | 
                12,588 | 
             
            
                | S2 | 
                12,556 | 
                12,556 | 
                12,657 | 
                 | 
             
            
                | S3 | 
                12,409 | 
                12,473 | 
                12,644 | 
                 | 
             
            
                | S4 | 
                12,262 | 
                12,326 | 
                12,603 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,786 | 
                12,522 | 
                264 | 
                2.1% | 
                131 | 
                1.0% | 
                61% | 
                True | 
                False | 
                86,722 | 
                 
                
                | 10 | 
                12,786 | 
                12,248 | 
                538 | 
                4.2% | 
                141 | 
                1.1% | 
                81% | 
                True | 
                False | 
                86,933 | 
                 
                
                | 20 | 
                12,786 | 
                12,069 | 
                717 | 
                5.7% | 
                132 | 
                1.0% | 
                86% | 
                True | 
                False | 
                78,933 | 
                 
                
                | 40 | 
                12,786 | 
                11,387 | 
                1,399 | 
                11.0% | 
                176 | 
                1.4% | 
                93% | 
                True | 
                False | 
                70,414 | 
                 
                
                | 60 | 
                12,786 | 
                11,077 | 
                1,709 | 
                13.5% | 
                187 | 
                1.5% | 
                94% | 
                True | 
                False | 
                46,968 | 
                 
                
                | 80 | 
                12,786 | 
                10,288 | 
                2,498 | 
                19.7% | 
                192 | 
                1.5% | 
                96% | 
                True | 
                False | 
                35,232 | 
                 
                
                | 100 | 
                12,786 | 
                10,288 | 
                2,498 | 
                19.7% | 
                200 | 
                1.6% | 
                96% | 
                True | 
                False | 
                28,192 | 
                 
                
                | 120 | 
                12,786 | 
                10,288 | 
                2,498 | 
                19.7% | 
                167 | 
                1.3% | 
                96% | 
                True | 
                False | 
                23,493 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,411 | 
         
        
            | 
2.618             | 
            13,171 | 
         
        
            | 
1.618             | 
            13,024 | 
         
        
            | 
1.000             | 
            12,933 | 
         
        
            | 
0.618             | 
            12,877 | 
         
        
            | 
HIGH             | 
            12,786 | 
         
        
            | 
0.618             | 
            12,730 | 
         
        
            | 
0.500             | 
            12,713 | 
         
        
            | 
0.382             | 
            12,695 | 
         
        
            | 
LOW             | 
            12,639 | 
         
        
            | 
0.618             | 
            12,548 | 
         
        
            | 
1.000             | 
            12,492 | 
         
        
            | 
1.618             | 
            12,401 | 
         
        
            | 
2.618             | 
            12,254 | 
         
        
            | 
4.250             | 
            12,014 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,713 | 
                                12,674 | 
                             
                            
                                | PP | 
                                12,703 | 
                                12,664 | 
                             
                            
                                | S1 | 
                                12,694 | 
                                12,654 | 
                             
             
         |