| Trading Metrics calculated at close of trading on 31-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2012 | 
                    31-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,625 | 
                        12,609 | 
                        -16 | 
                        -0.1% | 
                        12,633 | 
                     
                    
                        | High | 
                        12,639 | 
                        12,683 | 
                        44 | 
                        0.3% | 
                        12,786 | 
                     
                    
                        | Low | 
                        12,476 | 
                        12,511 | 
                        35 | 
                        0.3% | 
                        12,522 | 
                     
                    
                        | Close | 
                        12,602 | 
                        12,577 | 
                        -25 | 
                        -0.2% | 
                        12,614 | 
                     
                    
                        | Range | 
                        163 | 
                        172 | 
                        9 | 
                        5.5% | 
                        264 | 
                     
                    
                        | ATR | 
                        155 | 
                        156 | 
                        1 | 
                        0.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        99,401 | 
                        97,231 | 
                        -2,170 | 
                        -2.2% | 
                        466,818 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,106 | 
                13,014 | 
                12,672 | 
                 | 
             
            
                | R3 | 
                12,934 | 
                12,842 | 
                12,624 | 
                 | 
             
            
                | R2 | 
                12,762 | 
                12,762 | 
                12,609 | 
                 | 
             
            
                | R1 | 
                12,670 | 
                12,670 | 
                12,593 | 
                12,630 | 
             
            
                | PP | 
                12,590 | 
                12,590 | 
                12,590 | 
                12,571 | 
             
            
                | S1 | 
                12,498 | 
                12,498 | 
                12,561 | 
                12,458 | 
             
            
                | S2 | 
                12,418 | 
                12,418 | 
                12,546 | 
                 | 
             
            
                | S3 | 
                12,246 | 
                12,326 | 
                12,530 | 
                 | 
             
            
                | S4 | 
                12,074 | 
                12,154 | 
                12,483 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,433 | 
                13,287 | 
                12,759 | 
                 | 
             
            
                | R3 | 
                13,169 | 
                13,023 | 
                12,687 | 
                 | 
             
            
                | R2 | 
                12,905 | 
                12,905 | 
                12,663 | 
                 | 
             
            
                | R1 | 
                12,759 | 
                12,759 | 
                12,638 | 
                12,700 | 
             
            
                | PP | 
                12,641 | 
                12,641 | 
                12,641 | 
                12,611 | 
             
            
                | S1 | 
                12,495 | 
                12,495 | 
                12,590 | 
                12,436 | 
             
            
                | S2 | 
                12,377 | 
                12,377 | 
                12,566 | 
                 | 
             
            
                | S3 | 
                12,113 | 
                12,231 | 
                12,542 | 
                 | 
             
            
                | S4 | 
                11,849 | 
                11,967 | 
                12,469 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,786 | 
                12,476 | 
                310 | 
                2.5% | 
                166 | 
                1.3% | 
                33% | 
                False | 
                False | 
                100,283 | 
                 
                
                | 10 | 
                12,786 | 
                12,397 | 
                389 | 
                3.1% | 
                137 | 
                1.1% | 
                46% | 
                False | 
                False | 
                88,171 | 
                 
                
                | 20 | 
                12,786 | 
                12,219 | 
                567 | 
                4.5% | 
                134 | 
                1.1% | 
                63% | 
                False | 
                False | 
                86,511 | 
                 
                
                | 40 | 
                12,786 | 
                11,661 | 
                1,125 | 
                8.9% | 
                168 | 
                1.3% | 
                81% | 
                False | 
                False | 
                77,735 | 
                 
                
                | 60 | 
                12,786 | 
                11,077 | 
                1,709 | 
                13.6% | 
                188 | 
                1.5% | 
                88% | 
                False | 
                False | 
                51,862 | 
                 
                
                | 80 | 
                12,786 | 
                10,740 | 
                2,046 | 
                16.3% | 
                186 | 
                1.5% | 
                90% | 
                False | 
                False | 
                38,903 | 
                 
                
                | 100 | 
                12,786 | 
                10,288 | 
                2,498 | 
                19.9% | 
                205 | 
                1.6% | 
                92% | 
                False | 
                False | 
                31,129 | 
                 
                
                | 120 | 
                12,786 | 
                10,288 | 
                2,498 | 
                19.9% | 
                171 | 
                1.4% | 
                92% | 
                False | 
                False | 
                25,941 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,414 | 
         
        
            | 
2.618             | 
            13,133 | 
         
        
            | 
1.618             | 
            12,961 | 
         
        
            | 
1.000             | 
            12,855 | 
         
        
            | 
0.618             | 
            12,789 | 
         
        
            | 
HIGH             | 
            12,683 | 
         
        
            | 
0.618             | 
            12,617 | 
         
        
            | 
0.500             | 
            12,597 | 
         
        
            | 
0.382             | 
            12,577 | 
         
        
            | 
LOW             | 
            12,511 | 
         
        
            | 
0.618             | 
            12,405 | 
         
        
            | 
1.000             | 
            12,339 | 
         
        
            | 
1.618             | 
            12,233 | 
         
        
            | 
2.618             | 
            12,061 | 
         
        
            | 
4.250             | 
            11,780 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,597 | 
                                12,598 | 
                             
                            
                                | PP | 
                                12,590 | 
                                12,591 | 
                             
                            
                                | S1 | 
                                12,584 | 
                                12,584 | 
                             
             
         |