| Trading Metrics calculated at close of trading on 06-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2012 | 
                    06-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,667 | 
                        12,780 | 
                        113 | 
                        0.9% | 
                        12,625 | 
                     
                    
                        | High | 
                        12,833 | 
                        12,794 | 
                        -39 | 
                        -0.3% | 
                        12,833 | 
                     
                    
                        | Low | 
                        12,645 | 
                        12,722 | 
                        77 | 
                        0.6% | 
                        12,476 | 
                     
                    
                        | Close | 
                        12,793 | 
                        12,776 | 
                        -17 | 
                        -0.1% | 
                        12,793 | 
                     
                    
                        | Range | 
                        188 | 
                        72 | 
                        -116 | 
                        -61.7% | 
                        357 | 
                     
                    
                        | ATR | 
                        155 | 
                        149 | 
                        -6 | 
                        -3.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        86,879 | 
                        71,110 | 
                        -15,769 | 
                        -18.2% | 
                        465,077 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,980 | 
                12,950 | 
                12,816 | 
                 | 
             
            
                | R3 | 
                12,908 | 
                12,878 | 
                12,796 | 
                 | 
             
            
                | R2 | 
                12,836 | 
                12,836 | 
                12,789 | 
                 | 
             
            
                | R1 | 
                12,806 | 
                12,806 | 
                12,783 | 
                12,785 | 
             
            
                | PP | 
                12,764 | 
                12,764 | 
                12,764 | 
                12,754 | 
             
            
                | S1 | 
                12,734 | 
                12,734 | 
                12,770 | 
                12,713 | 
             
            
                | S2 | 
                12,692 | 
                12,692 | 
                12,763 | 
                 | 
             
            
                | S3 | 
                12,620 | 
                12,662 | 
                12,756 | 
                 | 
             
            
                | S4 | 
                12,548 | 
                12,590 | 
                12,737 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,772 | 
                13,639 | 
                12,989 | 
                 | 
             
            
                | R3 | 
                13,415 | 
                13,282 | 
                12,891 | 
                 | 
             
            
                | R2 | 
                13,058 | 
                13,058 | 
                12,859 | 
                 | 
             
            
                | R1 | 
                12,925 | 
                12,925 | 
                12,826 | 
                12,992 | 
             
            
                | PP | 
                12,701 | 
                12,701 | 
                12,701 | 
                12,734 | 
             
            
                | S1 | 
                12,568 | 
                12,568 | 
                12,760 | 
                12,635 | 
             
            
                | S2 | 
                12,344 | 
                12,344 | 
                12,728 | 
                 | 
             
            
                | S3 | 
                11,987 | 
                12,211 | 
                12,695 | 
                 | 
             
            
                | S4 | 
                11,630 | 
                11,854 | 
                12,597 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,833 | 
                12,511 | 
                322 | 
                2.5% | 
                139 | 
                1.1% | 
                82% | 
                False | 
                False | 
                87,357 | 
                 
                
                | 10 | 
                12,833 | 
                12,476 | 
                357 | 
                2.8% | 
                145 | 
                1.1% | 
                84% | 
                False | 
                False | 
                92,038 | 
                 
                
                | 20 | 
                12,833 | 
                12,248 | 
                585 | 
                4.6% | 
                136 | 
                1.1% | 
                90% | 
                False | 
                False | 
                86,895 | 
                 
                
                | 40 | 
                12,833 | 
                11,661 | 
                1,172 | 
                9.2% | 
                162 | 
                1.3% | 
                95% | 
                False | 
                False | 
                85,922 | 
                 
                
                | 60 | 
                12,833 | 
                11,077 | 
                1,756 | 
                13.7% | 
                182 | 
                1.4% | 
                97% | 
                False | 
                False | 
                57,520 | 
                 
                
                | 80 | 
                12,833 | 
                11,077 | 
                1,756 | 
                13.7% | 
                185 | 
                1.4% | 
                97% | 
                False | 
                False | 
                43,146 | 
                 
                
                | 100 | 
                12,833 | 
                10,288 | 
                2,545 | 
                19.9% | 
                203 | 
                1.6% | 
                98% | 
                False | 
                False | 
                34,524 | 
                 
                
                | 120 | 
                12,833 | 
                10,288 | 
                2,545 | 
                19.9% | 
                175 | 
                1.4% | 
                98% | 
                False | 
                False | 
                28,771 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,100 | 
         
        
            | 
2.618             | 
            12,983 | 
         
        
            | 
1.618             | 
            12,911 | 
         
        
            | 
1.000             | 
            12,866 | 
         
        
            | 
0.618             | 
            12,839 | 
         
        
            | 
HIGH             | 
            12,794 | 
         
        
            | 
0.618             | 
            12,767 | 
         
        
            | 
0.500             | 
            12,758 | 
         
        
            | 
0.382             | 
            12,750 | 
         
        
            | 
LOW             | 
            12,722 | 
         
        
            | 
0.618             | 
            12,678 | 
         
        
            | 
1.000             | 
            12,650 | 
         
        
            | 
1.618             | 
            12,606 | 
         
        
            | 
2.618             | 
            12,534 | 
         
        
            | 
4.250             | 
            12,416 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,770 | 
                                12,760 | 
                             
                            
                                | PP | 
                                12,764 | 
                                12,744 | 
                             
                            
                                | S1 | 
                                12,758 | 
                                12,728 | 
                             
             
         |