| Trading Metrics calculated at close of trading on 15-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Feb-2012 | 
                    15-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,834 | 
                        12,839 | 
                        5 | 
                        0.0% | 
                        12,780 | 
                     
                    
                        | High | 
                        12,857 | 
                        12,931 | 
                        74 | 
                        0.6% | 
                        12,894 | 
                     
                    
                        | Low | 
                        12,751 | 
                        12,729 | 
                        -22 | 
                        -0.2% | 
                        12,704 | 
                     
                    
                        | Close | 
                        12,840 | 
                        12,763 | 
                        -77 | 
                        -0.6% | 
                        12,767 | 
                     
                    
                        | Range | 
                        106 | 
                        202 | 
                        96 | 
                        90.6% | 
                        190 | 
                     
                    
                        | ATR | 
                        135 | 
                        140 | 
                        5 | 
                        3.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        105,543 | 
                        146,648 | 
                        41,105 | 
                        38.9% | 
                        429,932 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,414 | 
                13,290 | 
                12,874 | 
                 | 
             
            
                | R3 | 
                13,212 | 
                13,088 | 
                12,819 | 
                 | 
             
            
                | R2 | 
                13,010 | 
                13,010 | 
                12,800 | 
                 | 
             
            
                | R1 | 
                12,886 | 
                12,886 | 
                12,782 | 
                12,847 | 
             
            
                | PP | 
                12,808 | 
                12,808 | 
                12,808 | 
                12,788 | 
             
            
                | S1 | 
                12,684 | 
                12,684 | 
                12,745 | 
                12,645 | 
             
            
                | S2 | 
                12,606 | 
                12,606 | 
                12,726 | 
                 | 
             
            
                | S3 | 
                12,404 | 
                12,482 | 
                12,708 | 
                 | 
             
            
                | S4 | 
                12,202 | 
                12,280 | 
                12,652 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,358 | 
                13,253 | 
                12,872 | 
                 | 
             
            
                | R3 | 
                13,168 | 
                13,063 | 
                12,819 | 
                 | 
             
            
                | R2 | 
                12,978 | 
                12,978 | 
                12,802 | 
                 | 
             
            
                | R1 | 
                12,873 | 
                12,873 | 
                12,785 | 
                12,831 | 
             
            
                | PP | 
                12,788 | 
                12,788 | 
                12,788 | 
                12,767 | 
             
            
                | S1 | 
                12,683 | 
                12,683 | 
                12,750 | 
                12,641 | 
             
            
                | S2 | 
                12,598 | 
                12,598 | 
                12,732 | 
                 | 
             
            
                | S3 | 
                12,408 | 
                12,493 | 
                12,715 | 
                 | 
             
            
                | S4 | 
                12,218 | 
                12,303 | 
                12,663 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,931 | 
                12,704 | 
                227 | 
                1.8% | 
                127 | 
                1.0% | 
                26% | 
                True | 
                False | 
                107,633 | 
                 
                
                | 10 | 
                12,931 | 
                12,622 | 
                309 | 
                2.4% | 
                119 | 
                0.9% | 
                46% | 
                True | 
                False | 
                93,772 | 
                 
                
                | 20 | 
                12,931 | 
                12,476 | 
                455 | 
                3.6% | 
                131 | 
                1.0% | 
                63% | 
                True | 
                False | 
                91,776 | 
                 
                
                | 40 | 
                12,931 | 
                11,661 | 
                1,270 | 
                10.0% | 
                140 | 
                1.1% | 
                87% | 
                True | 
                False | 
                83,085 | 
                 
                
                | 60 | 
                12,931 | 
                11,077 | 
                1,854 | 
                14.5% | 
                168 | 
                1.3% | 
                91% | 
                True | 
                False | 
                69,168 | 
                 
                
                | 80 | 
                12,931 | 
                11,077 | 
                1,854 | 
                14.5% | 
                177 | 
                1.4% | 
                91% | 
                True | 
                False | 
                51,882 | 
                 
                
                | 100 | 
                12,931 | 
                10,288 | 
                2,643 | 
                20.7% | 
                191 | 
                1.5% | 
                94% | 
                True | 
                False | 
                41,513 | 
                 
                
                | 120 | 
                12,931 | 
                10,288 | 
                2,643 | 
                20.7% | 
                182 | 
                1.4% | 
                94% | 
                True | 
                False | 
                34,596 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,790 | 
         
        
            | 
2.618             | 
            13,460 | 
         
        
            | 
1.618             | 
            13,258 | 
         
        
            | 
1.000             | 
            13,133 | 
         
        
            | 
0.618             | 
            13,056 | 
         
        
            | 
HIGH             | 
            12,931 | 
         
        
            | 
0.618             | 
            12,854 | 
         
        
            | 
0.500             | 
            12,830 | 
         
        
            | 
0.382             | 
            12,806 | 
         
        
            | 
LOW             | 
            12,729 | 
         
        
            | 
0.618             | 
            12,604 | 
         
        
            | 
1.000             | 
            12,527 | 
         
        
            | 
1.618             | 
            12,402 | 
         
        
            | 
2.618             | 
            12,200 | 
         
        
            | 
4.250             | 
            11,871 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,830 | 
                                12,830 | 
                             
                            
                                | PP | 
                                12,808 | 
                                12,808 | 
                             
                            
                                | S1 | 
                                12,785 | 
                                12,785 | 
                             
             
         |