| Trading Metrics calculated at close of trading on 16-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Feb-2012 | 
                    16-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,839 | 
                        12,759 | 
                        -80 | 
                        -0.6% | 
                        12,780 | 
                     
                    
                        | High | 
                        12,931 | 
                        12,893 | 
                        -38 | 
                        -0.3% | 
                        12,894 | 
                     
                    
                        | Low | 
                        12,729 | 
                        12,700 | 
                        -29 | 
                        -0.2% | 
                        12,704 | 
                     
                    
                        | Close | 
                        12,763 | 
                        12,870 | 
                        107 | 
                        0.8% | 
                        12,767 | 
                     
                    
                        | Range | 
                        202 | 
                        193 | 
                        -9 | 
                        -4.5% | 
                        190 | 
                     
                    
                        | ATR | 
                        140 | 
                        144 | 
                        4 | 
                        2.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        146,648 | 
                        136,399 | 
                        -10,249 | 
                        -7.0% | 
                        429,932 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,400 | 
                13,328 | 
                12,976 | 
                 | 
             
            
                | R3 | 
                13,207 | 
                13,135 | 
                12,923 | 
                 | 
             
            
                | R2 | 
                13,014 | 
                13,014 | 
                12,906 | 
                 | 
             
            
                | R1 | 
                12,942 | 
                12,942 | 
                12,888 | 
                12,978 | 
             
            
                | PP | 
                12,821 | 
                12,821 | 
                12,821 | 
                12,839 | 
             
            
                | S1 | 
                12,749 | 
                12,749 | 
                12,852 | 
                12,785 | 
             
            
                | S2 | 
                12,628 | 
                12,628 | 
                12,835 | 
                 | 
             
            
                | S3 | 
                12,435 | 
                12,556 | 
                12,817 | 
                 | 
             
            
                | S4 | 
                12,242 | 
                12,363 | 
                12,764 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,700 | 
                231 | 
                1.8% | 
                145 | 
                1.1% | 
                74% | 
                False | 
                True | 
                114,092 | 
                 
                
                | 10 | 
                12,931 | 
                12,645 | 
                286 | 
                2.2% | 
                130 | 
                1.0% | 
                79% | 
                False | 
                False | 
                99,348 | 
                 
                
                | 20 | 
                12,931 | 
                12,476 | 
                455 | 
                3.5% | 
                135 | 
                1.0% | 
                87% | 
                False | 
                False | 
                95,118 | 
                 
                
                | 40 | 
                12,931 | 
                11,693 | 
                1,238 | 
                9.6% | 
                140 | 
                1.1% | 
                95% | 
                False | 
                False | 
                84,639 | 
                 
                
                | 60 | 
                12,931 | 
                11,077 | 
                1,854 | 
                14.4% | 
                168 | 
                1.3% | 
                97% | 
                False | 
                False | 
                71,441 | 
                 
                
                | 80 | 
                12,931 | 
                11,077 | 
                1,854 | 
                14.4% | 
                176 | 
                1.4% | 
                97% | 
                False | 
                False | 
                53,587 | 
                 
                
                | 100 | 
                12,931 | 
                10,288 | 
                2,643 | 
                20.5% | 
                190 | 
                1.5% | 
                98% | 
                False | 
                False | 
                42,876 | 
                 
                
                | 120 | 
                12,931 | 
                10,288 | 
                2,643 | 
                20.5% | 
                184 | 
                1.4% | 
                98% | 
                False | 
                False | 
                35,733 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,713 | 
         
        
            | 
2.618             | 
            13,398 | 
         
        
            | 
1.618             | 
            13,205 | 
         
        
            | 
1.000             | 
            13,086 | 
         
        
            | 
0.618             | 
            13,012 | 
         
        
            | 
HIGH             | 
            12,893 | 
         
        
            | 
0.618             | 
            12,819 | 
         
        
            | 
0.500             | 
            12,797 | 
         
        
            | 
0.382             | 
            12,774 | 
         
        
            | 
LOW             | 
            12,700 | 
         
        
            | 
0.618             | 
            12,581 | 
         
        
            | 
1.000             | 
            12,507 | 
         
        
            | 
1.618             | 
            12,388 | 
         
        
            | 
2.618             | 
            12,195 | 
         
        
            | 
4.250             | 
            11,880 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,846 | 
                                12,852 | 
                             
                            
                                | PP | 
                                12,821 | 
                                12,834 | 
                             
                            
                                | S1 | 
                                12,797 | 
                                12,816 | 
                             
             
         |