| Trading Metrics calculated at close of trading on 01-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Feb-2012 | 
                    01-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,995 | 
                        12,925 | 
                        -70 | 
                        -0.5% | 
                        12,993 | 
                     
                    
                        | High | 
                        13,042 | 
                        13,023 | 
                        -19 | 
                        -0.1% | 
                        13,024 | 
                     
                    
                        | Low | 
                        12,907 | 
                        12,890 | 
                        -17 | 
                        -0.1% | 
                        12,859 | 
                     
                    
                        | Close | 
                        12,937 | 
                        12,973 | 
                        36 | 
                        0.3% | 
                        12,961 | 
                     
                    
                        | Range | 
                        135 | 
                        133 | 
                        -2 | 
                        -1.5% | 
                        165 | 
                     
                    
                        | ATR | 
                        129 | 
                        129 | 
                        0 | 
                        0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        144,503 | 
                        127,381 | 
                        -17,122 | 
                        -11.8% | 
                        422,025 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,361 | 
                13,300 | 
                13,046 | 
                 | 
             
            
                | R3 | 
                13,228 | 
                13,167 | 
                13,010 | 
                 | 
             
            
                | R2 | 
                13,095 | 
                13,095 | 
                12,998 | 
                 | 
             
            
                | R1 | 
                13,034 | 
                13,034 | 
                12,985 | 
                13,065 | 
             
            
                | PP | 
                12,962 | 
                12,962 | 
                12,962 | 
                12,977 | 
             
            
                | S1 | 
                12,901 | 
                12,901 | 
                12,961 | 
                12,932 | 
             
            
                | S2 | 
                12,829 | 
                12,829 | 
                12,949 | 
                 | 
             
            
                | S3 | 
                12,696 | 
                12,768 | 
                12,937 | 
                 | 
             
            
                | S4 | 
                12,563 | 
                12,635 | 
                12,900 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,443 | 
                13,367 | 
                13,052 | 
                 | 
             
            
                | R3 | 
                13,278 | 
                13,202 | 
                13,007 | 
                 | 
             
            
                | R2 | 
                13,113 | 
                13,113 | 
                12,991 | 
                 | 
             
            
                | R1 | 
                13,037 | 
                13,037 | 
                12,976 | 
                12,993 | 
             
            
                | PP | 
                12,948 | 
                12,948 | 
                12,948 | 
                12,926 | 
             
            
                | S1 | 
                12,872 | 
                12,872 | 
                12,946 | 
                12,828 | 
             
            
                | S2 | 
                12,783 | 
                12,783 | 
                12,931 | 
                 | 
             
            
                | S3 | 
                12,618 | 
                12,707 | 
                12,916 | 
                 | 
             
            
                | S4 | 
                12,453 | 
                12,542 | 
                12,870 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,042 | 
                12,861 | 
                181 | 
                1.4% | 
                118 | 
                0.9% | 
                62% | 
                False | 
                False | 
                117,708 | 
                 
                
                | 10 | 
                13,042 | 
                12,700 | 
                342 | 
                2.6% | 
                120 | 
                0.9% | 
                80% | 
                False | 
                False | 
                114,496 | 
                 
                
                | 20 | 
                13,042 | 
                12,622 | 
                420 | 
                3.2% | 
                119 | 
                0.9% | 
                84% | 
                False | 
                False | 
                104,134 | 
                 
                
                | 40 | 
                13,042 | 
                12,219 | 
                823 | 
                6.3% | 
                129 | 
                1.0% | 
                92% | 
                False | 
                False | 
                95,943 | 
                 
                
                | 60 | 
                13,042 | 
                11,661 | 
                1,381 | 
                10.6% | 
                151 | 
                1.2% | 
                95% | 
                False | 
                False | 
                88,213 | 
                 
                
                | 80 | 
                13,042 | 
                11,077 | 
                1,965 | 
                15.1% | 
                168 | 
                1.3% | 
                96% | 
                False | 
                False | 
                66,192 | 
                 
                
                | 100 | 
                13,042 | 
                10,920 | 
                2,122 | 
                16.4% | 
                172 | 
                1.3% | 
                97% | 
                False | 
                False | 
                52,958 | 
                 
                
                | 120 | 
                13,042 | 
                10,288 | 
                2,754 | 
                21.2% | 
                191 | 
                1.5% | 
                97% | 
                False | 
                False | 
                44,138 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,588 | 
         
        
            | 
2.618             | 
            13,371 | 
         
        
            | 
1.618             | 
            13,238 | 
         
        
            | 
1.000             | 
            13,156 | 
         
        
            | 
0.618             | 
            13,105 | 
         
        
            | 
HIGH             | 
            13,023 | 
         
        
            | 
0.618             | 
            12,972 | 
         
        
            | 
0.500             | 
            12,957 | 
         
        
            | 
0.382             | 
            12,941 | 
         
        
            | 
LOW             | 
            12,890 | 
         
        
            | 
0.618             | 
            12,808 | 
         
        
            | 
1.000             | 
            12,757 | 
         
        
            | 
1.618             | 
            12,675 | 
         
        
            | 
2.618             | 
            12,542 | 
         
        
            | 
4.250             | 
            12,325 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,968 | 
                                12,971 | 
                             
                            
                                | PP | 
                                12,962 | 
                                12,968 | 
                             
                            
                                | S1 | 
                                12,957 | 
                                12,966 | 
                             
             
         |