| Trading Metrics calculated at close of trading on 06-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Mar-2012 | 
                    06-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,960 | 
                        12,957 | 
                        -3 | 
                        0.0% | 
                        12,959 | 
                     
                    
                        | High | 
                        12,975 | 
                        12,973 | 
                        -2 | 
                        0.0% | 
                        13,042 | 
                     
                    
                        | Low | 
                        12,867 | 
                        12,721 | 
                        -146 | 
                        -1.1% | 
                        12,861 | 
                     
                    
                        | Close | 
                        12,961 | 
                        12,744 | 
                        -217 | 
                        -1.7% | 
                        12,968 | 
                     
                    
                        | Range | 
                        108 | 
                        252 | 
                        144 | 
                        133.3% | 
                        181 | 
                     
                    
                        | ATR | 
                        124 | 
                        134 | 
                        9 | 
                        7.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        108,909 | 
                        158,473 | 
                        49,564 | 
                        45.5% | 
                        594,718 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,569 | 
                13,408 | 
                12,883 | 
                 | 
             
            
                | R3 | 
                13,317 | 
                13,156 | 
                12,813 | 
                 | 
             
            
                | R2 | 
                13,065 | 
                13,065 | 
                12,790 | 
                 | 
             
            
                | R1 | 
                12,904 | 
                12,904 | 
                12,767 | 
                12,859 | 
             
            
                | PP | 
                12,813 | 
                12,813 | 
                12,813 | 
                12,790 | 
             
            
                | S1 | 
                12,652 | 
                12,652 | 
                12,721 | 
                12,607 | 
             
            
                | S2 | 
                12,561 | 
                12,561 | 
                12,698 | 
                 | 
             
            
                | S3 | 
                12,309 | 
                12,400 | 
                12,675 | 
                 | 
             
            
                | S4 | 
                12,057 | 
                12,148 | 
                12,606 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,500 | 
                13,415 | 
                13,068 | 
                 | 
             
            
                | R3 | 
                13,319 | 
                13,234 | 
                13,018 | 
                 | 
             
            
                | R2 | 
                13,138 | 
                13,138 | 
                13,001 | 
                 | 
             
            
                | R1 | 
                13,053 | 
                13,053 | 
                12,985 | 
                13,096 | 
             
            
                | PP | 
                12,957 | 
                12,957 | 
                12,957 | 
                12,978 | 
             
            
                | S1 | 
                12,872 | 
                12,872 | 
                12,952 | 
                12,915 | 
             
            
                | S2 | 
                12,776 | 
                12,776 | 
                12,935 | 
                 | 
             
            
                | S3 | 
                12,595 | 
                12,691 | 
                12,918 | 
                 | 
             
            
                | S4 | 
                12,414 | 
                12,510 | 
                12,869 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,042 | 
                12,721 | 
                321 | 
                2.5% | 
                142 | 
                1.1% | 
                7% | 
                False | 
                True | 
                125,570 | 
                 
                
                | 10 | 
                13,042 | 
                12,721 | 
                321 | 
                2.5% | 
                124 | 
                1.0% | 
                7% | 
                False | 
                True | 
                116,881 | 
                 
                
                | 20 | 
                13,042 | 
                12,700 | 
                342 | 
                2.7% | 
                125 | 
                1.0% | 
                13% | 
                False | 
                False | 
                110,001 | 
                 
                
                | 40 | 
                13,042 | 
                12,248 | 
                794 | 
                6.2% | 
                130 | 
                1.0% | 
                62% | 
                False | 
                False | 
                98,448 | 
                 
                
                | 60 | 
                13,042 | 
                11,661 | 
                1,381 | 
                10.8% | 
                150 | 
                1.2% | 
                78% | 
                False | 
                False | 
                93,948 | 
                 
                
                | 80 | 
                13,042 | 
                11,077 | 
                1,965 | 
                15.4% | 
                167 | 
                1.3% | 
                85% | 
                False | 
                False | 
                70,640 | 
                 
                
                | 100 | 
                13,042 | 
                11,077 | 
                1,965 | 
                15.4% | 
                173 | 
                1.4% | 
                85% | 
                False | 
                False | 
                56,517 | 
                 
                
                | 120 | 
                13,042 | 
                10,288 | 
                2,754 | 
                21.6% | 
                190 | 
                1.5% | 
                89% | 
                False | 
                False | 
                47,104 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            14,044 | 
         
        
            | 
2.618             | 
            13,633 | 
         
        
            | 
1.618             | 
            13,381 | 
         
        
            | 
1.000             | 
            13,225 | 
         
        
            | 
0.618             | 
            13,129 | 
         
        
            | 
HIGH             | 
            12,973 | 
         
        
            | 
0.618             | 
            12,877 | 
         
        
            | 
0.500             | 
            12,847 | 
         
        
            | 
0.382             | 
            12,817 | 
         
        
            | 
LOW             | 
            12,721 | 
         
        
            | 
0.618             | 
            12,565 | 
         
        
            | 
1.000             | 
            12,469 | 
         
        
            | 
1.618             | 
            12,313 | 
         
        
            | 
2.618             | 
            12,061 | 
         
        
            | 
4.250             | 
            11,650 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,847 | 
                                12,858 | 
                             
                            
                                | PP | 
                                12,813 | 
                                12,820 | 
                             
                            
                                | S1 | 
                                12,778 | 
                                12,782 | 
                             
             
         |