| Trading Metrics calculated at close of trading on 08-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2012 | 
                    08-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,741 | 
                        12,837 | 
                        96 | 
                        0.8% | 
                        12,959 | 
                     
                    
                        | High | 
                        12,849 | 
                        12,949 | 
                        100 | 
                        0.8% | 
                        13,042 | 
                     
                    
                        | Low | 
                        12,741 | 
                        12,823 | 
                        82 | 
                        0.6% | 
                        12,861 | 
                     
                    
                        | Close | 
                        12,841 | 
                        12,911 | 
                        70 | 
                        0.5% | 
                        12,968 | 
                     
                    
                        | Range | 
                        108 | 
                        126 | 
                        18 | 
                        16.7% | 
                        181 | 
                     
                    
                        | ATR | 
                        132 | 
                        131 | 
                        0 | 
                        -0.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        119,848 | 
                        87,969 | 
                        -31,879 | 
                        -26.6% | 
                        594,718 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,272 | 
                13,218 | 
                12,980 | 
                 | 
             
            
                | R3 | 
                13,146 | 
                13,092 | 
                12,946 | 
                 | 
             
            
                | R2 | 
                13,020 | 
                13,020 | 
                12,934 | 
                 | 
             
            
                | R1 | 
                12,966 | 
                12,966 | 
                12,923 | 
                12,993 | 
             
            
                | PP | 
                12,894 | 
                12,894 | 
                12,894 | 
                12,908 | 
             
            
                | S1 | 
                12,840 | 
                12,840 | 
                12,900 | 
                12,867 | 
             
            
                | S2 | 
                12,768 | 
                12,768 | 
                12,888 | 
                 | 
             
            
                | S3 | 
                12,642 | 
                12,714 | 
                12,876 | 
                 | 
             
            
                | S4 | 
                12,516 | 
                12,588 | 
                12,842 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,994 | 
                12,721 | 
                273 | 
                2.1% | 
                135 | 
                1.0% | 
                70% | 
                False | 
                False | 
                112,756 | 
                 
                
                | 10 | 
                13,042 | 
                12,721 | 
                321 | 
                2.5% | 
                127 | 
                1.0% | 
                59% | 
                False | 
                False | 
                115,232 | 
                 
                
                | 20 | 
                13,042 | 
                12,700 | 
                342 | 
                2.6% | 
                125 | 
                1.0% | 
                62% | 
                False | 
                False | 
                112,345 | 
                 
                
                | 40 | 
                13,042 | 
                12,248 | 
                794 | 
                6.1% | 
                130 | 
                1.0% | 
                84% | 
                False | 
                False | 
                99,779 | 
                 
                
                | 60 | 
                13,042 | 
                11,661 | 
                1,381 | 
                10.7% | 
                144 | 
                1.1% | 
                91% | 
                False | 
                False | 
                94,363 | 
                 
                
                | 80 | 
                13,042 | 
                11,077 | 
                1,965 | 
                15.2% | 
                163 | 
                1.3% | 
                93% | 
                False | 
                False | 
                73,237 | 
                 
                
                | 100 | 
                13,042 | 
                11,077 | 
                1,965 | 
                15.2% | 
                171 | 
                1.3% | 
                93% | 
                False | 
                False | 
                58,594 | 
                 
                
                | 120 | 
                13,042 | 
                10,288 | 
                2,754 | 
                21.3% | 
                187 | 
                1.4% | 
                95% | 
                False | 
                False | 
                48,835 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,485 | 
         
        
            | 
2.618             | 
            13,279 | 
         
        
            | 
1.618             | 
            13,153 | 
         
        
            | 
1.000             | 
            13,075 | 
         
        
            | 
0.618             | 
            13,027 | 
         
        
            | 
HIGH             | 
            12,949 | 
         
        
            | 
0.618             | 
            12,901 | 
         
        
            | 
0.500             | 
            12,886 | 
         
        
            | 
0.382             | 
            12,871 | 
         
        
            | 
LOW             | 
            12,823 | 
         
        
            | 
0.618             | 
            12,745 | 
         
        
            | 
1.000             | 
            12,697 | 
         
        
            | 
1.618             | 
            12,619 | 
         
        
            | 
2.618             | 
            12,493 | 
         
        
            | 
4.250             | 
            12,288 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,903 | 
                                12,890 | 
                             
                            
                                | PP | 
                                12,894 | 
                                12,868 | 
                             
                            
                                | S1 | 
                                12,886 | 
                                12,847 | 
                             
             
         |