| Trading Metrics calculated at close of trading on 15-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2012 | 
                    15-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,178 | 
                        13,190 | 
                        12 | 
                        0.1% | 
                        12,960 | 
                     
                    
                        | High | 
                        13,220 | 
                        13,253 | 
                        33 | 
                        0.2% | 
                        12,975 | 
                     
                    
                        | Low | 
                        13,146 | 
                        13,167 | 
                        21 | 
                        0.2% | 
                        12,721 | 
                     
                    
                        | Close | 
                        13,195 | 
                        13,238 | 
                        43 | 
                        0.3% | 
                        12,931 | 
                     
                    
                        | Range | 
                        74 | 
                        86 | 
                        12 | 
                        16.2% | 
                        254 | 
                     
                    
                        | ATR | 
                        128 | 
                        125 | 
                        -3 | 
                        -2.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        25,056 | 
                        21,266 | 
                        -3,790 | 
                        -15.1% | 
                        532,078 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,477 | 
                13,444 | 
                13,285 | 
                 | 
             
            
                | R3 | 
                13,391 | 
                13,358 | 
                13,262 | 
                 | 
             
            
                | R2 | 
                13,305 | 
                13,305 | 
                13,254 | 
                 | 
             
            
                | R1 | 
                13,272 | 
                13,272 | 
                13,246 | 
                13,289 | 
             
            
                | PP | 
                13,219 | 
                13,219 | 
                13,219 | 
                13,228 | 
             
            
                | S1 | 
                13,186 | 
                13,186 | 
                13,230 | 
                13,203 | 
             
            
                | S2 | 
                13,133 | 
                13,133 | 
                13,222 | 
                 | 
             
            
                | S3 | 
                13,047 | 
                13,100 | 
                13,214 | 
                 | 
             
            
                | S4 | 
                12,961 | 
                13,014 | 
                13,191 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,638 | 
                13,538 | 
                13,071 | 
                 | 
             
            
                | R3 | 
                13,384 | 
                13,284 | 
                13,001 | 
                 | 
             
            
                | R2 | 
                13,130 | 
                13,130 | 
                12,978 | 
                 | 
             
            
                | R1 | 
                13,030 | 
                13,030 | 
                12,954 | 
                12,953 | 
             
            
                | PP | 
                12,876 | 
                12,876 | 
                12,876 | 
                12,837 | 
             
            
                | S1 | 
                12,776 | 
                12,776 | 
                12,908 | 
                12,699 | 
             
            
                | S2 | 
                12,622 | 
                12,622 | 
                12,885 | 
                 | 
             
            
                | S3 | 
                12,368 | 
                12,522 | 
                12,861 | 
                 | 
             
            
                | S4 | 
                12,114 | 
                12,268 | 
                12,791 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,253 | 
                12,881 | 
                372 | 
                2.8% | 
                111 | 
                0.8% | 
                96% | 
                True | 
                False | 
                37,875 | 
                 
                
                | 10 | 
                13,253 | 
                12,721 | 
                532 | 
                4.0% | 
                123 | 
                0.9% | 
                97% | 
                True | 
                False | 
                75,316 | 
                 
                
                | 20 | 
                13,253 | 
                12,700 | 
                553 | 
                4.2% | 
                121 | 
                0.9% | 
                97% | 
                True | 
                False | 
                94,906 | 
                 
                
                | 40 | 
                13,253 | 
                12,476 | 
                777 | 
                5.9% | 
                126 | 
                1.0% | 
                98% | 
                True | 
                False | 
                93,341 | 
                 
                
                | 60 | 
                13,253 | 
                11,661 | 
                1,592 | 
                12.0% | 
                134 | 
                1.0% | 
                99% | 
                True | 
                False | 
                87,025 | 
                 
                
                | 80 | 
                13,253 | 
                11,077 | 
                2,176 | 
                16.4% | 
                156 | 
                1.2% | 
                99% | 
                True | 
                False | 
                75,602 | 
                 
                
                | 100 | 
                13,253 | 
                11,077 | 
                2,176 | 
                16.4% | 
                166 | 
                1.3% | 
                99% | 
                True | 
                False | 
                60,487 | 
                 
                
                | 120 | 
                13,253 | 
                10,288 | 
                2,965 | 
                22.4% | 
                179 | 
                1.4% | 
                99% | 
                True | 
                False | 
                50,411 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,619 | 
         
        
            | 
2.618             | 
            13,478 | 
         
        
            | 
1.618             | 
            13,392 | 
         
        
            | 
1.000             | 
            13,339 | 
         
        
            | 
0.618             | 
            13,306 | 
         
        
            | 
HIGH             | 
            13,253 | 
         
        
            | 
0.618             | 
            13,220 | 
         
        
            | 
0.500             | 
            13,210 | 
         
        
            | 
0.382             | 
            13,200 | 
         
        
            | 
LOW             | 
            13,167 | 
         
        
            | 
0.618             | 
            13,114 | 
         
        
            | 
1.000             | 
            13,081 | 
         
        
            | 
1.618             | 
            13,028 | 
         
        
            | 
2.618             | 
            12,942 | 
         
        
            | 
4.250             | 
            12,802 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,229 | 
                                13,194 | 
                             
                            
                                | PP | 
                                13,219 | 
                                13,150 | 
                             
                            
                                | S1 | 
                                13,210 | 
                                13,107 | 
                             
             
         |