| Trading Metrics calculated at close of trading on 04-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-May-2012 | 
                    04-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        9,370 | 
                        9,270 | 
                        -100 | 
                        -1.1% | 
                        9,570 | 
                     
                    
                        | High | 
                        9,370 | 
                        9,270 | 
                        -100 | 
                        -1.1% | 
                        9,580 | 
                     
                    
                        | Low | 
                        9,245 | 
                        9,145 | 
                        -100 | 
                        -1.1% | 
                        9,145 | 
                     
                    
                        | Close | 
                        9,260 | 
                        9,155 | 
                        -105 | 
                        -1.1% | 
                        9,155 | 
                     
                    
                        | Range | 
                        125 | 
                        125 | 
                        0 | 
                        0.0% | 
                        435 | 
                     
                    
                        | ATR | 
                        152 | 
                        150 | 
                        -2 | 
                        -1.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        2,592 | 
                        3,315 | 
                        723 | 
                        27.9% | 
                        17,790 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,565 | 
                9,485 | 
                9,224 | 
                 | 
             
            
                | R3 | 
                9,440 | 
                9,360 | 
                9,190 | 
                 | 
             
            
                | R2 | 
                9,315 | 
                9,315 | 
                9,178 | 
                 | 
             
            
                | R1 | 
                9,235 | 
                9,235 | 
                9,167 | 
                9,213 | 
             
            
                | PP | 
                9,190 | 
                9,190 | 
                9,190 | 
                9,179 | 
             
            
                | S1 | 
                9,110 | 
                9,110 | 
                9,144 | 
                9,088 | 
             
            
                | S2 | 
                9,065 | 
                9,065 | 
                9,132 | 
                 | 
             
            
                | S3 | 
                8,940 | 
                8,985 | 
                9,121 | 
                 | 
             
            
                | S4 | 
                8,815 | 
                8,860 | 
                9,086 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                10,598 | 
                10,312 | 
                9,394 | 
                 | 
             
            
                | R3 | 
                10,163 | 
                9,877 | 
                9,275 | 
                 | 
             
            
                | R2 | 
                9,728 | 
                9,728 | 
                9,235 | 
                 | 
             
            
                | R1 | 
                9,442 | 
                9,442 | 
                9,195 | 
                9,368 | 
             
            
                | PP | 
                9,293 | 
                9,293 | 
                9,293 | 
                9,256 | 
             
            
                | S1 | 
                9,007 | 
                9,007 | 
                9,115 | 
                8,933 | 
             
            
                | S2 | 
                8,858 | 
                8,858 | 
                9,075 | 
                 | 
             
            
                | S3 | 
                8,423 | 
                8,572 | 
                9,036 | 
                 | 
             
            
                | S4 | 
                7,988 | 
                8,137 | 
                8,916 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                9,580 | 
                9,145 | 
                435 | 
                4.8% | 
                143 | 
                1.6% | 
                2% | 
                False | 
                True | 
                3,558 | 
                 
                
                | 10 | 
                9,715 | 
                9,145 | 
                570 | 
                6.2% | 
                150 | 
                1.6% | 
                2% | 
                False | 
                True | 
                3,683 | 
                 
                
                | 20 | 
                9,715 | 
                9,145 | 
                570 | 
                6.2% | 
                150 | 
                1.6% | 
                2% | 
                False | 
                True | 
                3,633 | 
                 
                
                | 40 | 
                10,230 | 
                9,145 | 
                1,085 | 
                11.9% | 
                149 | 
                1.6% | 
                1% | 
                False | 
                True | 
                4,599 | 
                 
                
                | 60 | 
                10,230 | 
                8,600 | 
                1,630 | 
                17.8% | 
                118 | 
                1.3% | 
                34% | 
                False | 
                False | 
                4,083 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,801 | 
         
        
            | 
2.618             | 
            9,597 | 
         
        
            | 
1.618             | 
            9,472 | 
         
        
            | 
1.000             | 
            9,395 | 
         
        
            | 
0.618             | 
            9,347 | 
         
        
            | 
HIGH             | 
            9,270 | 
         
        
            | 
0.618             | 
            9,222 | 
         
        
            | 
0.500             | 
            9,208 | 
         
        
            | 
0.382             | 
            9,193 | 
         
        
            | 
LOW             | 
            9,145 | 
         
        
            | 
0.618             | 
            9,068 | 
         
        
            | 
1.000             | 
            9,020 | 
         
        
            | 
1.618             | 
            8,943 | 
         
        
            | 
2.618             | 
            8,818 | 
         
        
            | 
4.250             | 
            8,614 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                9,208 | 
                                9,288 | 
                             
                            
                                | PP | 
                                9,190 | 
                                9,243 | 
                             
                            
                                | S1 | 
                                9,173 | 
                                9,199 | 
                             
             
         |