| Trading Metrics calculated at close of trading on 17-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-May-2012 | 
                    17-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,850 | 
                        8,770 | 
                        -80 | 
                        -0.9% | 
                        9,155 | 
                     
                    
                        | High | 
                        8,890 | 
                        8,880 | 
                        -10 | 
                        -0.1% | 
                        9,240 | 
                     
                    
                        | Low | 
                        8,725 | 
                        8,670 | 
                        -55 | 
                        -0.6% | 
                        8,935 | 
                     
                    
                        | Close | 
                        8,770 | 
                        8,685 | 
                        -85 | 
                        -1.0% | 
                        8,970 | 
                     
                    
                        | Range | 
                        165 | 
                        210 | 
                        45 | 
                        27.3% | 
                        305 | 
                     
                    
                        | ATR | 
                        151 | 
                        155 | 
                        4 | 
                        2.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        5,942 | 
                        5,285 | 
                        -657 | 
                        -11.1% | 
                        31,823 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,375 | 
                9,240 | 
                8,801 | 
                 | 
             
            
                | R3 | 
                9,165 | 
                9,030 | 
                8,743 | 
                 | 
             
            
                | R2 | 
                8,955 | 
                8,955 | 
                8,724 | 
                 | 
             
            
                | R1 | 
                8,820 | 
                8,820 | 
                8,704 | 
                8,783 | 
             
            
                | PP | 
                8,745 | 
                8,745 | 
                8,745 | 
                8,726 | 
             
            
                | S1 | 
                8,610 | 
                8,610 | 
                8,666 | 
                8,573 | 
             
            
                | S2 | 
                8,535 | 
                8,535 | 
                8,647 | 
                 | 
             
            
                | S3 | 
                8,325 | 
                8,400 | 
                8,627 | 
                 | 
             
            
                | S4 | 
                8,115 | 
                8,190 | 
                8,570 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,963 | 
                9,772 | 
                9,138 | 
                 | 
             
            
                | R3 | 
                9,658 | 
                9,467 | 
                9,054 | 
                 | 
             
            
                | R2 | 
                9,353 | 
                9,353 | 
                9,026 | 
                 | 
             
            
                | R1 | 
                9,162 | 
                9,162 | 
                8,998 | 
                9,105 | 
             
            
                | PP | 
                9,048 | 
                9,048 | 
                9,048 | 
                9,020 | 
             
            
                | S1 | 
                8,857 | 
                8,857 | 
                8,942 | 
                8,800 | 
             
            
                | S2 | 
                8,743 | 
                8,743 | 
                8,914 | 
                 | 
             
            
                | S3 | 
                8,438 | 
                8,552 | 
                8,886 | 
                 | 
             
            
                | S4 | 
                8,133 | 
                8,247 | 
                8,802 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                9,070 | 
                8,670 | 
                400 | 
                4.6% | 
                162 | 
                1.9% | 
                4% | 
                False | 
                True | 
                5,802 | 
                 
                
                | 10 | 
                9,270 | 
                8,670 | 
                600 | 
                6.9% | 
                156 | 
                1.8% | 
                3% | 
                False | 
                True | 
                5,731 | 
                 
                
                | 20 | 
                9,715 | 
                8,670 | 
                1,045 | 
                12.0% | 
                151 | 
                1.7% | 
                1% | 
                False | 
                True | 
                4,647 | 
                 
                
                | 40 | 
                10,230 | 
                8,670 | 
                1,560 | 
                18.0% | 
                155 | 
                1.8% | 
                1% | 
                False | 
                True | 
                4,688 | 
                 
                
                | 60 | 
                10,230 | 
                8,670 | 
                1,560 | 
                18.0% | 
                142 | 
                1.6% | 
                1% | 
                False | 
                True | 
                4,984 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,773 | 
         
        
            | 
2.618             | 
            9,430 | 
         
        
            | 
1.618             | 
            9,220 | 
         
        
            | 
1.000             | 
            9,090 | 
         
        
            | 
0.618             | 
            9,010 | 
         
        
            | 
HIGH             | 
            8,880 | 
         
        
            | 
0.618             | 
            8,800 | 
         
        
            | 
0.500             | 
            8,775 | 
         
        
            | 
0.382             | 
            8,750 | 
         
        
            | 
LOW             | 
            8,670 | 
         
        
            | 
0.618             | 
            8,540 | 
         
        
            | 
1.000             | 
            8,460 | 
         
        
            | 
1.618             | 
            8,330 | 
         
        
            | 
2.618             | 
            8,120 | 
         
        
            | 
4.250             | 
            7,778 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                8,775 | 
                                8,818 | 
                             
                            
                                | PP | 
                                8,745 | 
                                8,773 | 
                             
                            
                                | S1 | 
                                8,715 | 
                                8,729 | 
                             
             
         |