| Trading Metrics calculated at close of trading on 23-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-May-2012 | 
                    23-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,710 | 
                        8,755 | 
                        45 | 
                        0.5% | 
                        8,950 | 
                     
                    
                        | High | 
                        8,790 | 
                        8,755 | 
                        -35 | 
                        -0.4% | 
                        9,035 | 
                     
                    
                        | Low | 
                        8,695 | 
                        8,480 | 
                        -215 | 
                        -2.5% | 
                        8,545 | 
                     
                    
                        | Close | 
                        8,740 | 
                        8,595 | 
                        -145 | 
                        -1.7% | 
                        8,555 | 
                     
                    
                        | Range | 
                        95 | 
                        275 | 
                        180 | 
                        189.5% | 
                        490 | 
                     
                    
                        | ATR | 
                        154 | 
                        163 | 
                        9 | 
                        5.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        6,344 | 
                        11,473 | 
                        5,129 | 
                        80.8% | 
                        27,563 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,435 | 
                9,290 | 
                8,746 | 
                 | 
             
            
                | R3 | 
                9,160 | 
                9,015 | 
                8,671 | 
                 | 
             
            
                | R2 | 
                8,885 | 
                8,885 | 
                8,646 | 
                 | 
             
            
                | R1 | 
                8,740 | 
                8,740 | 
                8,620 | 
                8,675 | 
             
            
                | PP | 
                8,610 | 
                8,610 | 
                8,610 | 
                8,578 | 
             
            
                | S1 | 
                8,465 | 
                8,465 | 
                8,570 | 
                8,400 | 
             
            
                | S2 | 
                8,335 | 
                8,335 | 
                8,545 | 
                 | 
             
            
                | S3 | 
                8,060 | 
                8,190 | 
                8,520 | 
                 | 
             
            
                | S4 | 
                7,785 | 
                7,915 | 
                8,444 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                10,182 | 
                9,858 | 
                8,825 | 
                 | 
             
            
                | R3 | 
                9,692 | 
                9,368 | 
                8,690 | 
                 | 
             
            
                | R2 | 
                9,202 | 
                9,202 | 
                8,645 | 
                 | 
             
            
                | R1 | 
                8,878 | 
                8,878 | 
                8,600 | 
                8,795 | 
             
            
                | PP | 
                8,712 | 
                8,712 | 
                8,712 | 
                8,670 | 
             
            
                | S1 | 
                8,388 | 
                8,388 | 
                8,510 | 
                8,305 | 
             
            
                | S2 | 
                8,222 | 
                8,222 | 
                8,465 | 
                 | 
             
            
                | S3 | 
                7,732 | 
                7,898 | 
                8,420 | 
                 | 
             
            
                | S4 | 
                7,242 | 
                7,408 | 
                8,286 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                8,880 | 
                8,480 | 
                400 | 
                4.7% | 
                187 | 
                2.2% | 
                29% | 
                False | 
                True | 
                6,604 | 
                 
                
                | 10 | 
                9,100 | 
                8,480 | 
                620 | 
                7.2% | 
                166 | 
                1.9% | 
                19% | 
                False | 
                True | 
                6,103 | 
                 
                
                | 20 | 
                9,715 | 
                8,480 | 
                1,235 | 
                14.4% | 
                162 | 
                1.9% | 
                9% | 
                False | 
                True | 
                5,416 | 
                 
                
                | 40 | 
                10,230 | 
                8,480 | 
                1,750 | 
                20.4% | 
                159 | 
                1.8% | 
                7% | 
                False | 
                True | 
                5,005 | 
                 
                
                | 60 | 
                10,230 | 
                8,480 | 
                1,750 | 
                20.4% | 
                153 | 
                1.8% | 
                7% | 
                False | 
                True | 
                5,445 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,924 | 
         
        
            | 
2.618             | 
            9,475 | 
         
        
            | 
1.618             | 
            9,200 | 
         
        
            | 
1.000             | 
            9,030 | 
         
        
            | 
0.618             | 
            8,925 | 
         
        
            | 
HIGH             | 
            8,755 | 
         
        
            | 
0.618             | 
            8,650 | 
         
        
            | 
0.500             | 
            8,618 | 
         
        
            | 
0.382             | 
            8,585 | 
         
        
            | 
LOW             | 
            8,480 | 
         
        
            | 
0.618             | 
            8,310 | 
         
        
            | 
1.000             | 
            8,205 | 
         
        
            | 
1.618             | 
            8,035 | 
         
        
            | 
2.618             | 
            7,760 | 
         
        
            | 
4.250             | 
            7,311 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                8,618 | 
                                8,635 | 
                             
                            
                                | PP | 
                                8,610 | 
                                8,622 | 
                             
                            
                                | S1 | 
                                8,603 | 
                                8,608 | 
                             
             
         |