| Trading Metrics calculated at close of trading on 29-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2012 | 
                    29-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,600 | 
                        8,590 | 
                        -10 | 
                        -0.1% | 
                        8,565 | 
                     
                    
                        | High | 
                        8,625 | 
                        8,670 | 
                        45 | 
                        0.5% | 
                        8,790 | 
                     
                    
                        | Low | 
                        8,550 | 
                        8,520 | 
                        -30 | 
                        -0.4% | 
                        8,480 | 
                     
                    
                        | Close | 
                        8,565 | 
                        8,655 | 
                        90 | 
                        1.1% | 
                        8,565 | 
                     
                    
                        | Range | 
                        75 | 
                        150 | 
                        75 | 
                        100.0% | 
                        310 | 
                     
                    
                        | ATR | 
                        153 | 
                        153 | 
                        0 | 
                        -0.1% | 
                        0 | 
                     
                    
                        | Volume | 
                        4,104 | 
                        5,130 | 
                        1,026 | 
                        25.0% | 
                        30,703 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,065 | 
                9,010 | 
                8,738 | 
                 | 
             
            
                | R3 | 
                8,915 | 
                8,860 | 
                8,696 | 
                 | 
             
            
                | R2 | 
                8,765 | 
                8,765 | 
                8,683 | 
                 | 
             
            
                | R1 | 
                8,710 | 
                8,710 | 
                8,669 | 
                8,738 | 
             
            
                | PP | 
                8,615 | 
                8,615 | 
                8,615 | 
                8,629 | 
             
            
                | S1 | 
                8,560 | 
                8,560 | 
                8,641 | 
                8,588 | 
             
            
                | S2 | 
                8,465 | 
                8,465 | 
                8,628 | 
                 | 
             
            
                | S3 | 
                8,315 | 
                8,410 | 
                8,614 | 
                 | 
             
            
                | S4 | 
                8,165 | 
                8,260 | 
                8,573 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,542 | 
                9,363 | 
                8,736 | 
                 | 
             
            
                | R3 | 
                9,232 | 
                9,053 | 
                8,650 | 
                 | 
             
            
                | R2 | 
                8,922 | 
                8,922 | 
                8,622 | 
                 | 
             
            
                | R1 | 
                8,743 | 
                8,743 | 
                8,594 | 
                8,720 | 
             
            
                | PP | 
                8,612 | 
                8,612 | 
                8,612 | 
                8,600 | 
             
            
                | S1 | 
                8,433 | 
                8,433 | 
                8,537 | 
                8,410 | 
             
            
                | S2 | 
                8,302 | 
                8,302 | 
                8,508 | 
                 | 
             
            
                | S3 | 
                7,992 | 
                8,123 | 
                8,480 | 
                 | 
             
            
                | S4 | 
                7,682 | 
                7,813 | 
                8,395 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                8,790 | 
                8,480 | 
                310 | 
                3.6% | 
                142 | 
                1.6% | 
                56% | 
                False | 
                False | 
                6,259 | 
                 
                
                | 10 | 
                8,965 | 
                8,480 | 
                485 | 
                5.6% | 
                157 | 
                1.8% | 
                36% | 
                False | 
                False | 
                5,775 | 
                 
                
                | 20 | 
                9,480 | 
                8,480 | 
                1,000 | 
                11.6% | 
                153 | 
                1.8% | 
                18% | 
                False | 
                False | 
                5,483 | 
                 
                
                | 40 | 
                10,225 | 
                8,480 | 
                1,745 | 
                20.2% | 
                158 | 
                1.8% | 
                10% | 
                False | 
                False | 
                4,796 | 
                 
                
                | 60 | 
                10,230 | 
                8,480 | 
                1,750 | 
                20.2% | 
                155 | 
                1.8% | 
                10% | 
                False | 
                False | 
                5,577 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,308 | 
         
        
            | 
2.618             | 
            9,063 | 
         
        
            | 
1.618             | 
            8,913 | 
         
        
            | 
1.000             | 
            8,820 | 
         
        
            | 
0.618             | 
            8,763 | 
         
        
            | 
HIGH             | 
            8,670 | 
         
        
            | 
0.618             | 
            8,613 | 
         
        
            | 
0.500             | 
            8,595 | 
         
        
            | 
0.382             | 
            8,577 | 
         
        
            | 
LOW             | 
            8,520 | 
         
        
            | 
0.618             | 
            8,427 | 
         
        
            | 
1.000             | 
            8,370 | 
         
        
            | 
1.618             | 
            8,277 | 
         
        
            | 
2.618             | 
            8,127 | 
         
        
            | 
4.250             | 
            7,883 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                8,635 | 
                                8,632 | 
                             
                            
                                | PP | 
                                8,615 | 
                                8,608 | 
                             
                            
                                | S1 | 
                                8,595 | 
                                8,585 | 
                             
             
         |