| Trading Metrics calculated at close of trading on 08-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2012 | 
                    08-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,684 | 
                        12,768 | 
                        84 | 
                        0.7% | 
                        12,851 | 
                     
                    
                        | High | 
                        12,779 | 
                        12,879 | 
                        100 | 
                        0.8% | 
                        12,983 | 
                     
                    
                        | Low | 
                        12,678 | 
                        12,753 | 
                        75 | 
                        0.6% | 
                        12,795 | 
                     
                    
                        | Close | 
                        12,772 | 
                        12,844 | 
                        72 | 
                        0.6% | 
                        12,896 | 
                     
                    
                        | Range | 
                        101 | 
                        126 | 
                        25 | 
                        24.8% | 
                        188 | 
                     
                    
                        | ATR | 
                        110 | 
                        112 | 
                        1 | 
                        1.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        14,098 | 
                        43,603 | 
                        29,505 | 
                        209.3% | 
                        634 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,203 | 
                13,150 | 
                12,913 | 
                 | 
             
            
                | R3 | 
                13,077 | 
                13,024 | 
                12,879 | 
                 | 
             
            
                | R2 | 
                12,951 | 
                12,951 | 
                12,867 | 
                 | 
             
            
                | R1 | 
                12,898 | 
                12,898 | 
                12,856 | 
                12,925 | 
             
            
                | PP | 
                12,825 | 
                12,825 | 
                12,825 | 
                12,839 | 
             
            
                | S1 | 
                12,772 | 
                12,772 | 
                12,833 | 
                12,799 | 
             
            
                | S2 | 
                12,699 | 
                12,699 | 
                12,821 | 
                 | 
             
            
                | S3 | 
                12,573 | 
                12,646 | 
                12,809 | 
                 | 
             
            
                | S4 | 
                12,447 | 
                12,520 | 
                12,775 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,455 | 
                13,364 | 
                13,000 | 
                 | 
             
            
                | R3 | 
                13,267 | 
                13,176 | 
                12,948 | 
                 | 
             
            
                | R2 | 
                13,079 | 
                13,079 | 
                12,931 | 
                 | 
             
            
                | R1 | 
                12,988 | 
                12,988 | 
                12,913 | 
                13,034 | 
             
            
                | PP | 
                12,891 | 
                12,891 | 
                12,891 | 
                12,914 | 
             
            
                | S1 | 
                12,800 | 
                12,800 | 
                12,879 | 
                12,846 | 
             
            
                | S2 | 
                12,703 | 
                12,703 | 
                12,862 | 
                 | 
             
            
                | S3 | 
                12,515 | 
                12,612 | 
                12,844 | 
                 | 
             
            
                | S4 | 
                12,327 | 
                12,424 | 
                12,793 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,913 | 
                12,655 | 
                258 | 
                2.0% | 
                128 | 
                1.0% | 
                73% | 
                False | 
                False | 
                11,958 | 
                 
                
                | 10 | 
                12,983 | 
                12,655 | 
                328 | 
                2.6% | 
                120 | 
                0.9% | 
                58% | 
                False | 
                False | 
                6,023 | 
                 
                
                | 20 | 
                12,983 | 
                12,632 | 
                351 | 
                2.7% | 
                106 | 
                0.8% | 
                60% | 
                False | 
                False | 
                3,027 | 
                 
                
                | 40 | 
                12,983 | 
                12,202 | 
                781 | 
                6.1% | 
                96 | 
                0.7% | 
                82% | 
                False | 
                False | 
                1,519 | 
                 
                
                | 60 | 
                12,983 | 
                11,639 | 
                1,344 | 
                10.5% | 
                90 | 
                0.7% | 
                90% | 
                False | 
                False | 
                1,015 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,415 | 
         
        
            | 
2.618             | 
            13,209 | 
         
        
            | 
1.618             | 
            13,083 | 
         
        
            | 
1.000             | 
            13,005 | 
         
        
            | 
0.618             | 
            12,957 | 
         
        
            | 
HIGH             | 
            12,879 | 
         
        
            | 
0.618             | 
            12,831 | 
         
        
            | 
0.500             | 
            12,816 | 
         
        
            | 
0.382             | 
            12,801 | 
         
        
            | 
LOW             | 
            12,753 | 
         
        
            | 
0.618             | 
            12,675 | 
         
        
            | 
1.000             | 
            12,627 | 
         
        
            | 
1.618             | 
            12,549 | 
         
        
            | 
2.618             | 
            12,423 | 
         
        
            | 
4.250             | 
            12,218 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,835 | 
                                12,822 | 
                             
                            
                                | PP | 
                                12,825 | 
                                12,799 | 
                             
                            
                                | S1 | 
                                12,816 | 
                                12,777 | 
                             
             
         |