| Trading Metrics calculated at close of trading on 09-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Mar-2012 | 
                    09-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,768 | 
                        12,843 | 
                        75 | 
                        0.6% | 
                        12,895 | 
                     
                    
                        | High | 
                        12,879 | 
                        12,905 | 
                        26 | 
                        0.2% | 
                        12,905 | 
                     
                    
                        | Low | 
                        12,753 | 
                        12,795 | 
                        42 | 
                        0.3% | 
                        12,655 | 
                     
                    
                        | Close | 
                        12,844 | 
                        12,863 | 
                        19 | 
                        0.1% | 
                        12,863 | 
                     
                    
                        | Range | 
                        126 | 
                        110 | 
                        -16 | 
                        -12.7% | 
                        250 | 
                     
                    
                        | ATR | 
                        112 | 
                        111 | 
                        0 | 
                        -0.1% | 
                        0 | 
                     
                    
                        | Volume | 
                        43,603 | 
                        81,405 | 
                        37,802 | 
                        86.7% | 
                        140,971 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,184 | 
                13,134 | 
                12,924 | 
                 | 
             
            
                | R3 | 
                13,074 | 
                13,024 | 
                12,893 | 
                 | 
             
            
                | R2 | 
                12,964 | 
                12,964 | 
                12,883 | 
                 | 
             
            
                | R1 | 
                12,914 | 
                12,914 | 
                12,873 | 
                12,939 | 
             
            
                | PP | 
                12,854 | 
                12,854 | 
                12,854 | 
                12,867 | 
             
            
                | S1 | 
                12,804 | 
                12,804 | 
                12,853 | 
                12,829 | 
             
            
                | S2 | 
                12,744 | 
                12,744 | 
                12,843 | 
                 | 
             
            
                | S3 | 
                12,634 | 
                12,694 | 
                12,833 | 
                 | 
             
            
                | S4 | 
                12,524 | 
                12,584 | 
                12,803 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,558 | 
                13,460 | 
                13,001 | 
                 | 
             
            
                | R3 | 
                13,308 | 
                13,210 | 
                12,932 | 
                 | 
             
            
                | R2 | 
                13,058 | 
                13,058 | 
                12,909 | 
                 | 
             
            
                | R1 | 
                12,960 | 
                12,960 | 
                12,886 | 
                12,884 | 
             
            
                | PP | 
                12,808 | 
                12,808 | 
                12,808 | 
                12,770 | 
             
            
                | S1 | 
                12,710 | 
                12,710 | 
                12,840 | 
                12,634 | 
             
            
                | S2 | 
                12,558 | 
                12,558 | 
                12,817 | 
                 | 
             
            
                | S3 | 
                12,308 | 
                12,460 | 
                12,794 | 
                 | 
             
            
                | S4 | 
                12,058 | 
                12,210 | 
                12,726 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,905 | 
                12,655 | 
                250 | 
                1.9% | 
                136 | 
                1.1% | 
                83% | 
                True | 
                False | 
                28,194 | 
                 
                
                | 10 | 
                12,983 | 
                12,655 | 
                328 | 
                2.5% | 
                126 | 
                1.0% | 
                63% | 
                False | 
                False | 
                14,160 | 
                 
                
                | 20 | 
                12,983 | 
                12,632 | 
                351 | 
                2.7% | 
                110 | 
                0.9% | 
                66% | 
                False | 
                False | 
                7,094 | 
                 
                
                | 40 | 
                12,983 | 
                12,202 | 
                781 | 
                6.1% | 
                97 | 
                0.8% | 
                85% | 
                False | 
                False | 
                3,553 | 
                 
                
                | 60 | 
                12,983 | 
                11,639 | 
                1,344 | 
                10.4% | 
                92 | 
                0.7% | 
                91% | 
                False | 
                False | 
                2,372 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,373 | 
         
        
            | 
2.618             | 
            13,193 | 
         
        
            | 
1.618             | 
            13,083 | 
         
        
            | 
1.000             | 
            13,015 | 
         
        
            | 
0.618             | 
            12,973 | 
         
        
            | 
HIGH             | 
            12,905 | 
         
        
            | 
0.618             | 
            12,863 | 
         
        
            | 
0.500             | 
            12,850 | 
         
        
            | 
0.382             | 
            12,837 | 
         
        
            | 
LOW             | 
            12,795 | 
         
        
            | 
0.618             | 
            12,727 | 
         
        
            | 
1.000             | 
            12,685 | 
         
        
            | 
1.618             | 
            12,617 | 
         
        
            | 
2.618             | 
            12,507 | 
         
        
            | 
4.250             | 
            12,328 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,859 | 
                                12,839 | 
                             
                            
                                | PP | 
                                12,854 | 
                                12,815 | 
                             
                            
                                | S1 | 
                                12,850 | 
                                12,792 | 
                             
             
         |