| Trading Metrics calculated at close of trading on 12-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2012 | 
                    12-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,843 | 
                        12,859 | 
                        16 | 
                        0.1% | 
                        12,895 | 
                     
                    
                        | High | 
                        12,905 | 
                        12,904 | 
                        -1 | 
                        0.0% | 
                        12,905 | 
                     
                    
                        | Low | 
                        12,795 | 
                        12,813 | 
                        18 | 
                        0.1% | 
                        12,655 | 
                     
                    
                        | Close | 
                        12,863 | 
                        12,897 | 
                        34 | 
                        0.3% | 
                        12,863 | 
                     
                    
                        | Range | 
                        110 | 
                        91 | 
                        -19 | 
                        -17.3% | 
                        250 | 
                     
                    
                        | ATR | 
                        111 | 
                        110 | 
                        -1 | 
                        -1.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        81,405 | 
                        106,622 | 
                        25,217 | 
                        31.0% | 
                        140,971 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,144 | 
                13,112 | 
                12,947 | 
                 | 
             
            
                | R3 | 
                13,053 | 
                13,021 | 
                12,922 | 
                 | 
             
            
                | R2 | 
                12,962 | 
                12,962 | 
                12,914 | 
                 | 
             
            
                | R1 | 
                12,930 | 
                12,930 | 
                12,905 | 
                12,946 | 
             
            
                | PP | 
                12,871 | 
                12,871 | 
                12,871 | 
                12,880 | 
             
            
                | S1 | 
                12,839 | 
                12,839 | 
                12,889 | 
                12,855 | 
             
            
                | S2 | 
                12,780 | 
                12,780 | 
                12,880 | 
                 | 
             
            
                | S3 | 
                12,689 | 
                12,748 | 
                12,872 | 
                 | 
             
            
                | S4 | 
                12,598 | 
                12,657 | 
                12,847 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                135 | 
                1.0% | 
                97% | 
                False | 
                False | 
                49,417 | 
                 
                
                | 10 | 
                12,983 | 
                12,655 | 
                328 | 
                2.5% | 
                121 | 
                0.9% | 
                74% | 
                False | 
                False | 
                24,821 | 
                 
                
                | 20 | 
                12,983 | 
                12,632 | 
                351 | 
                2.7% | 
                111 | 
                0.9% | 
                75% | 
                False | 
                False | 
                12,425 | 
                 
                
                | 40 | 
                12,983 | 
                12,202 | 
                781 | 
                6.1% | 
                96 | 
                0.7% | 
                89% | 
                False | 
                False | 
                6,218 | 
                 
                
                | 60 | 
                12,983 | 
                11,639 | 
                1,344 | 
                10.4% | 
                91 | 
                0.7% | 
                94% | 
                False | 
                False | 
                4,149 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,291 | 
         
        
            | 
2.618             | 
            13,142 | 
         
        
            | 
1.618             | 
            13,051 | 
         
        
            | 
1.000             | 
            12,995 | 
         
        
            | 
0.618             | 
            12,960 | 
         
        
            | 
HIGH             | 
            12,904 | 
         
        
            | 
0.618             | 
            12,869 | 
         
        
            | 
0.500             | 
            12,859 | 
         
        
            | 
0.382             | 
            12,848 | 
         
        
            | 
LOW             | 
            12,813 | 
         
        
            | 
0.618             | 
            12,757 | 
         
        
            | 
1.000             | 
            12,722 | 
         
        
            | 
1.618             | 
            12,666 | 
         
        
            | 
2.618             | 
            12,575 | 
         
        
            | 
4.250             | 
            12,426 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,884 | 
                                12,874 | 
                             
                            
                                | PP | 
                                12,871 | 
                                12,852 | 
                             
                            
                                | S1 | 
                                12,859 | 
                                12,829 | 
                             
             
         |