| Trading Metrics calculated at close of trading on 13-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Mar-2012 | 
                    13-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,859 | 
                        12,897 | 
                        38 | 
                        0.3% | 
                        12,895 | 
                     
                    
                        | High | 
                        12,904 | 
                        13,115 | 
                        211 | 
                        1.6% | 
                        12,905 | 
                     
                    
                        | Low | 
                        12,813 | 
                        12,892 | 
                        79 | 
                        0.6% | 
                        12,655 | 
                     
                    
                        | Close | 
                        12,897 | 
                        13,109 | 
                        212 | 
                        1.6% | 
                        12,863 | 
                     
                    
                        | Range | 
                        91 | 
                        223 | 
                        132 | 
                        145.1% | 
                        250 | 
                     
                    
                        | ATR | 
                        110 | 
                        118 | 
                        8 | 
                        7.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        106,622 | 
                        143,300 | 
                        36,678 | 
                        34.4% | 
                        140,971 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,708 | 
                13,631 | 
                13,232 | 
                 | 
             
            
                | R3 | 
                13,485 | 
                13,408 | 
                13,170 | 
                 | 
             
            
                | R2 | 
                13,262 | 
                13,262 | 
                13,150 | 
                 | 
             
            
                | R1 | 
                13,185 | 
                13,185 | 
                13,130 | 
                13,224 | 
             
            
                | PP | 
                13,039 | 
                13,039 | 
                13,039 | 
                13,058 | 
             
            
                | S1 | 
                12,962 | 
                12,962 | 
                13,089 | 
                13,001 | 
             
            
                | S2 | 
                12,816 | 
                12,816 | 
                13,068 | 
                 | 
             
            
                | S3 | 
                12,593 | 
                12,739 | 
                13,048 | 
                 | 
             
            
                | S4 | 
                12,370 | 
                12,516 | 
                12,986 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,115 | 
                12,678 | 
                437 | 
                3.3% | 
                130 | 
                1.0% | 
                99% | 
                True | 
                False | 
                77,805 | 
                 
                
                | 10 | 
                13,115 | 
                12,655 | 
                460 | 
                3.5% | 
                133 | 
                1.0% | 
                99% | 
                True | 
                False | 
                39,135 | 
                 
                
                | 20 | 
                13,115 | 
                12,632 | 
                483 | 
                3.7% | 
                118 | 
                0.9% | 
                99% | 
                True | 
                False | 
                19,589 | 
                 
                
                | 40 | 
                13,115 | 
                12,265 | 
                850 | 
                6.5% | 
                98 | 
                0.7% | 
                99% | 
                True | 
                False | 
                9,801 | 
                 
                
                | 60 | 
                13,115 | 
                11,639 | 
                1,476 | 
                11.3% | 
                94 | 
                0.7% | 
                100% | 
                True | 
                False | 
                6,537 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            14,063 | 
         
        
            | 
2.618             | 
            13,699 | 
         
        
            | 
1.618             | 
            13,476 | 
         
        
            | 
1.000             | 
            13,338 | 
         
        
            | 
0.618             | 
            13,253 | 
         
        
            | 
HIGH             | 
            13,115 | 
         
        
            | 
0.618             | 
            13,030 | 
         
        
            | 
0.500             | 
            13,004 | 
         
        
            | 
0.382             | 
            12,977 | 
         
        
            | 
LOW             | 
            12,892 | 
         
        
            | 
0.618             | 
            12,754 | 
         
        
            | 
1.000             | 
            12,669 | 
         
        
            | 
1.618             | 
            12,531 | 
         
        
            | 
2.618             | 
            12,308 | 
         
        
            | 
4.250             | 
            11,944 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,074 | 
                                13,058 | 
                             
                            
                                | PP | 
                                13,039 | 
                                13,006 | 
                             
                            
                                | S1 | 
                                13,004 | 
                                12,955 | 
                             
             
         |