| Trading Metrics calculated at close of trading on 14-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2012 | 
                    14-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,897 | 
                        13,110 | 
                        213 | 
                        1.7% | 
                        12,895 | 
                     
                    
                        | High | 
                        13,115 | 
                        13,154 | 
                        39 | 
                        0.3% | 
                        12,905 | 
                     
                    
                        | Low | 
                        12,892 | 
                        13,079 | 
                        187 | 
                        1.5% | 
                        12,655 | 
                     
                    
                        | Close | 
                        13,109 | 
                        13,130 | 
                        21 | 
                        0.2% | 
                        12,863 | 
                     
                    
                        | Range | 
                        223 | 
                        75 | 
                        -148 | 
                        -66.4% | 
                        250 | 
                     
                    
                        | ATR | 
                        118 | 
                        115 | 
                        -3 | 
                        -2.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        143,300 | 
                        115,041 | 
                        -28,259 | 
                        -19.7% | 
                        140,971 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,346 | 
                13,313 | 
                13,171 | 
                 | 
             
            
                | R3 | 
                13,271 | 
                13,238 | 
                13,151 | 
                 | 
             
            
                | R2 | 
                13,196 | 
                13,196 | 
                13,144 | 
                 | 
             
            
                | R1 | 
                13,163 | 
                13,163 | 
                13,137 | 
                13,180 | 
             
            
                | PP | 
                13,121 | 
                13,121 | 
                13,121 | 
                13,129 | 
             
            
                | S1 | 
                13,088 | 
                13,088 | 
                13,123 | 
                13,105 | 
             
            
                | S2 | 
                13,046 | 
                13,046 | 
                13,116 | 
                 | 
             
            
                | S3 | 
                12,971 | 
                13,013 | 
                13,110 | 
                 | 
             
            
                | S4 | 
                12,896 | 
                12,938 | 
                13,089 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,154 | 
                12,753 | 
                401 | 
                3.1% | 
                125 | 
                1.0% | 
                94% | 
                True | 
                False | 
                97,994 | 
                 
                
                | 10 | 
                13,154 | 
                12,655 | 
                499 | 
                3.8% | 
                126 | 
                1.0% | 
                95% | 
                True | 
                False | 
                50,629 | 
                 
                
                | 20 | 
                13,154 | 
                12,632 | 
                522 | 
                4.0% | 
                120 | 
                0.9% | 
                95% | 
                True | 
                False | 
                25,340 | 
                 
                
                | 40 | 
                13,154 | 
                12,329 | 
                825 | 
                6.3% | 
                96 | 
                0.7% | 
                97% | 
                True | 
                False | 
                12,677 | 
                 
                
                | 60 | 
                13,154 | 
                11,639 | 
                1,515 | 
                11.5% | 
                94 | 
                0.7% | 
                98% | 
                True | 
                False | 
                8,454 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,473 | 
         
        
            | 
2.618             | 
            13,350 | 
         
        
            | 
1.618             | 
            13,275 | 
         
        
            | 
1.000             | 
            13,229 | 
         
        
            | 
0.618             | 
            13,200 | 
         
        
            | 
HIGH             | 
            13,154 | 
         
        
            | 
0.618             | 
            13,125 | 
         
        
            | 
0.500             | 
            13,117 | 
         
        
            | 
0.382             | 
            13,108 | 
         
        
            | 
LOW             | 
            13,079 | 
         
        
            | 
0.618             | 
            13,033 | 
         
        
            | 
1.000             | 
            13,004 | 
         
        
            | 
1.618             | 
            12,958 | 
         
        
            | 
2.618             | 
            12,883 | 
         
        
            | 
4.250             | 
            12,760 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,126 | 
                                13,081 | 
                             
                            
                                | PP | 
                                13,121 | 
                                13,032 | 
                             
                            
                                | S1 | 
                                13,117 | 
                                12,984 | 
                             
             
         |