| Trading Metrics calculated at close of trading on 15-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2012 | 
                    15-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,110 | 
                        13,125 | 
                        15 | 
                        0.1% | 
                        12,895 | 
                     
                    
                        | High | 
                        13,154 | 
                        13,188 | 
                        34 | 
                        0.3% | 
                        12,905 | 
                     
                    
                        | Low | 
                        13,079 | 
                        13,098 | 
                        19 | 
                        0.1% | 
                        12,655 | 
                     
                    
                        | Close | 
                        13,130 | 
                        13,172 | 
                        42 | 
                        0.3% | 
                        12,863 | 
                     
                    
                        | Range | 
                        75 | 
                        90 | 
                        15 | 
                        20.0% | 
                        250 | 
                     
                    
                        | ATR | 
                        115 | 
                        113 | 
                        -2 | 
                        -1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        115,041 | 
                        110,976 | 
                        -4,065 | 
                        -3.5% | 
                        140,971 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,423 | 
                13,387 | 
                13,222 | 
                 | 
             
            
                | R3 | 
                13,333 | 
                13,297 | 
                13,197 | 
                 | 
             
            
                | R2 | 
                13,243 | 
                13,243 | 
                13,189 | 
                 | 
             
            
                | R1 | 
                13,207 | 
                13,207 | 
                13,180 | 
                13,225 | 
             
            
                | PP | 
                13,153 | 
                13,153 | 
                13,153 | 
                13,162 | 
             
            
                | S1 | 
                13,117 | 
                13,117 | 
                13,164 | 
                13,135 | 
             
            
                | S2 | 
                13,063 | 
                13,063 | 
                13,156 | 
                 | 
             
            
                | S3 | 
                12,973 | 
                13,027 | 
                13,147 | 
                 | 
             
            
                | S4 | 
                12,883 | 
                12,937 | 
                13,123 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,188 | 
                12,795 | 
                393 | 
                3.0% | 
                118 | 
                0.9% | 
                96% | 
                True | 
                False | 
                111,468 | 
                 
                
                | 10 | 
                13,188 | 
                12,655 | 
                533 | 
                4.0% | 
                123 | 
                0.9% | 
                97% | 
                True | 
                False | 
                61,713 | 
                 
                
                | 20 | 
                13,188 | 
                12,632 | 
                556 | 
                4.2% | 
                114 | 
                0.9% | 
                97% | 
                True | 
                False | 
                30,889 | 
                 
                
                | 40 | 
                13,188 | 
                12,430 | 
                758 | 
                5.8% | 
                95 | 
                0.7% | 
                98% | 
                True | 
                False | 
                15,451 | 
                 
                
                | 60 | 
                13,188 | 
                11,639 | 
                1,549 | 
                11.8% | 
                95 | 
                0.7% | 
                99% | 
                True | 
                False | 
                10,304 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,571 | 
         
        
            | 
2.618             | 
            13,424 | 
         
        
            | 
1.618             | 
            13,334 | 
         
        
            | 
1.000             | 
            13,278 | 
         
        
            | 
0.618             | 
            13,244 | 
         
        
            | 
HIGH             | 
            13,188 | 
         
        
            | 
0.618             | 
            13,154 | 
         
        
            | 
0.500             | 
            13,143 | 
         
        
            | 
0.382             | 
            13,133 | 
         
        
            | 
LOW             | 
            13,098 | 
         
        
            | 
0.618             | 
            13,043 | 
         
        
            | 
1.000             | 
            13,008 | 
         
        
            | 
1.618             | 
            12,953 | 
         
        
            | 
2.618             | 
            12,863 | 
         
        
            | 
4.250             | 
            12,716 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,162 | 
                                13,128 | 
                             
                            
                                | PP | 
                                13,153 | 
                                13,084 | 
                             
                            
                                | S1 | 
                                13,143 | 
                                13,040 | 
                             
             
         |