| Trading Metrics calculated at close of trading on 16-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2012 | 
                    16-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,125 | 
                        13,169 | 
                        44 | 
                        0.3% | 
                        12,859 | 
                     
                    
                        | High | 
                        13,188 | 
                        13,224 | 
                        36 | 
                        0.3% | 
                        13,224 | 
                     
                    
                        | Low | 
                        13,098 | 
                        13,157 | 
                        59 | 
                        0.5% | 
                        12,813 | 
                     
                    
                        | Close | 
                        13,172 | 
                        13,163 | 
                        -9 | 
                        -0.1% | 
                        13,163 | 
                     
                    
                        | Range | 
                        90 | 
                        67 | 
                        -23 | 
                        -25.6% | 
                        411 | 
                     
                    
                        | ATR | 
                        113 | 
                        110 | 
                        -3 | 
                        -2.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        110,976 | 
                        73,406 | 
                        -37,570 | 
                        -33.9% | 
                        549,345 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,382 | 
                13,340 | 
                13,200 | 
                 | 
             
            
                | R3 | 
                13,315 | 
                13,273 | 
                13,182 | 
                 | 
             
            
                | R2 | 
                13,248 | 
                13,248 | 
                13,175 | 
                 | 
             
            
                | R1 | 
                13,206 | 
                13,206 | 
                13,169 | 
                13,194 | 
             
            
                | PP | 
                13,181 | 
                13,181 | 
                13,181 | 
                13,175 | 
             
            
                | S1 | 
                13,139 | 
                13,139 | 
                13,157 | 
                13,127 | 
             
            
                | S2 | 
                13,114 | 
                13,114 | 
                13,151 | 
                 | 
             
            
                | S3 | 
                13,047 | 
                13,072 | 
                13,145 | 
                 | 
             
            
                | S4 | 
                12,980 | 
                13,005 | 
                13,126 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                14,300 | 
                14,142 | 
                13,389 | 
                 | 
             
            
                | R3 | 
                13,889 | 
                13,731 | 
                13,276 | 
                 | 
             
            
                | R2 | 
                13,478 | 
                13,478 | 
                13,238 | 
                 | 
             
            
                | R1 | 
                13,320 | 
                13,320 | 
                13,201 | 
                13,399 | 
             
            
                | PP | 
                13,067 | 
                13,067 | 
                13,067 | 
                13,106 | 
             
            
                | S1 | 
                12,909 | 
                12,909 | 
                13,125 | 
                12,988 | 
             
            
                | S2 | 
                12,656 | 
                12,656 | 
                13,088 | 
                 | 
             
            
                | S3 | 
                12,245 | 
                12,498 | 
                13,050 | 
                 | 
             
            
                | S4 | 
                11,834 | 
                12,087 | 
                12,937 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,224 | 
                12,813 | 
                411 | 
                3.1% | 
                109 | 
                0.8% | 
                85% | 
                True | 
                False | 
                109,869 | 
                 
                
                | 10 | 
                13,224 | 
                12,655 | 
                569 | 
                4.3% | 
                123 | 
                0.9% | 
                89% | 
                True | 
                False | 
                69,031 | 
                 
                
                | 20 | 
                13,224 | 
                12,655 | 
                569 | 
                4.3% | 
                109 | 
                0.8% | 
                89% | 
                True | 
                False | 
                34,555 | 
                 
                
                | 40 | 
                13,224 | 
                12,460 | 
                764 | 
                5.8% | 
                95 | 
                0.7% | 
                92% | 
                True | 
                False | 
                17,285 | 
                 
                
                | 60 | 
                13,224 | 
                11,695 | 
                1,529 | 
                11.6% | 
                93 | 
                0.7% | 
                96% | 
                True | 
                False | 
                11,527 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,509 | 
         
        
            | 
2.618             | 
            13,400 | 
         
        
            | 
1.618             | 
            13,333 | 
         
        
            | 
1.000             | 
            13,291 | 
         
        
            | 
0.618             | 
            13,266 | 
         
        
            | 
HIGH             | 
            13,224 | 
         
        
            | 
0.618             | 
            13,199 | 
         
        
            | 
0.500             | 
            13,191 | 
         
        
            | 
0.382             | 
            13,183 | 
         
        
            | 
LOW             | 
            13,157 | 
         
        
            | 
0.618             | 
            13,116 | 
         
        
            | 
1.000             | 
            13,090 | 
         
        
            | 
1.618             | 
            13,049 | 
         
        
            | 
2.618             | 
            12,982 | 
         
        
            | 
4.250             | 
            12,872 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,191 | 
                                13,159 | 
                             
                            
                                | PP | 
                                13,181 | 
                                13,155 | 
                             
                            
                                | S1 | 
                                13,172 | 
                                13,152 | 
                             
             
         |