| Trading Metrics calculated at close of trading on 19-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Mar-2012 | 
                    19-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,169 | 
                        13,163 | 
                        -6 | 
                        0.0% | 
                        12,859 | 
                     
                    
                        | High | 
                        13,224 | 
                        13,208 | 
                        -16 | 
                        -0.1% | 
                        13,224 | 
                     
                    
                        | Low | 
                        13,157 | 
                        13,123 | 
                        -34 | 
                        -0.3% | 
                        12,813 | 
                     
                    
                        | Close | 
                        13,163 | 
                        13,167 | 
                        4 | 
                        0.0% | 
                        13,163 | 
                     
                    
                        | Range | 
                        67 | 
                        85 | 
                        18 | 
                        26.9% | 
                        411 | 
                     
                    
                        | ATR | 
                        110 | 
                        108 | 
                        -2 | 
                        -1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        73,406 | 
                        97,568 | 
                        24,162 | 
                        32.9% | 
                        549,345 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,421 | 
                13,379 | 
                13,214 | 
                 | 
             
            
                | R3 | 
                13,336 | 
                13,294 | 
                13,191 | 
                 | 
             
            
                | R2 | 
                13,251 | 
                13,251 | 
                13,183 | 
                 | 
             
            
                | R1 | 
                13,209 | 
                13,209 | 
                13,175 | 
                13,230 | 
             
            
                | PP | 
                13,166 | 
                13,166 | 
                13,166 | 
                13,177 | 
             
            
                | S1 | 
                13,124 | 
                13,124 | 
                13,159 | 
                13,145 | 
             
            
                | S2 | 
                13,081 | 
                13,081 | 
                13,152 | 
                 | 
             
            
                | S3 | 
                12,996 | 
                13,039 | 
                13,144 | 
                 | 
             
            
                | S4 | 
                12,911 | 
                12,954 | 
                13,120 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,892 | 
                332 | 
                2.5% | 
                108 | 
                0.8% | 
                83% | 
                False | 
                False | 
                108,058 | 
                 
                
                | 10 | 
                13,224 | 
                12,655 | 
                569 | 
                4.3% | 
                121 | 
                0.9% | 
                90% | 
                False | 
                False | 
                78,737 | 
                 
                
                | 20 | 
                13,224 | 
                12,655 | 
                569 | 
                4.3% | 
                109 | 
                0.8% | 
                90% | 
                False | 
                False | 
                39,432 | 
                 
                
                | 40 | 
                13,224 | 
                12,460 | 
                764 | 
                5.8% | 
                94 | 
                0.7% | 
                93% | 
                False | 
                False | 
                19,724 | 
                 
                
                | 60 | 
                13,224 | 
                11,930 | 
                1,294 | 
                9.8% | 
                90 | 
                0.7% | 
                96% | 
                False | 
                False | 
                13,153 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,569 | 
         
        
            | 
2.618             | 
            13,431 | 
         
        
            | 
1.618             | 
            13,346 | 
         
        
            | 
1.000             | 
            13,293 | 
         
        
            | 
0.618             | 
            13,261 | 
         
        
            | 
HIGH             | 
            13,208 | 
         
        
            | 
0.618             | 
            13,176 | 
         
        
            | 
0.500             | 
            13,166 | 
         
        
            | 
0.382             | 
            13,156 | 
         
        
            | 
LOW             | 
            13,123 | 
         
        
            | 
0.618             | 
            13,071 | 
         
        
            | 
1.000             | 
            13,038 | 
         
        
            | 
1.618             | 
            12,986 | 
         
        
            | 
2.618             | 
            12,901 | 
         
        
            | 
4.250             | 
            12,762 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,167 | 
                                13,165 | 
                             
                            
                                | PP | 
                                13,166 | 
                                13,163 | 
                             
                            
                                | S1 | 
                                13,166 | 
                                13,161 | 
                             
             
         |