| Trading Metrics calculated at close of trading on 21-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Mar-2012 | 
                    21-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,166 | 
                        13,109 | 
                        -57 | 
                        -0.4% | 
                        12,859 | 
                     
                    
                        | High | 
                        13,176 | 
                        13,160 | 
                        -16 | 
                        -0.1% | 
                        13,224 | 
                     
                    
                        | Low | 
                        13,053 | 
                        13,042 | 
                        -11 | 
                        -0.1% | 
                        12,813 | 
                     
                    
                        | Close | 
                        13,108 | 
                        13,066 | 
                        -42 | 
                        -0.3% | 
                        13,163 | 
                     
                    
                        | Range | 
                        123 | 
                        118 | 
                        -5 | 
                        -4.1% | 
                        411 | 
                     
                    
                        | ATR | 
                        109 | 
                        110 | 
                        1 | 
                        0.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        105,425 | 
                        100,580 | 
                        -4,845 | 
                        -4.6% | 
                        549,345 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,443 | 
                13,373 | 
                13,131 | 
                 | 
             
            
                | R3 | 
                13,325 | 
                13,255 | 
                13,099 | 
                 | 
             
            
                | R2 | 
                13,207 | 
                13,207 | 
                13,088 | 
                 | 
             
            
                | R1 | 
                13,137 | 
                13,137 | 
                13,077 | 
                13,113 | 
             
            
                | PP | 
                13,089 | 
                13,089 | 
                13,089 | 
                13,078 | 
             
            
                | S1 | 
                13,019 | 
                13,019 | 
                13,055 | 
                12,995 | 
             
            
                | S2 | 
                12,971 | 
                12,971 | 
                13,044 | 
                 | 
             
            
                | S3 | 
                12,853 | 
                12,901 | 
                13,034 | 
                 | 
             
            
                | S4 | 
                12,735 | 
                12,783 | 
                13,001 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,042 | 
                182 | 
                1.4% | 
                97 | 
                0.7% | 
                13% | 
                False | 
                True | 
                97,591 | 
                 
                
                | 10 | 
                13,224 | 
                12,753 | 
                471 | 
                3.6% | 
                111 | 
                0.8% | 
                66% | 
                False | 
                False | 
                97,792 | 
                 
                
                | 20 | 
                13,224 | 
                12,655 | 
                569 | 
                4.4% | 
                112 | 
                0.9% | 
                72% | 
                False | 
                False | 
                49,728 | 
                 
                
                | 40 | 
                13,224 | 
                12,460 | 
                764 | 
                5.8% | 
                98 | 
                0.8% | 
                79% | 
                False | 
                False | 
                24,874 | 
                 
                
                | 60 | 
                13,224 | 
                12,013 | 
                1,211 | 
                9.3% | 
                91 | 
                0.7% | 
                87% | 
                False | 
                False | 
                16,586 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,662 | 
         
        
            | 
2.618             | 
            13,469 | 
         
        
            | 
1.618             | 
            13,351 | 
         
        
            | 
1.000             | 
            13,278 | 
         
        
            | 
0.618             | 
            13,233 | 
         
        
            | 
HIGH             | 
            13,160 | 
         
        
            | 
0.618             | 
            13,115 | 
         
        
            | 
0.500             | 
            13,101 | 
         
        
            | 
0.382             | 
            13,087 | 
         
        
            | 
LOW             | 
            13,042 | 
         
        
            | 
0.618             | 
            12,969 | 
         
        
            | 
1.000             | 
            12,924 | 
         
        
            | 
1.618             | 
            12,851 | 
         
        
            | 
2.618             | 
            12,733 | 
         
        
            | 
4.250             | 
            12,541 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,101 | 
                                13,125 | 
                             
                            
                                | PP | 
                                13,089 | 
                                13,105 | 
                             
                            
                                | S1 | 
                                13,078 | 
                                13,086 | 
                             
             
         |