| Trading Metrics calculated at close of trading on 22-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Mar-2012 | 
                    22-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,109 | 
                        13,070 | 
                        -39 | 
                        -0.3% | 
                        12,859 | 
                     
                    
                        | High | 
                        13,160 | 
                        13,091 | 
                        -69 | 
                        -0.5% | 
                        13,224 | 
                     
                    
                        | Low | 
                        13,042 | 
                        12,948 | 
                        -94 | 
                        -0.7% | 
                        12,813 | 
                     
                    
                        | Close | 
                        13,066 | 
                        13,001 | 
                        -65 | 
                        -0.5% | 
                        13,163 | 
                     
                    
                        | Range | 
                        118 | 
                        143 | 
                        25 | 
                        21.2% | 
                        411 | 
                     
                    
                        | ATR | 
                        110 | 
                        112 | 
                        2 | 
                        2.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        100,580 | 
                        117,678 | 
                        17,098 | 
                        17.0% | 
                        549,345 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,442 | 
                13,365 | 
                13,080 | 
                 | 
             
            
                | R3 | 
                13,299 | 
                13,222 | 
                13,040 | 
                 | 
             
            
                | R2 | 
                13,156 | 
                13,156 | 
                13,027 | 
                 | 
             
            
                | R1 | 
                13,079 | 
                13,079 | 
                13,014 | 
                13,046 | 
             
            
                | PP | 
                13,013 | 
                13,013 | 
                13,013 | 
                12,997 | 
             
            
                | S1 | 
                12,936 | 
                12,936 | 
                12,988 | 
                12,903 | 
             
            
                | S2 | 
                12,870 | 
                12,870 | 
                12,975 | 
                 | 
             
            
                | S3 | 
                12,727 | 
                12,793 | 
                12,962 | 
                 | 
             
            
                | S4 | 
                12,584 | 
                12,650 | 
                12,922 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,948 | 
                276 | 
                2.1% | 
                107 | 
                0.8% | 
                19% | 
                False | 
                True | 
                98,931 | 
                 
                
                | 10 | 
                13,224 | 
                12,795 | 
                429 | 
                3.3% | 
                113 | 
                0.9% | 
                48% | 
                False | 
                False | 
                105,200 | 
                 
                
                | 20 | 
                13,224 | 
                12,655 | 
                569 | 
                4.4% | 
                116 | 
                0.9% | 
                61% | 
                False | 
                False | 
                55,611 | 
                 
                
                | 40 | 
                13,224 | 
                12,460 | 
                764 | 
                5.9% | 
                99 | 
                0.8% | 
                71% | 
                False | 
                False | 
                27,815 | 
                 
                
                | 60 | 
                13,224 | 
                12,013 | 
                1,211 | 
                9.3% | 
                92 | 
                0.7% | 
                82% | 
                False | 
                False | 
                18,547 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,699 | 
         
        
            | 
2.618             | 
            13,465 | 
         
        
            | 
1.618             | 
            13,322 | 
         
        
            | 
1.000             | 
            13,234 | 
         
        
            | 
0.618             | 
            13,179 | 
         
        
            | 
HIGH             | 
            13,091 | 
         
        
            | 
0.618             | 
            13,036 | 
         
        
            | 
0.500             | 
            13,020 | 
         
        
            | 
0.382             | 
            13,003 | 
         
        
            | 
LOW             | 
            12,948 | 
         
        
            | 
0.618             | 
            12,860 | 
         
        
            | 
1.000             | 
            12,805 | 
         
        
            | 
1.618             | 
            12,717 | 
         
        
            | 
2.618             | 
            12,574 | 
         
        
            | 
4.250             | 
            12,340 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,020 | 
                                13,062 | 
                             
                            
                                | PP | 
                                13,013 | 
                                13,042 | 
                             
                            
                                | S1 | 
                                13,007 | 
                                13,021 | 
                             
             
         |