| Trading Metrics calculated at close of trading on 23-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Mar-2012 | 
                    23-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,070 | 
                        13,002 | 
                        -68 | 
                        -0.5% | 
                        13,163 | 
                     
                    
                        | High | 
                        13,091 | 
                        13,041 | 
                        -50 | 
                        -0.4% | 
                        13,208 | 
                     
                    
                        | Low | 
                        12,948 | 
                        12,932 | 
                        -16 | 
                        -0.1% | 
                        12,932 | 
                     
                    
                        | Close | 
                        13,001 | 
                        13,032 | 
                        31 | 
                        0.2% | 
                        13,032 | 
                     
                    
                        | Range | 
                        143 | 
                        109 | 
                        -34 | 
                        -23.8% | 
                        276 | 
                     
                    
                        | ATR | 
                        112 | 
                        112 | 
                        0 | 
                        -0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        117,678 | 
                        85,775 | 
                        -31,903 | 
                        -27.1% | 
                        507,026 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,329 | 
                13,289 | 
                13,092 | 
                 | 
             
            
                | R3 | 
                13,220 | 
                13,180 | 
                13,062 | 
                 | 
             
            
                | R2 | 
                13,111 | 
                13,111 | 
                13,052 | 
                 | 
             
            
                | R1 | 
                13,071 | 
                13,071 | 
                13,042 | 
                13,091 | 
             
            
                | PP | 
                13,002 | 
                13,002 | 
                13,002 | 
                13,012 | 
             
            
                | S1 | 
                12,962 | 
                12,962 | 
                13,022 | 
                12,982 | 
             
            
                | S2 | 
                12,893 | 
                12,893 | 
                13,012 | 
                 | 
             
            
                | S3 | 
                12,784 | 
                12,853 | 
                13,002 | 
                 | 
             
            
                | S4 | 
                12,675 | 
                12,744 | 
                12,972 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,885 | 
                13,735 | 
                13,184 | 
                 | 
             
            
                | R3 | 
                13,609 | 
                13,459 | 
                13,108 | 
                 | 
             
            
                | R2 | 
                13,333 | 
                13,333 | 
                13,083 | 
                 | 
             
            
                | R1 | 
                13,183 | 
                13,183 | 
                13,057 | 
                13,120 | 
             
            
                | PP | 
                13,057 | 
                13,057 | 
                13,057 | 
                13,026 | 
             
            
                | S1 | 
                12,907 | 
                12,907 | 
                13,007 | 
                12,844 | 
             
            
                | S2 | 
                12,781 | 
                12,781 | 
                12,982 | 
                 | 
             
            
                | S3 | 
                12,505 | 
                12,631 | 
                12,956 | 
                 | 
             
            
                | S4 | 
                12,229 | 
                12,355 | 
                12,880 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,208 | 
                12,932 | 
                276 | 
                2.1% | 
                116 | 
                0.9% | 
                36% | 
                False | 
                True | 
                101,405 | 
                 
                
                | 10 | 
                13,224 | 
                12,813 | 
                411 | 
                3.2% | 
                113 | 
                0.9% | 
                53% | 
                False | 
                False | 
                105,637 | 
                 
                
                | 20 | 
                13,224 | 
                12,655 | 
                569 | 
                4.4% | 
                119 | 
                0.9% | 
                66% | 
                False | 
                False | 
                59,898 | 
                 
                
                | 40 | 
                13,224 | 
                12,460 | 
                764 | 
                5.9% | 
                101 | 
                0.8% | 
                75% | 
                False | 
                False | 
                29,960 | 
                 
                
                | 60 | 
                13,224 | 
                12,013 | 
                1,211 | 
                9.3% | 
                93 | 
                0.7% | 
                84% | 
                False | 
                False | 
                19,976 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,504 | 
         
        
            | 
2.618             | 
            13,326 | 
         
        
            | 
1.618             | 
            13,217 | 
         
        
            | 
1.000             | 
            13,150 | 
         
        
            | 
0.618             | 
            13,108 | 
         
        
            | 
HIGH             | 
            13,041 | 
         
        
            | 
0.618             | 
            12,999 | 
         
        
            | 
0.500             | 
            12,987 | 
         
        
            | 
0.382             | 
            12,974 | 
         
        
            | 
LOW             | 
            12,932 | 
         
        
            | 
0.618             | 
            12,865 | 
         
        
            | 
1.000             | 
            12,823 | 
         
        
            | 
1.618             | 
            12,756 | 
         
        
            | 
2.618             | 
            12,647 | 
         
        
            | 
4.250             | 
            12,469 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,017 | 
                                13,046 | 
                             
                            
                                | PP | 
                                13,002 | 
                                13,041 | 
                             
                            
                                | S1 | 
                                12,987 | 
                                13,037 | 
                             
             
         |