| Trading Metrics calculated at close of trading on 26-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2012 | 
                    26-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,002 | 
                        13,030 | 
                        28 | 
                        0.2% | 
                        13,163 | 
                     
                    
                        | High | 
                        13,041 | 
                        13,204 | 
                        163 | 
                        1.2% | 
                        13,208 | 
                     
                    
                        | Low | 
                        12,932 | 
                        13,021 | 
                        89 | 
                        0.7% | 
                        12,932 | 
                     
                    
                        | Close | 
                        13,032 | 
                        13,200 | 
                        168 | 
                        1.3% | 
                        13,032 | 
                     
                    
                        | Range | 
                        109 | 
                        183 | 
                        74 | 
                        67.9% | 
                        276 | 
                     
                    
                        | ATR | 
                        112 | 
                        117 | 
                        5 | 
                        4.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        85,775 | 
                        97,619 | 
                        11,844 | 
                        13.8% | 
                        507,026 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,691 | 
                13,628 | 
                13,301 | 
                 | 
             
            
                | R3 | 
                13,508 | 
                13,445 | 
                13,250 | 
                 | 
             
            
                | R2 | 
                13,325 | 
                13,325 | 
                13,234 | 
                 | 
             
            
                | R1 | 
                13,262 | 
                13,262 | 
                13,217 | 
                13,294 | 
             
            
                | PP | 
                13,142 | 
                13,142 | 
                13,142 | 
                13,157 | 
             
            
                | S1 | 
                13,079 | 
                13,079 | 
                13,183 | 
                13,111 | 
             
            
                | S2 | 
                12,959 | 
                12,959 | 
                13,167 | 
                 | 
             
            
                | S3 | 
                12,776 | 
                12,896 | 
                13,150 | 
                 | 
             
            
                | S4 | 
                12,593 | 
                12,713 | 
                13,099 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,204 | 
                12,932 | 
                272 | 
                2.1% | 
                135 | 
                1.0% | 
                99% | 
                True | 
                False | 
                101,415 | 
                 
                
                | 10 | 
                13,224 | 
                12,892 | 
                332 | 
                2.5% | 
                122 | 
                0.9% | 
                93% | 
                False | 
                False | 
                104,736 | 
                 
                
                | 20 | 
                13,224 | 
                12,655 | 
                569 | 
                4.3% | 
                122 | 
                0.9% | 
                96% | 
                False | 
                False | 
                64,778 | 
                 
                
                | 40 | 
                13,224 | 
                12,460 | 
                764 | 
                5.8% | 
                104 | 
                0.8% | 
                97% | 
                False | 
                False | 
                32,400 | 
                 
                
                | 60 | 
                13,224 | 
                12,082 | 
                1,142 | 
                8.7% | 
                95 | 
                0.7% | 
                98% | 
                False | 
                False | 
                21,603 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,982 | 
         
        
            | 
2.618             | 
            13,683 | 
         
        
            | 
1.618             | 
            13,500 | 
         
        
            | 
1.000             | 
            13,387 | 
         
        
            | 
0.618             | 
            13,317 | 
         
        
            | 
HIGH             | 
            13,204 | 
         
        
            | 
0.618             | 
            13,134 | 
         
        
            | 
0.500             | 
            13,113 | 
         
        
            | 
0.382             | 
            13,091 | 
         
        
            | 
LOW             | 
            13,021 | 
         
        
            | 
0.618             | 
            12,908 | 
         
        
            | 
1.000             | 
            12,838 | 
         
        
            | 
1.618             | 
            12,725 | 
         
        
            | 
2.618             | 
            12,542 | 
         
        
            | 
4.250             | 
            12,243 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,171 | 
                                13,156 | 
                             
                            
                                | PP | 
                                13,142 | 
                                13,112 | 
                             
                            
                                | S1 | 
                                13,113 | 
                                13,068 | 
                             
             
         |