| Trading Metrics calculated at close of trading on 27-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Mar-2012 | 
                    27-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,030 | 
                        13,197 | 
                        167 | 
                        1.3% | 
                        13,163 | 
                     
                    
                        | High | 
                        13,204 | 
                        13,245 | 
                        41 | 
                        0.3% | 
                        13,208 | 
                     
                    
                        | Low | 
                        13,021 | 
                        13,122 | 
                        101 | 
                        0.8% | 
                        12,932 | 
                     
                    
                        | Close | 
                        13,200 | 
                        13,124 | 
                        -76 | 
                        -0.6% | 
                        13,032 | 
                     
                    
                        | Range | 
                        183 | 
                        123 | 
                        -60 | 
                        -32.8% | 
                        276 | 
                     
                    
                        | ATR | 
                        117 | 
                        117 | 
                        0 | 
                        0.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        97,619 | 
                        86,241 | 
                        -11,378 | 
                        -11.7% | 
                        507,026 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,533 | 
                13,451 | 
                13,192 | 
                 | 
             
            
                | R3 | 
                13,410 | 
                13,328 | 
                13,158 | 
                 | 
             
            
                | R2 | 
                13,287 | 
                13,287 | 
                13,147 | 
                 | 
             
            
                | R1 | 
                13,205 | 
                13,205 | 
                13,135 | 
                13,185 | 
             
            
                | PP | 
                13,164 | 
                13,164 | 
                13,164 | 
                13,153 | 
             
            
                | S1 | 
                13,082 | 
                13,082 | 
                13,113 | 
                13,062 | 
             
            
                | S2 | 
                13,041 | 
                13,041 | 
                13,102 | 
                 | 
             
            
                | S3 | 
                12,918 | 
                12,959 | 
                13,090 | 
                 | 
             
            
                | S4 | 
                12,795 | 
                12,836 | 
                13,056 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                135 | 
                1.0% | 
                61% | 
                True | 
                False | 
                97,578 | 
                 
                
                | 10 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                112 | 
                0.9% | 
                61% | 
                True | 
                False | 
                99,030 | 
                 
                
                | 20 | 
                13,245 | 
                12,655 | 
                590 | 
                4.5% | 
                122 | 
                0.9% | 
                79% | 
                True | 
                False | 
                69,083 | 
                 
                
                | 40 | 
                13,245 | 
                12,494 | 
                751 | 
                5.7% | 
                105 | 
                0.8% | 
                84% | 
                True | 
                False | 
                34,556 | 
                 
                
                | 60 | 
                13,245 | 
                12,082 | 
                1,163 | 
                8.9% | 
                97 | 
                0.7% | 
                90% | 
                True | 
                False | 
                23,040 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,768 | 
         
        
            | 
2.618             | 
            13,567 | 
         
        
            | 
1.618             | 
            13,444 | 
         
        
            | 
1.000             | 
            13,368 | 
         
        
            | 
0.618             | 
            13,321 | 
         
        
            | 
HIGH             | 
            13,245 | 
         
        
            | 
0.618             | 
            13,198 | 
         
        
            | 
0.500             | 
            13,184 | 
         
        
            | 
0.382             | 
            13,169 | 
         
        
            | 
LOW             | 
            13,122 | 
         
        
            | 
0.618             | 
            13,046 | 
         
        
            | 
1.000             | 
            12,999 | 
         
        
            | 
1.618             | 
            12,923 | 
         
        
            | 
2.618             | 
            12,800 | 
         
        
            | 
4.250             | 
            12,599 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,184 | 
                                13,112 | 
                             
                            
                                | PP | 
                                13,164 | 
                                13,100 | 
                             
                            
                                | S1 | 
                                13,144 | 
                                13,089 | 
                             
             
         |