| Trading Metrics calculated at close of trading on 28-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Mar-2012 | 
                    28-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,197 | 
                        13,124 | 
                        -73 | 
                        -0.6% | 
                        13,163 | 
                     
                    
                        | High | 
                        13,245 | 
                        13,177 | 
                        -68 | 
                        -0.5% | 
                        13,208 | 
                     
                    
                        | Low | 
                        13,122 | 
                        13,003 | 
                        -119 | 
                        -0.9% | 
                        12,932 | 
                     
                    
                        | Close | 
                        13,124 | 
                        13,053 | 
                        -71 | 
                        -0.5% | 
                        13,032 | 
                     
                    
                        | Range | 
                        123 | 
                        174 | 
                        51 | 
                        41.5% | 
                        276 | 
                     
                    
                        | ATR | 
                        117 | 
                        122 | 
                        4 | 
                        3.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        86,241 | 
                        117,871 | 
                        31,630 | 
                        36.7% | 
                        507,026 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,600 | 
                13,500 | 
                13,149 | 
                 | 
             
            
                | R3 | 
                13,426 | 
                13,326 | 
                13,101 | 
                 | 
             
            
                | R2 | 
                13,252 | 
                13,252 | 
                13,085 | 
                 | 
             
            
                | R1 | 
                13,152 | 
                13,152 | 
                13,069 | 
                13,115 | 
             
            
                | PP | 
                13,078 | 
                13,078 | 
                13,078 | 
                13,059 | 
             
            
                | S1 | 
                12,978 | 
                12,978 | 
                13,037 | 
                12,941 | 
             
            
                | S2 | 
                12,904 | 
                12,904 | 
                13,021 | 
                 | 
             
            
                | S3 | 
                12,730 | 
                12,804 | 
                13,005 | 
                 | 
             
            
                | S4 | 
                12,556 | 
                12,630 | 
                12,957 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                147 | 
                1.1% | 
                39% | 
                False | 
                False | 
                101,036 | 
                 
                
                | 10 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                122 | 
                0.9% | 
                39% | 
                False | 
                False | 
                99,313 | 
                 
                
                | 20 | 
                13,245 | 
                12,655 | 
                590 | 
                4.5% | 
                124 | 
                0.9% | 
                67% | 
                False | 
                False | 
                74,971 | 
                 
                
                | 40 | 
                13,245 | 
                12,573 | 
                672 | 
                5.1% | 
                107 | 
                0.8% | 
                71% | 
                False | 
                False | 
                37,503 | 
                 
                
                | 60 | 
                13,245 | 
                12,170 | 
                1,075 | 
                8.2% | 
                98 | 
                0.8% | 
                82% | 
                False | 
                False | 
                25,005 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,917 | 
         
        
            | 
2.618             | 
            13,633 | 
         
        
            | 
1.618             | 
            13,459 | 
         
        
            | 
1.000             | 
            13,351 | 
         
        
            | 
0.618             | 
            13,285 | 
         
        
            | 
HIGH             | 
            13,177 | 
         
        
            | 
0.618             | 
            13,111 | 
         
        
            | 
0.500             | 
            13,090 | 
         
        
            | 
0.382             | 
            13,070 | 
         
        
            | 
LOW             | 
            13,003 | 
         
        
            | 
0.618             | 
            12,896 | 
         
        
            | 
1.000             | 
            12,829 | 
         
        
            | 
1.618             | 
            12,722 | 
         
        
            | 
2.618             | 
            12,548 | 
         
        
            | 
4.250             | 
            12,264 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,090 | 
                                13,124 | 
                             
                            
                                | PP | 
                                13,078 | 
                                13,100 | 
                             
                            
                                | S1 | 
                                13,065 | 
                                13,077 | 
                             
             
         |