| Trading Metrics calculated at close of trading on 29-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Mar-2012 | 
                    29-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,124 | 
                        13,051 | 
                        -73 | 
                        -0.6% | 
                        13,163 | 
                     
                    
                        | High | 
                        13,177 | 
                        13,087 | 
                        -90 | 
                        -0.7% | 
                        13,208 | 
                     
                    
                        | Low | 
                        13,003 | 
                        12,965 | 
                        -38 | 
                        -0.3% | 
                        12,932 | 
                     
                    
                        | Close | 
                        13,053 | 
                        13,078 | 
                        25 | 
                        0.2% | 
                        13,032 | 
                     
                    
                        | Range | 
                        174 | 
                        122 | 
                        -52 | 
                        -29.9% | 
                        276 | 
                     
                    
                        | ATR | 
                        122 | 
                        122 | 
                        0 | 
                        0.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        117,871 | 
                        108,216 | 
                        -9,655 | 
                        -8.2% | 
                        507,026 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,409 | 
                13,366 | 
                13,145 | 
                 | 
             
            
                | R3 | 
                13,287 | 
                13,244 | 
                13,112 | 
                 | 
             
            
                | R2 | 
                13,165 | 
                13,165 | 
                13,100 | 
                 | 
             
            
                | R1 | 
                13,122 | 
                13,122 | 
                13,089 | 
                13,144 | 
             
            
                | PP | 
                13,043 | 
                13,043 | 
                13,043 | 
                13,054 | 
             
            
                | S1 | 
                13,000 | 
                13,000 | 
                13,067 | 
                13,022 | 
             
            
                | S2 | 
                12,921 | 
                12,921 | 
                13,056 | 
                 | 
             
            
                | S3 | 
                12,799 | 
                12,878 | 
                13,045 | 
                 | 
             
            
                | S4 | 
                12,677 | 
                12,756 | 
                13,011 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                142 | 
                1.1% | 
                47% | 
                False | 
                False | 
                99,144 | 
                 
                
                | 10 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                125 | 
                1.0% | 
                47% | 
                False | 
                False | 
                99,037 | 
                 
                
                | 20 | 
                13,245 | 
                12,655 | 
                590 | 
                4.5% | 
                124 | 
                0.9% | 
                72% | 
                False | 
                False | 
                80,375 | 
                 
                
                | 40 | 
                13,245 | 
                12,573 | 
                672 | 
                5.1% | 
                109 | 
                0.8% | 
                75% | 
                False | 
                False | 
                40,208 | 
                 
                
                | 60 | 
                13,245 | 
                12,170 | 
                1,075 | 
                8.2% | 
                99 | 
                0.8% | 
                84% | 
                False | 
                False | 
                26,808 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.3% | 
                99 | 
                0.8% | 
                90% | 
                False | 
                False | 
                20,108 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,606 | 
         
        
            | 
2.618             | 
            13,407 | 
         
        
            | 
1.618             | 
            13,285 | 
         
        
            | 
1.000             | 
            13,209 | 
         
        
            | 
0.618             | 
            13,163 | 
         
        
            | 
HIGH             | 
            13,087 | 
         
        
            | 
0.618             | 
            13,041 | 
         
        
            | 
0.500             | 
            13,026 | 
         
        
            | 
0.382             | 
            13,012 | 
         
        
            | 
LOW             | 
            12,965 | 
         
        
            | 
0.618             | 
            12,890 | 
         
        
            | 
1.000             | 
            12,843 | 
         
        
            | 
1.618             | 
            12,768 | 
         
        
            | 
2.618             | 
            12,646 | 
         
        
            | 
4.250             | 
            12,447 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,061 | 
                                13,105 | 
                             
                            
                                | PP | 
                                13,043 | 
                                13,096 | 
                             
                            
                                | S1 | 
                                13,026 | 
                                13,087 | 
                             
             
         |