| Trading Metrics calculated at close of trading on 30-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Mar-2012 | 
                    30-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,051 | 
                        13,076 | 
                        25 | 
                        0.2% | 
                        13,030 | 
                     
                    
                        | High | 
                        13,087 | 
                        13,158 | 
                        71 | 
                        0.5% | 
                        13,245 | 
                     
                    
                        | Low | 
                        12,965 | 
                        13,067 | 
                        102 | 
                        0.8% | 
                        12,965 | 
                     
                    
                        | Close | 
                        13,078 | 
                        13,142 | 
                        64 | 
                        0.5% | 
                        13,142 | 
                     
                    
                        | Range | 
                        122 | 
                        91 | 
                        -31 | 
                        -25.4% | 
                        280 | 
                     
                    
                        | ATR | 
                        122 | 
                        119 | 
                        -2 | 
                        -1.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        108,216 | 
                        88,397 | 
                        -19,819 | 
                        -18.3% | 
                        498,344 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,395 | 
                13,360 | 
                13,192 | 
                 | 
             
            
                | R3 | 
                13,304 | 
                13,269 | 
                13,167 | 
                 | 
             
            
                | R2 | 
                13,213 | 
                13,213 | 
                13,159 | 
                 | 
             
            
                | R1 | 
                13,178 | 
                13,178 | 
                13,150 | 
                13,196 | 
             
            
                | PP | 
                13,122 | 
                13,122 | 
                13,122 | 
                13,131 | 
             
            
                | S1 | 
                13,087 | 
                13,087 | 
                13,134 | 
                13,105 | 
             
            
                | S2 | 
                13,031 | 
                13,031 | 
                13,125 | 
                 | 
             
            
                | S3 | 
                12,940 | 
                12,996 | 
                13,117 | 
                 | 
             
            
                | S4 | 
                12,849 | 
                12,905 | 
                13,092 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,957 | 
                13,830 | 
                13,296 | 
                 | 
             
            
                | R3 | 
                13,677 | 
                13,550 | 
                13,219 | 
                 | 
             
            
                | R2 | 
                13,397 | 
                13,397 | 
                13,193 | 
                 | 
             
            
                | R1 | 
                13,270 | 
                13,270 | 
                13,168 | 
                13,334 | 
             
            
                | PP | 
                13,117 | 
                13,117 | 
                13,117 | 
                13,149 | 
             
            
                | S1 | 
                12,990 | 
                12,990 | 
                13,116 | 
                13,054 | 
             
            
                | S2 | 
                12,837 | 
                12,837 | 
                13,091 | 
                 | 
             
            
                | S3 | 
                12,557 | 
                12,710 | 
                13,065 | 
                 | 
             
            
                | S4 | 
                12,277 | 
                12,430 | 
                12,988 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,245 | 
                12,965 | 
                280 | 
                2.1% | 
                139 | 
                1.1% | 
                63% | 
                False | 
                False | 
                99,668 | 
                 
                
                | 10 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                127 | 
                1.0% | 
                67% | 
                False | 
                False | 
                100,537 | 
                 
                
                | 20 | 
                13,245 | 
                12,655 | 
                590 | 
                4.5% | 
                125 | 
                0.9% | 
                83% | 
                False | 
                False | 
                84,784 | 
                 
                
                | 40 | 
                13,245 | 
                12,631 | 
                614 | 
                4.7% | 
                110 | 
                0.8% | 
                83% | 
                False | 
                False | 
                42,418 | 
                 
                
                | 60 | 
                13,245 | 
                12,170 | 
                1,075 | 
                8.2% | 
                100 | 
                0.8% | 
                90% | 
                False | 
                False | 
                28,281 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.2% | 
                100 | 
                0.8% | 
                94% | 
                False | 
                False | 
                21,213 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,545 | 
         
        
            | 
2.618             | 
            13,396 | 
         
        
            | 
1.618             | 
            13,305 | 
         
        
            | 
1.000             | 
            13,249 | 
         
        
            | 
0.618             | 
            13,214 | 
         
        
            | 
HIGH             | 
            13,158 | 
         
        
            | 
0.618             | 
            13,123 | 
         
        
            | 
0.500             | 
            13,113 | 
         
        
            | 
0.382             | 
            13,102 | 
         
        
            | 
LOW             | 
            13,067 | 
         
        
            | 
0.618             | 
            13,011 | 
         
        
            | 
1.000             | 
            12,976 | 
         
        
            | 
1.618             | 
            12,920 | 
         
        
            | 
2.618             | 
            12,829 | 
         
        
            | 
4.250             | 
            12,680 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,132 | 
                                13,118 | 
                             
                            
                                | PP | 
                                13,122 | 
                                13,095 | 
                             
                            
                                | S1 | 
                                13,113 | 
                                13,071 | 
                             
             
         |