| Trading Metrics calculated at close of trading on 02-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Mar-2012 | 
                    02-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,076 | 
                        13,171 | 
                        95 | 
                        0.7% | 
                        13,030 | 
                     
                    
                        | High | 
                        13,158 | 
                        13,229 | 
                        71 | 
                        0.5% | 
                        13,245 | 
                     
                    
                        | Low | 
                        13,067 | 
                        13,082 | 
                        15 | 
                        0.1% | 
                        12,965 | 
                     
                    
                        | Close | 
                        13,142 | 
                        13,189 | 
                        47 | 
                        0.4% | 
                        13,142 | 
                     
                    
                        | Range | 
                        91 | 
                        147 | 
                        56 | 
                        61.5% | 
                        280 | 
                     
                    
                        | ATR | 
                        119 | 
                        121 | 
                        2 | 
                        1.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        88,397 | 
                        111,056 | 
                        22,659 | 
                        25.6% | 
                        498,344 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,608 | 
                13,545 | 
                13,270 | 
                 | 
             
            
                | R3 | 
                13,461 | 
                13,398 | 
                13,230 | 
                 | 
             
            
                | R2 | 
                13,314 | 
                13,314 | 
                13,216 | 
                 | 
             
            
                | R1 | 
                13,251 | 
                13,251 | 
                13,203 | 
                13,283 | 
             
            
                | PP | 
                13,167 | 
                13,167 | 
                13,167 | 
                13,182 | 
             
            
                | S1 | 
                13,104 | 
                13,104 | 
                13,176 | 
                13,136 | 
             
            
                | S2 | 
                13,020 | 
                13,020 | 
                13,162 | 
                 | 
             
            
                | S3 | 
                12,873 | 
                12,957 | 
                13,149 | 
                 | 
             
            
                | S4 | 
                12,726 | 
                12,810 | 
                13,108 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                132 | 
                1.0% | 
                80% | 
                False | 
                False | 
                102,356 | 
                 
                
                | 10 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                133 | 
                1.0% | 
                82% | 
                False | 
                False | 
                101,885 | 
                 
                
                | 20 | 
                13,245 | 
                12,655 | 
                590 | 
                4.5% | 
                127 | 
                1.0% | 
                91% | 
                False | 
                False | 
                90,311 | 
                 
                
                | 40 | 
                13,245 | 
                12,632 | 
                613 | 
                4.6% | 
                110 | 
                0.8% | 
                91% | 
                False | 
                False | 
                45,194 | 
                 
                
                | 60 | 
                13,245 | 
                12,202 | 
                1,043 | 
                7.9% | 
                101 | 
                0.8% | 
                95% | 
                False | 
                False | 
                30,132 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.2% | 
                100 | 
                0.8% | 
                97% | 
                False | 
                False | 
                22,601 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,854 | 
         
        
            | 
2.618             | 
            13,614 | 
         
        
            | 
1.618             | 
            13,467 | 
         
        
            | 
1.000             | 
            13,376 | 
         
        
            | 
0.618             | 
            13,320 | 
         
        
            | 
HIGH             | 
            13,229 | 
         
        
            | 
0.618             | 
            13,173 | 
         
        
            | 
0.500             | 
            13,156 | 
         
        
            | 
0.382             | 
            13,138 | 
         
        
            | 
LOW             | 
            13,082 | 
         
        
            | 
0.618             | 
            12,991 | 
         
        
            | 
1.000             | 
            12,935 | 
         
        
            | 
1.618             | 
            12,844 | 
         
        
            | 
2.618             | 
            12,697 | 
         
        
            | 
4.250             | 
            12,457 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,178 | 
                                13,158 | 
                             
                            
                                | PP | 
                                13,167 | 
                                13,128 | 
                             
                            
                                | S1 | 
                                13,156 | 
                                13,097 | 
                             
             
         |