| Trading Metrics calculated at close of trading on 03-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Apr-2012 | 
                    03-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,171 | 
                        13,187 | 
                        16 | 
                        0.1% | 
                        13,030 | 
                     
                    
                        | High | 
                        13,229 | 
                        13,200 | 
                        -29 | 
                        -0.2% | 
                        13,245 | 
                     
                    
                        | Low | 
                        13,082 | 
                        13,063 | 
                        -19 | 
                        -0.1% | 
                        12,965 | 
                     
                    
                        | Close | 
                        13,189 | 
                        13,132 | 
                        -57 | 
                        -0.4% | 
                        13,142 | 
                     
                    
                        | Range | 
                        147 | 
                        137 | 
                        -10 | 
                        -6.8% | 
                        280 | 
                     
                    
                        | ATR | 
                        121 | 
                        122 | 
                        1 | 
                        0.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        111,056 | 
                        110,393 | 
                        -663 | 
                        -0.6% | 
                        498,344 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,543 | 
                13,474 | 
                13,207 | 
                 | 
             
            
                | R3 | 
                13,406 | 
                13,337 | 
                13,170 | 
                 | 
             
            
                | R2 | 
                13,269 | 
                13,269 | 
                13,157 | 
                 | 
             
            
                | R1 | 
                13,200 | 
                13,200 | 
                13,145 | 
                13,166 | 
             
            
                | PP | 
                13,132 | 
                13,132 | 
                13,132 | 
                13,115 | 
             
            
                | S1 | 
                13,063 | 
                13,063 | 
                13,120 | 
                13,029 | 
             
            
                | S2 | 
                12,995 | 
                12,995 | 
                13,107 | 
                 | 
             
            
                | S3 | 
                12,858 | 
                12,926 | 
                13,094 | 
                 | 
             
            
                | S4 | 
                12,721 | 
                12,789 | 
                13,057 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,229 | 
                12,965 | 
                264 | 
                2.0% | 
                134 | 
                1.0% | 
                63% | 
                False | 
                False | 
                107,186 | 
                 
                
                | 10 | 
                13,245 | 
                12,932 | 
                313 | 
                2.4% | 
                135 | 
                1.0% | 
                64% | 
                False | 
                False | 
                102,382 | 
                 
                
                | 20 | 
                13,245 | 
                12,678 | 
                567 | 
                4.3% | 
                122 | 
                0.9% | 
                80% | 
                False | 
                False | 
                95,763 | 
                 
                
                | 40 | 
                13,245 | 
                12,632 | 
                613 | 
                4.7% | 
                112 | 
                0.9% | 
                82% | 
                False | 
                False | 
                47,953 | 
                 
                
                | 60 | 
                13,245 | 
                12,202 | 
                1,043 | 
                7.9% | 
                102 | 
                0.8% | 
                89% | 
                False | 
                False | 
                31,972 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.2% | 
                101 | 
                0.8% | 
                93% | 
                False | 
                False | 
                23,981 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,782 | 
         
        
            | 
2.618             | 
            13,559 | 
         
        
            | 
1.618             | 
            13,422 | 
         
        
            | 
1.000             | 
            13,337 | 
         
        
            | 
0.618             | 
            13,285 | 
         
        
            | 
HIGH             | 
            13,200 | 
         
        
            | 
0.618             | 
            13,148 | 
         
        
            | 
0.500             | 
            13,132 | 
         
        
            | 
0.382             | 
            13,115 | 
         
        
            | 
LOW             | 
            13,063 | 
         
        
            | 
0.618             | 
            12,978 | 
         
        
            | 
1.000             | 
            12,926 | 
         
        
            | 
1.618             | 
            12,841 | 
         
        
            | 
2.618             | 
            12,704 | 
         
        
            | 
4.250             | 
            12,481 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,132 | 
                                13,146 | 
                             
                            
                                | PP | 
                                13,132 | 
                                13,141 | 
                             
                            
                                | S1 | 
                                13,132 | 
                                13,137 | 
                             
             
         |