| Trading Metrics calculated at close of trading on 05-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Apr-2012 | 
                    05-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,133 | 
                        13,001 | 
                        -132 | 
                        -1.0% | 
                        13,030 | 
                     
                    
                        | High | 
                        13,135 | 
                        13,038 | 
                        -97 | 
                        -0.7% | 
                        13,245 | 
                     
                    
                        | Low | 
                        12,951 | 
                        12,929 | 
                        -22 | 
                        -0.2% | 
                        12,965 | 
                     
                    
                        | Close | 
                        13,005 | 
                        12,978 | 
                        -27 | 
                        -0.2% | 
                        13,142 | 
                     
                    
                        | Range | 
                        184 | 
                        109 | 
                        -75 | 
                        -40.8% | 
                        280 | 
                     
                    
                        | ATR | 
                        127 | 
                        126 | 
                        -1 | 
                        -1.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        116,969 | 
                        93,919 | 
                        -23,050 | 
                        -19.7% | 
                        498,344 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,309 | 
                13,252 | 
                13,038 | 
                 | 
             
            
                | R3 | 
                13,200 | 
                13,143 | 
                13,008 | 
                 | 
             
            
                | R2 | 
                13,091 | 
                13,091 | 
                12,998 | 
                 | 
             
            
                | R1 | 
                13,034 | 
                13,034 | 
                12,988 | 
                13,008 | 
             
            
                | PP | 
                12,982 | 
                12,982 | 
                12,982 | 
                12,969 | 
             
            
                | S1 | 
                12,925 | 
                12,925 | 
                12,968 | 
                12,899 | 
             
            
                | S2 | 
                12,873 | 
                12,873 | 
                12,958 | 
                 | 
             
            
                | S3 | 
                12,764 | 
                12,816 | 
                12,948 | 
                 | 
             
            
                | S4 | 
                12,655 | 
                12,707 | 
                12,918 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,929 | 
                300 | 
                2.3% | 
                134 | 
                1.0% | 
                16% | 
                False | 
                True | 
                104,146 | 
                 
                
                | 10 | 
                13,245 | 
                12,929 | 
                316 | 
                2.4% | 
                138 | 
                1.1% | 
                16% | 
                False | 
                True | 
                101,645 | 
                 
                
                | 20 | 
                13,245 | 
                12,795 | 
                450 | 
                3.5% | 
                125 | 
                1.0% | 
                41% | 
                False | 
                False | 
                103,422 | 
                 
                
                | 40 | 
                13,245 | 
                12,632 | 
                613 | 
                4.7% | 
                116 | 
                0.9% | 
                56% | 
                False | 
                False | 
                53,225 | 
                 
                
                | 60 | 
                13,245 | 
                12,202 | 
                1,043 | 
                8.0% | 
                105 | 
                0.8% | 
                74% | 
                False | 
                False | 
                35,487 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.4% | 
                99 | 
                0.8% | 
                83% | 
                False | 
                False | 
                26,617 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,501 | 
         
        
            | 
2.618             | 
            13,323 | 
         
        
            | 
1.618             | 
            13,214 | 
         
        
            | 
1.000             | 
            13,147 | 
         
        
            | 
0.618             | 
            13,105 | 
         
        
            | 
HIGH             | 
            13,038 | 
         
        
            | 
0.618             | 
            12,996 | 
         
        
            | 
0.500             | 
            12,984 | 
         
        
            | 
0.382             | 
            12,971 | 
         
        
            | 
LOW             | 
            12,929 | 
         
        
            | 
0.618             | 
            12,862 | 
         
        
            | 
1.000             | 
            12,820 | 
         
        
            | 
1.618             | 
            12,753 | 
         
        
            | 
2.618             | 
            12,644 | 
         
        
            | 
4.250             | 
            12,466 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,984 | 
                                13,065 | 
                             
                            
                                | PP | 
                                12,982 | 
                                13,036 | 
                             
                            
                                | S1 | 
                                12,980 | 
                                13,007 | 
                             
             
         |