| Trading Metrics calculated at close of trading on 09-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Apr-2012 | 
                    09-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,001 | 
                        12,860 | 
                        -141 | 
                        -1.1% | 
                        13,171 | 
                     
                    
                        | High | 
                        13,038 | 
                        12,916 | 
                        -122 | 
                        -0.9% | 
                        13,229 | 
                     
                    
                        | Low | 
                        12,929 | 
                        12,825 | 
                        -104 | 
                        -0.8% | 
                        12,929 | 
                     
                    
                        | Close | 
                        12,978 | 
                        12,850 | 
                        -128 | 
                        -1.0% | 
                        12,978 | 
                     
                    
                        | Range | 
                        109 | 
                        91 | 
                        -18 | 
                        -16.5% | 
                        300 | 
                     
                    
                        | ATR | 
                        126 | 
                        128 | 
                        2 | 
                        1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        93,919 | 
                        75,104 | 
                        -18,815 | 
                        -20.0% | 
                        432,337 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,137 | 
                13,084 | 
                12,900 | 
                 | 
             
            
                | R3 | 
                13,046 | 
                12,993 | 
                12,875 | 
                 | 
             
            
                | R2 | 
                12,955 | 
                12,955 | 
                12,867 | 
                 | 
             
            
                | R1 | 
                12,902 | 
                12,902 | 
                12,858 | 
                12,883 | 
             
            
                | PP | 
                12,864 | 
                12,864 | 
                12,864 | 
                12,854 | 
             
            
                | S1 | 
                12,811 | 
                12,811 | 
                12,842 | 
                12,792 | 
             
            
                | S2 | 
                12,773 | 
                12,773 | 
                12,833 | 
                 | 
             
            
                | S3 | 
                12,682 | 
                12,720 | 
                12,825 | 
                 | 
             
            
                | S4 | 
                12,591 | 
                12,629 | 
                12,800 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,945 | 
                13,762 | 
                13,143 | 
                 | 
             
            
                | R3 | 
                13,645 | 
                13,462 | 
                13,061 | 
                 | 
             
            
                | R2 | 
                13,345 | 
                13,345 | 
                13,033 | 
                 | 
             
            
                | R1 | 
                13,162 | 
                13,162 | 
                13,006 | 
                13,104 | 
             
            
                | PP | 
                13,045 | 
                13,045 | 
                13,045 | 
                13,016 | 
             
            
                | S1 | 
                12,862 | 
                12,862 | 
                12,951 | 
                12,804 | 
             
            
                | S2 | 
                12,745 | 
                12,745 | 
                12,923 | 
                 | 
             
            
                | S3 | 
                12,445 | 
                12,562 | 
                12,896 | 
                 | 
             
            
                | S4 | 
                12,145 | 
                12,262 | 
                12,813 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,229 | 
                12,825 | 
                404 | 
                3.1% | 
                134 | 
                1.0% | 
                6% | 
                False | 
                True | 
                101,488 | 
                 
                
                | 10 | 
                13,245 | 
                12,825 | 
                420 | 
                3.3% | 
                136 | 
                1.1% | 
                6% | 
                False | 
                True | 
                100,578 | 
                 
                
                | 20 | 
                13,245 | 
                12,813 | 
                432 | 
                3.4% | 
                124 | 
                1.0% | 
                9% | 
                False | 
                False | 
                103,107 | 
                 
                
                | 40 | 
                13,245 | 
                12,632 | 
                613 | 
                4.8% | 
                117 | 
                0.9% | 
                36% | 
                False | 
                False | 
                55,101 | 
                 
                
                | 60 | 
                13,245 | 
                12,202 | 
                1,043 | 
                8.1% | 
                106 | 
                0.8% | 
                62% | 
                False | 
                False | 
                36,738 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.5% | 
                100 | 
                0.8% | 
                75% | 
                False | 
                False | 
                27,556 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,303 | 
         
        
            | 
2.618             | 
            13,154 | 
         
        
            | 
1.618             | 
            13,063 | 
         
        
            | 
1.000             | 
            13,007 | 
         
        
            | 
0.618             | 
            12,972 | 
         
        
            | 
HIGH             | 
            12,916 | 
         
        
            | 
0.618             | 
            12,881 | 
         
        
            | 
0.500             | 
            12,871 | 
         
        
            | 
0.382             | 
            12,860 | 
         
        
            | 
LOW             | 
            12,825 | 
         
        
            | 
0.618             | 
            12,769 | 
         
        
            | 
1.000             | 
            12,734 | 
         
        
            | 
1.618             | 
            12,678 | 
         
        
            | 
2.618             | 
            12,587 | 
         
        
            | 
4.250             | 
            12,438 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,871 | 
                                12,980 | 
                             
                            
                                | PP | 
                                12,864 | 
                                12,937 | 
                             
                            
                                | S1 | 
                                12,857 | 
                                12,893 | 
                             
             
         |