| Trading Metrics calculated at close of trading on 11-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Apr-2012 | 
                    11-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,850 | 
                        12,686 | 
                        -164 | 
                        -1.3% | 
                        13,171 | 
                     
                    
                        | High | 
                        12,899 | 
                        12,785 | 
                        -114 | 
                        -0.9% | 
                        13,229 | 
                     
                    
                        | Low | 
                        12,648 | 
                        12,686 | 
                        38 | 
                        0.3% | 
                        12,929 | 
                     
                    
                        | Close | 
                        12,680 | 
                        12,744 | 
                        64 | 
                        0.5% | 
                        12,978 | 
                     
                    
                        | Range | 
                        251 | 
                        99 | 
                        -152 | 
                        -60.6% | 
                        300 | 
                     
                    
                        | ATR | 
                        136 | 
                        134 | 
                        -2 | 
                        -1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        164,144 | 
                        113,727 | 
                        -50,417 | 
                        -30.7% | 
                        432,337 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,035 | 
                12,989 | 
                12,799 | 
                 | 
             
            
                | R3 | 
                12,936 | 
                12,890 | 
                12,771 | 
                 | 
             
            
                | R2 | 
                12,837 | 
                12,837 | 
                12,762 | 
                 | 
             
            
                | R1 | 
                12,791 | 
                12,791 | 
                12,753 | 
                12,814 | 
             
            
                | PP | 
                12,738 | 
                12,738 | 
                12,738 | 
                12,750 | 
             
            
                | S1 | 
                12,692 | 
                12,692 | 
                12,735 | 
                12,715 | 
             
            
                | S2 | 
                12,639 | 
                12,639 | 
                12,726 | 
                 | 
             
            
                | S3 | 
                12,540 | 
                12,593 | 
                12,717 | 
                 | 
             
            
                | S4 | 
                12,441 | 
                12,494 | 
                12,690 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,135 | 
                12,648 | 
                487 | 
                3.8% | 
                147 | 
                1.2% | 
                20% | 
                False | 
                False | 
                112,772 | 
                 
                
                | 10 | 
                13,229 | 
                12,648 | 
                581 | 
                4.6% | 
                141 | 
                1.1% | 
                17% | 
                False | 
                False | 
                109,979 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.7% | 
                126 | 
                1.0% | 
                16% | 
                False | 
                False | 
                104,505 | 
                 
                
                | 40 | 
                13,245 | 
                12,632 | 
                613 | 
                4.8% | 
                122 | 
                1.0% | 
                18% | 
                False | 
                False | 
                62,047 | 
                 
                
                | 60 | 
                13,245 | 
                12,265 | 
                980 | 
                7.7% | 
                107 | 
                0.8% | 
                49% | 
                False | 
                False | 
                41,369 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.6% | 
                102 | 
                0.8% | 
                69% | 
                False | 
                False | 
                31,029 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,206 | 
         
        
            | 
2.618             | 
            13,044 | 
         
        
            | 
1.618             | 
            12,945 | 
         
        
            | 
1.000             | 
            12,884 | 
         
        
            | 
0.618             | 
            12,846 | 
         
        
            | 
HIGH             | 
            12,785 | 
         
        
            | 
0.618             | 
            12,747 | 
         
        
            | 
0.500             | 
            12,736 | 
         
        
            | 
0.382             | 
            12,724 | 
         
        
            | 
LOW             | 
            12,686 | 
         
        
            | 
0.618             | 
            12,625 | 
         
        
            | 
1.000             | 
            12,587 | 
         
        
            | 
1.618             | 
            12,526 | 
         
        
            | 
2.618             | 
            12,427 | 
         
        
            | 
4.250             | 
            12,265 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,741 | 
                                12,782 | 
                             
                            
                                | PP | 
                                12,738 | 
                                12,769 | 
                             
                            
                                | S1 | 
                                12,736 | 
                                12,757 | 
                             
             
         |