| Trading Metrics calculated at close of trading on 13-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Apr-2012 | 
                    13-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,744 | 
                        12,949 | 
                        205 | 
                        1.6% | 
                        12,860 | 
                     
                    
                        | High | 
                        12,955 | 
                        12,971 | 
                        16 | 
                        0.1% | 
                        12,971 | 
                     
                    
                        | Low | 
                        12,737 | 
                        12,775 | 
                        38 | 
                        0.3% | 
                        12,648 | 
                     
                    
                        | Close | 
                        12,950 | 
                        12,788 | 
                        -162 | 
                        -1.3% | 
                        12,788 | 
                     
                    
                        | Range | 
                        218 | 
                        196 | 
                        -22 | 
                        -10.1% | 
                        323 | 
                     
                    
                        | ATR | 
                        140 | 
                        144 | 
                        4 | 
                        2.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        121,453 | 
                        132,092 | 
                        10,639 | 
                        8.8% | 
                        606,520 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,433 | 
                13,306 | 
                12,896 | 
                 | 
             
            
                | R3 | 
                13,237 | 
                13,110 | 
                12,842 | 
                 | 
             
            
                | R2 | 
                13,041 | 
                13,041 | 
                12,824 | 
                 | 
             
            
                | R1 | 
                12,914 | 
                12,914 | 
                12,806 | 
                12,880 | 
             
            
                | PP | 
                12,845 | 
                12,845 | 
                12,845 | 
                12,827 | 
             
            
                | S1 | 
                12,718 | 
                12,718 | 
                12,770 | 
                12,684 | 
             
            
                | S2 | 
                12,649 | 
                12,649 | 
                12,752 | 
                 | 
             
            
                | S3 | 
                12,453 | 
                12,522 | 
                12,734 | 
                 | 
             
            
                | S4 | 
                12,257 | 
                12,326 | 
                12,680 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,771 | 
                13,603 | 
                12,966 | 
                 | 
             
            
                | R3 | 
                13,448 | 
                13,280 | 
                12,877 | 
                 | 
             
            
                | R2 | 
                13,125 | 
                13,125 | 
                12,847 | 
                 | 
             
            
                | R1 | 
                12,957 | 
                12,957 | 
                12,818 | 
                12,880 | 
             
            
                | PP | 
                12,802 | 
                12,802 | 
                12,802 | 
                12,764 | 
             
            
                | S1 | 
                12,634 | 
                12,634 | 
                12,759 | 
                12,557 | 
             
            
                | S2 | 
                12,479 | 
                12,479 | 
                12,729 | 
                 | 
             
            
                | S3 | 
                12,156 | 
                12,311 | 
                12,699 | 
                 | 
             
            
                | S4 | 
                11,833 | 
                11,988 | 
                12,610 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,971 | 
                12,648 | 
                323 | 
                2.5% | 
                171 | 
                1.3% | 
                43% | 
                True | 
                False | 
                121,304 | 
                 
                
                | 10 | 
                13,229 | 
                12,648 | 
                581 | 
                4.5% | 
                152 | 
                1.2% | 
                24% | 
                False | 
                False | 
                112,725 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.7% | 
                139 | 
                1.1% | 
                23% | 
                False | 
                False | 
                105,881 | 
                 
                
                | 40 | 
                13,245 | 
                12,632 | 
                613 | 
                4.8% | 
                127 | 
                1.0% | 
                25% | 
                False | 
                False | 
                68,385 | 
                 
                
                | 60 | 
                13,245 | 
                12,430 | 
                815 | 
                6.4% | 
                110 | 
                0.9% | 
                44% | 
                False | 
                False | 
                45,594 | 
                 
                
                | 80 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.6% | 
                106 | 
                0.8% | 
                72% | 
                False | 
                False | 
                34,198 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,804 | 
         
        
            | 
2.618             | 
            13,484 | 
         
        
            | 
1.618             | 
            13,288 | 
         
        
            | 
1.000             | 
            13,167 | 
         
        
            | 
0.618             | 
            13,092 | 
         
        
            | 
HIGH             | 
            12,971 | 
         
        
            | 
0.618             | 
            12,896 | 
         
        
            | 
0.500             | 
            12,873 | 
         
        
            | 
0.382             | 
            12,850 | 
         
        
            | 
LOW             | 
            12,775 | 
         
        
            | 
0.618             | 
            12,654 | 
         
        
            | 
1.000             | 
            12,579 | 
         
        
            | 
1.618             | 
            12,458 | 
         
        
            | 
2.618             | 
            12,262 | 
         
        
            | 
4.250             | 
            11,942 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,873 | 
                                12,829 | 
                             
                            
                                | PP | 
                                12,845 | 
                                12,815 | 
                             
                            
                                | S1 | 
                                12,816 | 
                                12,802 | 
                             
             
         |