| Trading Metrics calculated at close of trading on 16-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Apr-2012 | 
                    16-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,949 | 
                        12,790 | 
                        -159 | 
                        -1.2% | 
                        12,860 | 
                     
                    
                        | High | 
                        12,971 | 
                        12,925 | 
                        -46 | 
                        -0.4% | 
                        12,971 | 
                     
                    
                        | Low | 
                        12,775 | 
                        12,748 | 
                        -27 | 
                        -0.2% | 
                        12,648 | 
                     
                    
                        | Close | 
                        12,788 | 
                        12,850 | 
                        62 | 
                        0.5% | 
                        12,788 | 
                     
                    
                        | Range | 
                        196 | 
                        177 | 
                        -19 | 
                        -9.7% | 
                        323 | 
                     
                    
                        | ATR | 
                        144 | 
                        146 | 
                        2 | 
                        1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        132,092 | 
                        150,551 | 
                        18,459 | 
                        14.0% | 
                        606,520 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,372 | 
                13,288 | 
                12,947 | 
                 | 
             
            
                | R3 | 
                13,195 | 
                13,111 | 
                12,899 | 
                 | 
             
            
                | R2 | 
                13,018 | 
                13,018 | 
                12,883 | 
                 | 
             
            
                | R1 | 
                12,934 | 
                12,934 | 
                12,866 | 
                12,976 | 
             
            
                | PP | 
                12,841 | 
                12,841 | 
                12,841 | 
                12,862 | 
             
            
                | S1 | 
                12,757 | 
                12,757 | 
                12,834 | 
                12,799 | 
             
            
                | S2 | 
                12,664 | 
                12,664 | 
                12,818 | 
                 | 
             
            
                | S3 | 
                12,487 | 
                12,580 | 
                12,801 | 
                 | 
             
            
                | S4 | 
                12,310 | 
                12,403 | 
                12,753 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                188 | 
                1.5% | 
                63% | 
                False | 
                False | 
                136,393 | 
                 
                
                | 10 | 
                13,229 | 
                12,648 | 
                581 | 
                4.5% | 
                161 | 
                1.3% | 
                35% | 
                False | 
                False | 
                118,940 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                144 | 
                1.1% | 
                34% | 
                False | 
                False | 
                109,738 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                126 | 
                1.0% | 
                34% | 
                False | 
                False | 
                72,147 | 
                 
                
                | 60 | 
                13,245 | 
                12,460 | 
                785 | 
                6.1% | 
                111 | 
                0.9% | 
                50% | 
                False | 
                False | 
                48,103 | 
                 
                
                | 80 | 
                13,245 | 
                11,695 | 
                1,550 | 
                12.1% | 
                106 | 
                0.8% | 
                75% | 
                False | 
                False | 
                36,080 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,677 | 
         
        
            | 
2.618             | 
            13,389 | 
         
        
            | 
1.618             | 
            13,212 | 
         
        
            | 
1.000             | 
            13,102 | 
         
        
            | 
0.618             | 
            13,035 | 
         
        
            | 
HIGH             | 
            12,925 | 
         
        
            | 
0.618             | 
            12,858 | 
         
        
            | 
0.500             | 
            12,837 | 
         
        
            | 
0.382             | 
            12,816 | 
         
        
            | 
LOW             | 
            12,748 | 
         
        
            | 
0.618             | 
            12,639 | 
         
        
            | 
1.000             | 
            12,571 | 
         
        
            | 
1.618             | 
            12,462 | 
         
        
            | 
2.618             | 
            12,285 | 
         
        
            | 
4.250             | 
            11,996 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,846 | 
                                12,854 | 
                             
                            
                                | PP | 
                                12,841 | 
                                12,853 | 
                             
                            
                                | S1 | 
                                12,837 | 
                                12,851 | 
                             
             
         |