| Trading Metrics calculated at close of trading on 17-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Apr-2012 | 
                    17-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,790 | 
                        12,850 | 
                        60 | 
                        0.5% | 
                        12,860 | 
                     
                    
                        | High | 
                        12,925 | 
                        13,070 | 
                        145 | 
                        1.1% | 
                        12,971 | 
                     
                    
                        | Low | 
                        12,748 | 
                        12,816 | 
                        68 | 
                        0.5% | 
                        12,648 | 
                     
                    
                        | Close | 
                        12,850 | 
                        13,024 | 
                        174 | 
                        1.4% | 
                        12,788 | 
                     
                    
                        | Range | 
                        177 | 
                        254 | 
                        77 | 
                        43.5% | 
                        323 | 
                     
                    
                        | ATR | 
                        146 | 
                        154 | 
                        8 | 
                        5.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        150,551 | 
                        121,341 | 
                        -29,210 | 
                        -19.4% | 
                        606,520 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,732 | 
                13,632 | 
                13,164 | 
                 | 
             
            
                | R3 | 
                13,478 | 
                13,378 | 
                13,094 | 
                 | 
             
            
                | R2 | 
                13,224 | 
                13,224 | 
                13,071 | 
                 | 
             
            
                | R1 | 
                13,124 | 
                13,124 | 
                13,047 | 
                13,174 | 
             
            
                | PP | 
                12,970 | 
                12,970 | 
                12,970 | 
                12,995 | 
             
            
                | S1 | 
                12,870 | 
                12,870 | 
                13,001 | 
                12,920 | 
             
            
                | S2 | 
                12,716 | 
                12,716 | 
                12,978 | 
                 | 
             
            
                | S3 | 
                12,462 | 
                12,616 | 
                12,954 | 
                 | 
             
            
                | S4 | 
                12,208 | 
                12,362 | 
                12,884 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,070 | 
                12,686 | 
                384 | 
                2.9% | 
                189 | 
                1.4% | 
                88% | 
                True | 
                False | 
                127,832 | 
                 
                
                | 10 | 
                13,200 | 
                12,648 | 
                552 | 
                4.2% | 
                172 | 
                1.3% | 
                68% | 
                False | 
                False | 
                119,969 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                153 | 
                1.2% | 
                63% | 
                False | 
                False | 
                110,927 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                131 | 
                1.0% | 
                63% | 
                False | 
                False | 
                75,180 | 
                 
                
                | 60 | 
                13,245 | 
                12,460 | 
                785 | 
                6.0% | 
                114 | 
                0.9% | 
                72% | 
                False | 
                False | 
                50,125 | 
                 
                
                | 80 | 
                13,245 | 
                11,930 | 
                1,315 | 
                10.1% | 
                106 | 
                0.8% | 
                83% | 
                False | 
                False | 
                37,596 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            14,150 | 
         
        
            | 
2.618             | 
            13,735 | 
         
        
            | 
1.618             | 
            13,481 | 
         
        
            | 
1.000             | 
            13,324 | 
         
        
            | 
0.618             | 
            13,227 | 
         
        
            | 
HIGH             | 
            13,070 | 
         
        
            | 
0.618             | 
            12,973 | 
         
        
            | 
0.500             | 
            12,943 | 
         
        
            | 
0.382             | 
            12,913 | 
         
        
            | 
LOW             | 
            12,816 | 
         
        
            | 
0.618             | 
            12,659 | 
         
        
            | 
1.000             | 
            12,562 | 
         
        
            | 
1.618             | 
            12,405 | 
         
        
            | 
2.618             | 
            12,151 | 
         
        
            | 
4.250             | 
            11,737 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,997 | 
                                12,986 | 
                             
                            
                                | PP | 
                                12,970 | 
                                12,947 | 
                             
                            
                                | S1 | 
                                12,943 | 
                                12,909 | 
                             
             
         |