| Trading Metrics calculated at close of trading on 18-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Apr-2012 | 
                    18-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,850 | 
                        13,026 | 
                        176 | 
                        1.4% | 
                        12,860 | 
                     
                    
                        | High | 
                        13,070 | 
                        13,049 | 
                        -21 | 
                        -0.2% | 
                        12,971 | 
                     
                    
                        | Low | 
                        12,816 | 
                        12,952 | 
                        136 | 
                        1.1% | 
                        12,648 | 
                     
                    
                        | Close | 
                        13,024 | 
                        12,957 | 
                        -67 | 
                        -0.5% | 
                        12,788 | 
                     
                    
                        | Range | 
                        254 | 
                        97 | 
                        -157 | 
                        -61.8% | 
                        323 | 
                     
                    
                        | ATR | 
                        154 | 
                        150 | 
                        -4 | 
                        -2.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        121,341 | 
                        120,684 | 
                        -657 | 
                        -0.5% | 
                        606,520 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,277 | 
                13,214 | 
                13,010 | 
                 | 
             
            
                | R3 | 
                13,180 | 
                13,117 | 
                12,984 | 
                 | 
             
            
                | R2 | 
                13,083 | 
                13,083 | 
                12,975 | 
                 | 
             
            
                | R1 | 
                13,020 | 
                13,020 | 
                12,966 | 
                13,003 | 
             
            
                | PP | 
                12,986 | 
                12,986 | 
                12,986 | 
                12,978 | 
             
            
                | S1 | 
                12,923 | 
                12,923 | 
                12,948 | 
                12,906 | 
             
            
                | S2 | 
                12,889 | 
                12,889 | 
                12,939 | 
                 | 
             
            
                | S3 | 
                12,792 | 
                12,826 | 
                12,930 | 
                 | 
             
            
                | S4 | 
                12,695 | 
                12,729 | 
                12,904 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,737 | 
                333 | 
                2.6% | 
                189 | 
                1.5% | 
                66% | 
                False | 
                False | 
                129,224 | 
                 
                
                | 10 | 
                13,135 | 
                12,648 | 
                487 | 
                3.8% | 
                168 | 
                1.3% | 
                63% | 
                False | 
                False | 
                120,998 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                151 | 
                1.2% | 
                52% | 
                False | 
                False | 
                111,690 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                130 | 
                1.0% | 
                52% | 
                False | 
                False | 
                78,196 | 
                 
                
                | 60 | 
                13,245 | 
                12,460 | 
                785 | 
                6.1% | 
                115 | 
                0.9% | 
                63% | 
                False | 
                False | 
                52,136 | 
                 
                
                | 80 | 
                13,245 | 
                11,990 | 
                1,255 | 
                9.7% | 
                105 | 
                0.8% | 
                77% | 
                False | 
                False | 
                39,105 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,461 | 
         
        
            | 
2.618             | 
            13,303 | 
         
        
            | 
1.618             | 
            13,206 | 
         
        
            | 
1.000             | 
            13,146 | 
         
        
            | 
0.618             | 
            13,109 | 
         
        
            | 
HIGH             | 
            13,049 | 
         
        
            | 
0.618             | 
            13,012 | 
         
        
            | 
0.500             | 
            13,001 | 
         
        
            | 
0.382             | 
            12,989 | 
         
        
            | 
LOW             | 
            12,952 | 
         
        
            | 
0.618             | 
            12,892 | 
         
        
            | 
1.000             | 
            12,855 | 
         
        
            | 
1.618             | 
            12,795 | 
         
        
            | 
2.618             | 
            12,698 | 
         
        
            | 
4.250             | 
            12,540 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,001 | 
                                12,941 | 
                             
                            
                                | PP | 
                                12,986 | 
                                12,925 | 
                             
                            
                                | S1 | 
                                12,972 | 
                                12,909 | 
                             
             
         |