| Trading Metrics calculated at close of trading on 20-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Apr-2012 | 
                    20-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,964 | 
                        12,909 | 
                        -55 | 
                        -0.4% | 
                        12,790 | 
                     
                    
                        | High | 
                        13,057 | 
                        13,027 | 
                        -30 | 
                        -0.2% | 
                        13,070 | 
                     
                    
                        | Low | 
                        12,837 | 
                        12,876 | 
                        39 | 
                        0.3% | 
                        12,748 | 
                     
                    
                        | Close | 
                        12,902 | 
                        12,988 | 
                        86 | 
                        0.7% | 
                        12,988 | 
                     
                    
                        | Range | 
                        220 | 
                        151 | 
                        -69 | 
                        -31.4% | 
                        322 | 
                     
                    
                        | ATR | 
                        155 | 
                        155 | 
                        0 | 
                        -0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        171,257 | 
                        110,589 | 
                        -60,668 | 
                        -35.4% | 
                        674,422 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,417 | 
                13,353 | 
                13,071 | 
                 | 
             
            
                | R3 | 
                13,266 | 
                13,202 | 
                13,030 | 
                 | 
             
            
                | R2 | 
                13,115 | 
                13,115 | 
                13,016 | 
                 | 
             
            
                | R1 | 
                13,051 | 
                13,051 | 
                13,002 | 
                13,083 | 
             
            
                | PP | 
                12,964 | 
                12,964 | 
                12,964 | 
                12,980 | 
             
            
                | S1 | 
                12,900 | 
                12,900 | 
                12,974 | 
                12,932 | 
             
            
                | S2 | 
                12,813 | 
                12,813 | 
                12,960 | 
                 | 
             
            
                | S3 | 
                12,662 | 
                12,749 | 
                12,947 | 
                 | 
             
            
                | S4 | 
                12,511 | 
                12,598 | 
                12,905 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,901 | 
                13,767 | 
                13,165 | 
                 | 
             
            
                | R3 | 
                13,579 | 
                13,445 | 
                13,077 | 
                 | 
             
            
                | R2 | 
                13,257 | 
                13,257 | 
                13,047 | 
                 | 
             
            
                | R1 | 
                13,123 | 
                13,123 | 
                13,018 | 
                13,190 | 
             
            
                | PP | 
                12,935 | 
                12,935 | 
                12,935 | 
                12,969 | 
             
            
                | S1 | 
                12,801 | 
                12,801 | 
                12,959 | 
                12,868 | 
             
            
                | S2 | 
                12,613 | 
                12,613 | 
                12,929 | 
                 | 
             
            
                | S3 | 
                12,291 | 
                12,479 | 
                12,900 | 
                 | 
             
            
                | S4 | 
                11,969 | 
                12,157 | 
                12,811 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,070 | 
                12,748 | 
                322 | 
                2.5% | 
                180 | 
                1.4% | 
                75% | 
                False | 
                False | 
                134,884 | 
                 
                
                | 10 | 
                13,070 | 
                12,648 | 
                422 | 
                3.2% | 
                176 | 
                1.4% | 
                81% | 
                False | 
                False | 
                128,094 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                157 | 
                1.2% | 
                57% | 
                False | 
                False | 
                114,869 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                136 | 
                1.0% | 
                57% | 
                False | 
                False | 
                85,240 | 
                 
                
                | 60 | 
                13,245 | 
                12,460 | 
                785 | 
                6.0% | 
                118 | 
                0.9% | 
                67% | 
                False | 
                False | 
                56,833 | 
                 
                
                | 80 | 
                13,245 | 
                12,013 | 
                1,232 | 
                9.5% | 
                108 | 
                0.8% | 
                79% | 
                False | 
                False | 
                42,627 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,669 | 
         
        
            | 
2.618             | 
            13,422 | 
         
        
            | 
1.618             | 
            13,271 | 
         
        
            | 
1.000             | 
            13,178 | 
         
        
            | 
0.618             | 
            13,120 | 
         
        
            | 
HIGH             | 
            13,027 | 
         
        
            | 
0.618             | 
            12,969 | 
         
        
            | 
0.500             | 
            12,952 | 
         
        
            | 
0.382             | 
            12,934 | 
         
        
            | 
LOW             | 
            12,876 | 
         
        
            | 
0.618             | 
            12,783 | 
         
        
            | 
1.000             | 
            12,725 | 
         
        
            | 
1.618             | 
            12,632 | 
         
        
            | 
2.618             | 
            12,481 | 
         
        
            | 
4.250             | 
            12,234 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,976 | 
                                12,974 | 
                             
                            
                                | PP | 
                                12,964 | 
                                12,961 | 
                             
                            
                                | S1 | 
                                12,952 | 
                                12,947 | 
                             
             
         |