| Trading Metrics calculated at close of trading on 23-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Apr-2012 | 
                    23-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,909 | 
                        12,967 | 
                        58 | 
                        0.4% | 
                        12,790 | 
                     
                    
                        | High | 
                        13,027 | 
                        12,978 | 
                        -49 | 
                        -0.4% | 
                        13,070 | 
                     
                    
                        | Low | 
                        12,876 | 
                        12,786 | 
                        -90 | 
                        -0.7% | 
                        12,748 | 
                     
                    
                        | Close | 
                        12,988 | 
                        12,871 | 
                        -117 | 
                        -0.9% | 
                        12,988 | 
                     
                    
                        | Range | 
                        151 | 
                        192 | 
                        41 | 
                        27.2% | 
                        322 | 
                     
                    
                        | ATR | 
                        155 | 
                        158 | 
                        3 | 
                        2.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        110,589 | 
                        124,249 | 
                        13,660 | 
                        12.4% | 
                        674,422 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,454 | 
                13,355 | 
                12,977 | 
                 | 
             
            
                | R3 | 
                13,262 | 
                13,163 | 
                12,924 | 
                 | 
             
            
                | R2 | 
                13,070 | 
                13,070 | 
                12,906 | 
                 | 
             
            
                | R1 | 
                12,971 | 
                12,971 | 
                12,889 | 
                12,925 | 
             
            
                | PP | 
                12,878 | 
                12,878 | 
                12,878 | 
                12,855 | 
             
            
                | S1 | 
                12,779 | 
                12,779 | 
                12,854 | 
                12,733 | 
             
            
                | S2 | 
                12,686 | 
                12,686 | 
                12,836 | 
                 | 
             
            
                | S3 | 
                12,494 | 
                12,587 | 
                12,818 | 
                 | 
             
            
                | S4 | 
                12,302 | 
                12,395 | 
                12,766 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,786 | 
                284 | 
                2.2% | 
                183 | 
                1.4% | 
                30% | 
                False | 
                True | 
                129,624 | 
                 
                
                | 10 | 
                13,070 | 
                12,648 | 
                422 | 
                3.3% | 
                186 | 
                1.4% | 
                53% | 
                False | 
                False | 
                133,008 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                161 | 
                1.2% | 
                37% | 
                False | 
                False | 
                116,793 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                140 | 
                1.1% | 
                37% | 
                False | 
                False | 
                88,346 | 
                 
                
                | 60 | 
                13,245 | 
                12,460 | 
                785 | 
                6.1% | 
                121 | 
                0.9% | 
                52% | 
                False | 
                False | 
                58,904 | 
                 
                
                | 80 | 
                13,245 | 
                12,013 | 
                1,232 | 
                9.6% | 
                110 | 
                0.9% | 
                70% | 
                False | 
                False | 
                44,181 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,794 | 
         
        
            | 
2.618             | 
            13,481 | 
         
        
            | 
1.618             | 
            13,289 | 
         
        
            | 
1.000             | 
            13,170 | 
         
        
            | 
0.618             | 
            13,097 | 
         
        
            | 
HIGH             | 
            12,978 | 
         
        
            | 
0.618             | 
            12,905 | 
         
        
            | 
0.500             | 
            12,882 | 
         
        
            | 
0.382             | 
            12,859 | 
         
        
            | 
LOW             | 
            12,786 | 
         
        
            | 
0.618             | 
            12,667 | 
         
        
            | 
1.000             | 
            12,594 | 
         
        
            | 
1.618             | 
            12,475 | 
         
        
            | 
2.618             | 
            12,283 | 
         
        
            | 
4.250             | 
            11,970 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,882 | 
                                12,922 | 
                             
                            
                                | PP | 
                                12,878 | 
                                12,905 | 
                             
                            
                                | S1 | 
                                12,875 | 
                                12,888 | 
                             
             
         |