| Trading Metrics calculated at close of trading on 24-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Apr-2012 | 
                    24-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,967 | 
                        12,870 | 
                        -97 | 
                        -0.7% | 
                        12,790 | 
                     
                    
                        | High | 
                        12,978 | 
                        12,995 | 
                        17 | 
                        0.1% | 
                        13,070 | 
                     
                    
                        | Low | 
                        12,786 | 
                        12,870 | 
                        84 | 
                        0.7% | 
                        12,748 | 
                     
                    
                        | Close | 
                        12,871 | 
                        12,959 | 
                        88 | 
                        0.7% | 
                        12,988 | 
                     
                    
                        | Range | 
                        192 | 
                        125 | 
                        -67 | 
                        -34.9% | 
                        322 | 
                     
                    
                        | ATR | 
                        158 | 
                        156 | 
                        -2 | 
                        -1.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        124,249 | 
                        110,151 | 
                        -14,098 | 
                        -11.3% | 
                        674,422 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,316 | 
                13,263 | 
                13,028 | 
                 | 
             
            
                | R3 | 
                13,191 | 
                13,138 | 
                12,994 | 
                 | 
             
            
                | R2 | 
                13,066 | 
                13,066 | 
                12,982 | 
                 | 
             
            
                | R1 | 
                13,013 | 
                13,013 | 
                12,971 | 
                13,040 | 
             
            
                | PP | 
                12,941 | 
                12,941 | 
                12,941 | 
                12,955 | 
             
            
                | S1 | 
                12,888 | 
                12,888 | 
                12,948 | 
                12,915 | 
             
            
                | S2 | 
                12,816 | 
                12,816 | 
                12,936 | 
                 | 
             
            
                | S3 | 
                12,691 | 
                12,763 | 
                12,925 | 
                 | 
             
            
                | S4 | 
                12,566 | 
                12,638 | 
                12,890 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,057 | 
                12,786 | 
                271 | 
                2.1% | 
                157 | 
                1.2% | 
                64% | 
                False | 
                False | 
                127,386 | 
                 
                
                | 10 | 
                13,070 | 
                12,686 | 
                384 | 
                3.0% | 
                173 | 
                1.3% | 
                71% | 
                False | 
                False | 
                127,609 | 
                 
                
                | 20 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                158 | 
                1.2% | 
                52% | 
                False | 
                False | 
                117,420 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.6% | 
                140 | 
                1.1% | 
                52% | 
                False | 
                False | 
                91,099 | 
                 
                
                | 60 | 
                13,245 | 
                12,460 | 
                785 | 
                6.1% | 
                122 | 
                0.9% | 
                64% | 
                False | 
                False | 
                60,740 | 
                 
                
                | 80 | 
                13,245 | 
                12,082 | 
                1,163 | 
                9.0% | 
                111 | 
                0.9% | 
                75% | 
                False | 
                False | 
                45,557 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,526 | 
         
        
            | 
2.618             | 
            13,322 | 
         
        
            | 
1.618             | 
            13,197 | 
         
        
            | 
1.000             | 
            13,120 | 
         
        
            | 
0.618             | 
            13,072 | 
         
        
            | 
HIGH             | 
            12,995 | 
         
        
            | 
0.618             | 
            12,947 | 
         
        
            | 
0.500             | 
            12,933 | 
         
        
            | 
0.382             | 
            12,918 | 
         
        
            | 
LOW             | 
            12,870 | 
         
        
            | 
0.618             | 
            12,793 | 
         
        
            | 
1.000             | 
            12,745 | 
         
        
            | 
1.618             | 
            12,668 | 
         
        
            | 
2.618             | 
            12,543 | 
         
        
            | 
4.250             | 
            12,339 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,950 | 
                                12,942 | 
                             
                            
                                | PP | 
                                12,941 | 
                                12,924 | 
                             
                            
                                | S1 | 
                                12,933 | 
                                12,907 | 
                             
             
         |