| Trading Metrics calculated at close of trading on 27-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Apr-2012 | 
                    27-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,041 | 
                        13,160 | 
                        119 | 
                        0.9% | 
                        12,967 | 
                     
                    
                        | High | 
                        13,172 | 
                        13,211 | 
                        39 | 
                        0.3% | 
                        13,211 | 
                     
                    
                        | Low | 
                        12,998 | 
                        13,088 | 
                        90 | 
                        0.7% | 
                        12,786 | 
                     
                    
                        | Close | 
                        13,160 | 
                        13,164 | 
                        4 | 
                        0.0% | 
                        13,164 | 
                     
                    
                        | Range | 
                        174 | 
                        123 | 
                        -51 | 
                        -29.3% | 
                        425 | 
                     
                    
                        | ATR | 
                        153 | 
                        151 | 
                        -2 | 
                        -1.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        117,170 | 
                        112,035 | 
                        -5,135 | 
                        -4.4% | 
                        586,637 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,523 | 
                13,467 | 
                13,232 | 
                 | 
             
            
                | R3 | 
                13,400 | 
                13,344 | 
                13,198 | 
                 | 
             
            
                | R2 | 
                13,277 | 
                13,277 | 
                13,187 | 
                 | 
             
            
                | R1 | 
                13,221 | 
                13,221 | 
                13,175 | 
                13,249 | 
             
            
                | PP | 
                13,154 | 
                13,154 | 
                13,154 | 
                13,169 | 
             
            
                | S1 | 
                13,098 | 
                13,098 | 
                13,153 | 
                13,126 | 
             
            
                | S2 | 
                13,031 | 
                13,031 | 
                13,142 | 
                 | 
             
            
                | S3 | 
                12,908 | 
                12,975 | 
                13,130 | 
                 | 
             
            
                | S4 | 
                12,785 | 
                12,852 | 
                13,096 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                14,329 | 
                14,171 | 
                13,398 | 
                 | 
             
            
                | R3 | 
                13,904 | 
                13,746 | 
                13,281 | 
                 | 
             
            
                | R2 | 
                13,479 | 
                13,479 | 
                13,242 | 
                 | 
             
            
                | R1 | 
                13,321 | 
                13,321 | 
                13,203 | 
                13,400 | 
             
            
                | PP | 
                13,054 | 
                13,054 | 
                13,054 | 
                13,093 | 
             
            
                | S1 | 
                12,896 | 
                12,896 | 
                13,125 | 
                12,975 | 
             
            
                | S2 | 
                12,629 | 
                12,629 | 
                13,086 | 
                 | 
             
            
                | S3 | 
                12,204 | 
                12,471 | 
                13,047 | 
                 | 
             
            
                | S4 | 
                11,779 | 
                12,046 | 
                12,930 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,211 | 
                12,786 | 
                425 | 
                3.2% | 
                143 | 
                1.1% | 
                89% | 
                True | 
                False | 
                117,327 | 
                 
                
                | 10 | 
                13,211 | 
                12,748 | 
                463 | 
                3.5% | 
                161 | 
                1.2% | 
                90% | 
                True | 
                False | 
                126,105 | 
                 
                
                | 20 | 
                13,229 | 
                12,648 | 
                581 | 
                4.4% | 
                157 | 
                1.2% | 
                89% | 
                False | 
                False | 
                119,415 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.5% | 
                140 | 
                1.1% | 
                86% | 
                False | 
                False | 
                99,895 | 
                 
                
                | 60 | 
                13,245 | 
                12,573 | 
                672 | 
                5.1% | 
                125 | 
                0.9% | 
                88% | 
                False | 
                False | 
                66,610 | 
                 
                
                | 80 | 
                13,245 | 
                12,170 | 
                1,075 | 
                8.2% | 
                114 | 
                0.9% | 
                92% | 
                False | 
                False | 
                49,960 | 
                 
                
                | 100 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.2% | 
                111 | 
                0.8% | 
                95% | 
                False | 
                False | 
                39,970 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,734 | 
         
        
            | 
2.618             | 
            13,533 | 
         
        
            | 
1.618             | 
            13,410 | 
         
        
            | 
1.000             | 
            13,334 | 
         
        
            | 
0.618             | 
            13,287 | 
         
        
            | 
HIGH             | 
            13,211 | 
         
        
            | 
0.618             | 
            13,164 | 
         
        
            | 
0.500             | 
            13,150 | 
         
        
            | 
0.382             | 
            13,135 | 
         
        
            | 
LOW             | 
            13,088 | 
         
        
            | 
0.618             | 
            13,012 | 
         
        
            | 
1.000             | 
            12,965 | 
         
        
            | 
1.618             | 
            12,889 | 
         
        
            | 
2.618             | 
            12,766 | 
         
        
            | 
4.250             | 
            12,565 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,159 | 
                                13,137 | 
                             
                            
                                | PP | 
                                13,154 | 
                                13,110 | 
                             
                            
                                | S1 | 
                                13,150 | 
                                13,084 | 
                             
             
         |