| Trading Metrics calculated at close of trading on 30-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Apr-2012 | 
                    30-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,160 | 
                        13,177 | 
                        17 | 
                        0.1% | 
                        12,967 | 
                     
                    
                        | High | 
                        13,211 | 
                        13,198 | 
                        -13 | 
                        -0.1% | 
                        13,211 | 
                     
                    
                        | Low | 
                        13,088 | 
                        13,119 | 
                        31 | 
                        0.2% | 
                        12,786 | 
                     
                    
                        | Close | 
                        13,164 | 
                        13,155 | 
                        -9 | 
                        -0.1% | 
                        13,164 | 
                     
                    
                        | Range | 
                        123 | 
                        79 | 
                        -44 | 
                        -35.8% | 
                        425 | 
                     
                    
                        | ATR | 
                        151 | 
                        146 | 
                        -5 | 
                        -3.4% | 
                        0 | 
                     
                    
                        | Volume | 
                        112,035 | 
                        89,738 | 
                        -22,297 | 
                        -19.9% | 
                        586,637 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,394 | 
                13,354 | 
                13,199 | 
                 | 
             
            
                | R3 | 
                13,315 | 
                13,275 | 
                13,177 | 
                 | 
             
            
                | R2 | 
                13,236 | 
                13,236 | 
                13,170 | 
                 | 
             
            
                | R1 | 
                13,196 | 
                13,196 | 
                13,162 | 
                13,177 | 
             
            
                | PP | 
                13,157 | 
                13,157 | 
                13,157 | 
                13,148 | 
             
            
                | S1 | 
                13,117 | 
                13,117 | 
                13,148 | 
                13,098 | 
             
            
                | S2 | 
                13,078 | 
                13,078 | 
                13,141 | 
                 | 
             
            
                | S3 | 
                12,999 | 
                13,038 | 
                13,133 | 
                 | 
             
            
                | S4 | 
                12,920 | 
                12,959 | 
                13,112 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,870 | 
                341 | 
                2.6% | 
                120 | 
                0.9% | 
                84% | 
                False | 
                False | 
                110,425 | 
                 
                
                | 10 | 
                13,211 | 
                12,786 | 
                425 | 
                3.2% | 
                152 | 
                1.2% | 
                87% | 
                False | 
                False | 
                120,024 | 
                 
                
                | 20 | 
                13,229 | 
                12,648 | 
                581 | 
                4.4% | 
                156 | 
                1.2% | 
                87% | 
                False | 
                False | 
                119,482 | 
                 
                
                | 40 | 
                13,245 | 
                12,648 | 
                597 | 
                4.5% | 
                141 | 
                1.1% | 
                85% | 
                False | 
                False | 
                102,133 | 
                 
                
                | 60 | 
                13,245 | 
                12,631 | 
                614 | 
                4.7% | 
                126 | 
                1.0% | 
                85% | 
                False | 
                False | 
                68,106 | 
                 
                
                | 80 | 
                13,245 | 
                12,170 | 
                1,075 | 
                8.2% | 
                114 | 
                0.9% | 
                92% | 
                False | 
                False | 
                51,082 | 
                 
                
                | 100 | 
                13,245 | 
                11,639 | 
                1,606 | 
                12.2% | 
                111 | 
                0.8% | 
                94% | 
                False | 
                False | 
                40,867 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,534 | 
         
        
            | 
2.618             | 
            13,405 | 
         
        
            | 
1.618             | 
            13,326 | 
         
        
            | 
1.000             | 
            13,277 | 
         
        
            | 
0.618             | 
            13,247 | 
         
        
            | 
HIGH             | 
            13,198 | 
         
        
            | 
0.618             | 
            13,168 | 
         
        
            | 
0.500             | 
            13,159 | 
         
        
            | 
0.382             | 
            13,149 | 
         
        
            | 
LOW             | 
            13,119 | 
         
        
            | 
0.618             | 
            13,070 | 
         
        
            | 
1.000             | 
            13,040 | 
         
        
            | 
1.618             | 
            12,991 | 
         
        
            | 
2.618             | 
            12,912 | 
         
        
            | 
4.250             | 
            12,783 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,159 | 
                                13,138 | 
                             
                            
                                | PP | 
                                13,157 | 
                                13,121 | 
                             
                            
                                | S1 | 
                                13,156 | 
                                13,105 | 
                             
             
         |