| Trading Metrics calculated at close of trading on 02-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-May-2012 | 
                    02-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,166 | 
                        13,219 | 
                        53 | 
                        0.4% | 
                        12,967 | 
                     
                    
                        | High | 
                        13,284 | 
                        13,252 | 
                        -32 | 
                        -0.2% | 
                        13,211 | 
                     
                    
                        | Low | 
                        13,105 | 
                        13,135 | 
                        30 | 
                        0.2% | 
                        12,786 | 
                     
                    
                        | Close | 
                        13,218 | 
                        13,204 | 
                        -14 | 
                        -0.1% | 
                        13,164 | 
                     
                    
                        | Range | 
                        179 | 
                        117 | 
                        -62 | 
                        -34.6% | 
                        425 | 
                     
                    
                        | ATR | 
                        148 | 
                        146 | 
                        -2 | 
                        -1.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        82,605 | 
                        109,262 | 
                        26,657 | 
                        32.3% | 
                        586,637 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,548 | 
                13,493 | 
                13,268 | 
                 | 
             
            
                | R3 | 
                13,431 | 
                13,376 | 
                13,236 | 
                 | 
             
            
                | R2 | 
                13,314 | 
                13,314 | 
                13,226 | 
                 | 
             
            
                | R1 | 
                13,259 | 
                13,259 | 
                13,215 | 
                13,228 | 
             
            
                | PP | 
                13,197 | 
                13,197 | 
                13,197 | 
                13,182 | 
             
            
                | S1 | 
                13,142 | 
                13,142 | 
                13,193 | 
                13,111 | 
             
            
                | S2 | 
                13,080 | 
                13,080 | 
                13,183 | 
                 | 
             
            
                | S3 | 
                12,963 | 
                13,025 | 
                13,172 | 
                 | 
             
            
                | S4 | 
                12,846 | 
                12,908 | 
                13,140 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,284 | 
                12,998 | 
                286 | 
                2.2% | 
                135 | 
                1.0% | 
                72% | 
                False | 
                False | 
                102,162 | 
                 
                
                | 10 | 
                13,284 | 
                12,786 | 
                498 | 
                3.8% | 
                146 | 
                1.1% | 
                84% | 
                False | 
                False | 
                115,008 | 
                 
                
                | 20 | 
                13,284 | 
                12,648 | 
                636 | 
                4.8% | 
                157 | 
                1.2% | 
                87% | 
                False | 
                False | 
                118,003 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                4.8% | 
                139 | 
                1.1% | 
                87% | 
                False | 
                False | 
                106,883 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                4.9% | 
                127 | 
                1.0% | 
                88% | 
                False | 
                False | 
                71,303 | 
                 
                
                | 80 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.2% | 
                116 | 
                0.9% | 
                93% | 
                False | 
                False | 
                53,480 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.5% | 
                112 | 
                0.8% | 
                95% | 
                False | 
                False | 
                42,786 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,749 | 
         
        
            | 
2.618             | 
            13,558 | 
         
        
            | 
1.618             | 
            13,441 | 
         
        
            | 
1.000             | 
            13,369 | 
         
        
            | 
0.618             | 
            13,324 | 
         
        
            | 
HIGH             | 
            13,252 | 
         
        
            | 
0.618             | 
            13,207 | 
         
        
            | 
0.500             | 
            13,194 | 
         
        
            | 
0.382             | 
            13,180 | 
         
        
            | 
LOW             | 
            13,135 | 
         
        
            | 
0.618             | 
            13,063 | 
         
        
            | 
1.000             | 
            13,018 | 
         
        
            | 
1.618             | 
            12,946 | 
         
        
            | 
2.618             | 
            12,829 | 
         
        
            | 
4.250             | 
            12,638 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,201 | 
                                13,201 | 
                             
                            
                                | PP | 
                                13,197 | 
                                13,198 | 
                             
                            
                                | S1 | 
                                13,194 | 
                                13,195 | 
                             
             
         |