| Trading Metrics calculated at close of trading on 03-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-May-2012 | 
                    03-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,219 | 
                        13,201 | 
                        -18 | 
                        -0.1% | 
                        12,967 | 
                     
                    
                        | High | 
                        13,252 | 
                        13,248 | 
                        -4 | 
                        0.0% | 
                        13,211 | 
                     
                    
                        | Low | 
                        13,135 | 
                        13,118 | 
                        -17 | 
                        -0.1% | 
                        12,786 | 
                     
                    
                        | Close | 
                        13,204 | 
                        13,143 | 
                        -61 | 
                        -0.5% | 
                        13,164 | 
                     
                    
                        | Range | 
                        117 | 
                        130 | 
                        13 | 
                        11.1% | 
                        425 | 
                     
                    
                        | ATR | 
                        146 | 
                        145 | 
                        -1 | 
                        -0.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        109,262 | 
                        121,905 | 
                        12,643 | 
                        11.6% | 
                        586,637 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,560 | 
                13,481 | 
                13,215 | 
                 | 
             
            
                | R3 | 
                13,430 | 
                13,351 | 
                13,179 | 
                 | 
             
            
                | R2 | 
                13,300 | 
                13,300 | 
                13,167 | 
                 | 
             
            
                | R1 | 
                13,221 | 
                13,221 | 
                13,155 | 
                13,196 | 
             
            
                | PP | 
                13,170 | 
                13,170 | 
                13,170 | 
                13,157 | 
             
            
                | S1 | 
                13,091 | 
                13,091 | 
                13,131 | 
                13,066 | 
             
            
                | S2 | 
                13,040 | 
                13,040 | 
                13,119 | 
                 | 
             
            
                | S3 | 
                12,910 | 
                12,961 | 
                13,107 | 
                 | 
             
            
                | S4 | 
                12,780 | 
                12,831 | 
                13,072 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,088 | 
                196 | 
                1.5% | 
                126 | 
                1.0% | 
                28% | 
                False | 
                False | 
                103,109 | 
                 
                
                | 10 | 
                13,284 | 
                12,786 | 
                498 | 
                3.8% | 
                137 | 
                1.0% | 
                72% | 
                False | 
                False | 
                110,073 | 
                 
                
                | 20 | 
                13,284 | 
                12,648 | 
                636 | 
                4.8% | 
                154 | 
                1.2% | 
                78% | 
                False | 
                False | 
                118,250 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                4.8% | 
                140 | 
                1.1% | 
                78% | 
                False | 
                False | 
                109,578 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.0% | 
                127 | 
                1.0% | 
                78% | 
                False | 
                False | 
                73,335 | 
                 
                
                | 80 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.2% | 
                117 | 
                0.9% | 
                87% | 
                False | 
                False | 
                55,003 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.5% | 
                111 | 
                0.8% | 
                91% | 
                False | 
                False | 
                44,004 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,801 | 
         
        
            | 
2.618             | 
            13,588 | 
         
        
            | 
1.618             | 
            13,458 | 
         
        
            | 
1.000             | 
            13,378 | 
         
        
            | 
0.618             | 
            13,328 | 
         
        
            | 
HIGH             | 
            13,248 | 
         
        
            | 
0.618             | 
            13,198 | 
         
        
            | 
0.500             | 
            13,183 | 
         
        
            | 
0.382             | 
            13,168 | 
         
        
            | 
LOW             | 
            13,118 | 
         
        
            | 
0.618             | 
            13,038 | 
         
        
            | 
1.000             | 
            12,988 | 
         
        
            | 
1.618             | 
            12,908 | 
         
        
            | 
2.618             | 
            12,778 | 
         
        
            | 
4.250             | 
            12,566 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,183 | 
                                13,195 | 
                             
                            
                                | PP | 
                                13,170 | 
                                13,177 | 
                             
                            
                                | S1 | 
                                13,156 | 
                                13,160 | 
                             
             
         |