| Trading Metrics calculated at close of trading on 04-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-May-2012 | 
                    04-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,201 | 
                        13,144 | 
                        -57 | 
                        -0.4% | 
                        13,177 | 
                     
                    
                        | High | 
                        13,248 | 
                        13,168 | 
                        -80 | 
                        -0.6% | 
                        13,284 | 
                     
                    
                        | Low | 
                        13,118 | 
                        12,952 | 
                        -166 | 
                        -1.3% | 
                        12,952 | 
                     
                    
                        | Close | 
                        13,143 | 
                        12,957 | 
                        -186 | 
                        -1.4% | 
                        12,957 | 
                     
                    
                        | Range | 
                        130 | 
                        216 | 
                        86 | 
                        66.2% | 
                        332 | 
                     
                    
                        | ATR | 
                        145 | 
                        150 | 
                        5 | 
                        3.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        121,905 | 
                        139,189 | 
                        17,284 | 
                        14.2% | 
                        542,699 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,674 | 
                13,531 | 
                13,076 | 
                 | 
             
            
                | R3 | 
                13,458 | 
                13,315 | 
                13,017 | 
                 | 
             
            
                | R2 | 
                13,242 | 
                13,242 | 
                12,997 | 
                 | 
             
            
                | R1 | 
                13,099 | 
                13,099 | 
                12,977 | 
                13,063 | 
             
            
                | PP | 
                13,026 | 
                13,026 | 
                13,026 | 
                13,007 | 
             
            
                | S1 | 
                12,883 | 
                12,883 | 
                12,937 | 
                12,847 | 
             
            
                | S2 | 
                12,810 | 
                12,810 | 
                12,918 | 
                 | 
             
            
                | S3 | 
                12,594 | 
                12,667 | 
                12,898 | 
                 | 
             
            
                | S4 | 
                12,378 | 
                12,451 | 
                12,838 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                14,060 | 
                13,841 | 
                13,140 | 
                 | 
             
            
                | R3 | 
                13,728 | 
                13,509 | 
                13,048 | 
                 | 
             
            
                | R2 | 
                13,396 | 
                13,396 | 
                13,018 | 
                 | 
             
            
                | R1 | 
                13,177 | 
                13,177 | 
                12,988 | 
                13,121 | 
             
            
                | PP | 
                13,064 | 
                13,064 | 
                13,064 | 
                13,036 | 
             
            
                | S1 | 
                12,845 | 
                12,845 | 
                12,927 | 
                12,789 | 
             
            
                | S2 | 
                12,732 | 
                12,732 | 
                12,896 | 
                 | 
             
            
                | S3 | 
                12,400 | 
                12,513 | 
                12,866 | 
                 | 
             
            
                | S4 | 
                12,068 | 
                12,181 | 
                12,775 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                13,284 | 
                12,952 | 
                332 | 
                2.6% | 
                144 | 
                1.1% | 
                2% | 
                False | 
                True | 
                108,539 | 
                 
                
                | 10 | 
                13,284 | 
                12,786 | 
                498 | 
                3.8% | 
                144 | 
                1.1% | 
                34% | 
                False | 
                False | 
                112,933 | 
                 
                
                | 20 | 
                13,284 | 
                12,648 | 
                636 | 
                4.9% | 
                160 | 
                1.2% | 
                49% | 
                False | 
                False | 
                120,513 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                4.9% | 
                142 | 
                1.1% | 
                49% | 
                False | 
                False | 
                111,968 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.0% | 
                130 | 
                1.0% | 
                50% | 
                False | 
                False | 
                75,654 | 
                 
                
                | 80 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.4% | 
                119 | 
                0.9% | 
                70% | 
                False | 
                False | 
                56,743 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.7% | 
                111 | 
                0.9% | 
                80% | 
                False | 
                False | 
                45,396 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            14,086 | 
         
        
            | 
2.618             | 
            13,734 | 
         
        
            | 
1.618             | 
            13,518 | 
         
        
            | 
1.000             | 
            13,384 | 
         
        
            | 
0.618             | 
            13,302 | 
         
        
            | 
HIGH             | 
            13,168 | 
         
        
            | 
0.618             | 
            13,086 | 
         
        
            | 
0.500             | 
            13,060 | 
         
        
            | 
0.382             | 
            13,035 | 
         
        
            | 
LOW             | 
            12,952 | 
         
        
            | 
0.618             | 
            12,819 | 
         
        
            | 
1.000             | 
            12,736 | 
         
        
            | 
1.618             | 
            12,603 | 
         
        
            | 
2.618             | 
            12,387 | 
         
        
            | 
4.250             | 
            12,034 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                13,060 | 
                                13,102 | 
                             
                            
                                | PP | 
                                13,026 | 
                                13,054 | 
                             
                            
                                | S1 | 
                                12,991 | 
                                13,005 | 
                             
             
         |