| Trading Metrics calculated at close of trading on 07-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-May-2012 | 
                    07-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        13,144 | 
                        12,870 | 
                        -274 | 
                        -2.1% | 
                        13,177 | 
                     
                    
                        | High | 
                        13,168 | 
                        12,991 | 
                        -177 | 
                        -1.3% | 
                        13,284 | 
                     
                    
                        | Low | 
                        12,952 | 
                        12,779 | 
                        -173 | 
                        -1.3% | 
                        12,952 | 
                     
                    
                        | Close | 
                        12,957 | 
                        12,959 | 
                        2 | 
                        0.0% | 
                        12,957 | 
                     
                    
                        | Range | 
                        216 | 
                        212 | 
                        -4 | 
                        -1.9% | 
                        332 | 
                     
                    
                        | ATR | 
                        150 | 
                        154 | 
                        4 | 
                        2.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        139,189 | 
                        112,564 | 
                        -26,625 | 
                        -19.1% | 
                        542,699 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,546 | 
                13,464 | 
                13,076 | 
                 | 
             
            
                | R3 | 
                13,334 | 
                13,252 | 
                13,017 | 
                 | 
             
            
                | R2 | 
                13,122 | 
                13,122 | 
                12,998 | 
                 | 
             
            
                | R1 | 
                13,040 | 
                13,040 | 
                12,979 | 
                13,081 | 
             
            
                | PP | 
                12,910 | 
                12,910 | 
                12,910 | 
                12,930 | 
             
            
                | S1 | 
                12,828 | 
                12,828 | 
                12,940 | 
                12,869 | 
             
            
                | S2 | 
                12,698 | 
                12,698 | 
                12,920 | 
                 | 
             
            
                | S3 | 
                12,486 | 
                12,616 | 
                12,901 | 
                 | 
             
            
                | S4 | 
                12,274 | 
                12,404 | 
                12,843 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,779 | 
                505 | 
                3.9% | 
                171 | 
                1.3% | 
                36% | 
                False | 
                True | 
                113,105 | 
                 
                
                | 10 | 
                13,284 | 
                12,779 | 
                505 | 
                3.9% | 
                146 | 
                1.1% | 
                36% | 
                False | 
                True | 
                111,765 | 
                 
                
                | 20 | 
                13,284 | 
                12,648 | 
                636 | 
                4.9% | 
                166 | 
                1.3% | 
                49% | 
                False | 
                False | 
                122,386 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                4.9% | 
                145 | 
                1.1% | 
                49% | 
                False | 
                False | 
                112,747 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.0% | 
                133 | 
                1.0% | 
                50% | 
                False | 
                False | 
                77,529 | 
                 
                
                | 80 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.3% | 
                121 | 
                0.9% | 
                70% | 
                False | 
                False | 
                58,150 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.7% | 
                113 | 
                0.9% | 
                80% | 
                False | 
                False | 
                46,522 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,892 | 
         
        
            | 
2.618             | 
            13,546 | 
         
        
            | 
1.618             | 
            13,334 | 
         
        
            | 
1.000             | 
            13,203 | 
         
        
            | 
0.618             | 
            13,122 | 
         
        
            | 
HIGH             | 
            12,991 | 
         
        
            | 
0.618             | 
            12,910 | 
         
        
            | 
0.500             | 
            12,885 | 
         
        
            | 
0.382             | 
            12,860 | 
         
        
            | 
LOW             | 
            12,779 | 
         
        
            | 
0.618             | 
            12,648 | 
         
        
            | 
1.000             | 
            12,567 | 
         
        
            | 
1.618             | 
            12,436 | 
         
        
            | 
2.618             | 
            12,224 | 
         
        
            | 
4.250             | 
            11,878 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,934 | 
                                13,014 | 
                             
                            
                                | PP | 
                                12,910 | 
                                12,995 | 
                             
                            
                                | S1 | 
                                12,885 | 
                                12,977 | 
                             
             
         |