| Trading Metrics calculated at close of trading on 08-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-May-2012 | 
                    08-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,870 | 
                        12,955 | 
                        85 | 
                        0.7% | 
                        13,177 | 
                     
                    
                        | High | 
                        12,991 | 
                        12,975 | 
                        -16 | 
                        -0.1% | 
                        13,284 | 
                     
                    
                        | Low | 
                        12,779 | 
                        12,755 | 
                        -24 | 
                        -0.2% | 
                        12,952 | 
                     
                    
                        | Close | 
                        12,959 | 
                        12,867 | 
                        -92 | 
                        -0.7% | 
                        12,957 | 
                     
                    
                        | Range | 
                        212 | 
                        220 | 
                        8 | 
                        3.8% | 
                        332 | 
                     
                    
                        | ATR | 
                        154 | 
                        159 | 
                        5 | 
                        3.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        112,564 | 
                        172,626 | 
                        60,062 | 
                        53.4% | 
                        542,699 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,526 | 
                13,416 | 
                12,988 | 
                 | 
             
            
                | R3 | 
                13,306 | 
                13,196 | 
                12,928 | 
                 | 
             
            
                | R2 | 
                13,086 | 
                13,086 | 
                12,907 | 
                 | 
             
            
                | R1 | 
                12,976 | 
                12,976 | 
                12,887 | 
                12,921 | 
             
            
                | PP | 
                12,866 | 
                12,866 | 
                12,866 | 
                12,838 | 
             
            
                | S1 | 
                12,756 | 
                12,756 | 
                12,847 | 
                12,701 | 
             
            
                | S2 | 
                12,646 | 
                12,646 | 
                12,827 | 
                 | 
             
            
                | S3 | 
                12,426 | 
                12,536 | 
                12,807 | 
                 | 
             
            
                | S4 | 
                12,206 | 
                12,316 | 
                12,746 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,252 | 
                12,755 | 
                497 | 
                3.9% | 
                179 | 
                1.4% | 
                23% | 
                False | 
                True | 
                131,109 | 
                 
                
                | 10 | 
                13,284 | 
                12,755 | 
                529 | 
                4.1% | 
                155 | 
                1.2% | 
                21% | 
                False | 
                True | 
                118,012 | 
                 
                
                | 20 | 
                13,284 | 
                12,686 | 
                598 | 
                4.6% | 
                164 | 
                1.3% | 
                30% | 
                False | 
                False | 
                122,811 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                4.9% | 
                148 | 
                1.2% | 
                34% | 
                False | 
                False | 
                114,397 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.1% | 
                136 | 
                1.1% | 
                36% | 
                False | 
                False | 
                80,406 | 
                 
                
                | 80 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.4% | 
                122 | 
                0.9% | 
                61% | 
                False | 
                False | 
                60,308 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.8% | 
                114 | 
                0.9% | 
                75% | 
                False | 
                False | 
                48,248 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,910 | 
         
        
            | 
2.618             | 
            13,551 | 
         
        
            | 
1.618             | 
            13,331 | 
         
        
            | 
1.000             | 
            13,195 | 
         
        
            | 
0.618             | 
            13,111 | 
         
        
            | 
HIGH             | 
            12,975 | 
         
        
            | 
0.618             | 
            12,891 | 
         
        
            | 
0.500             | 
            12,865 | 
         
        
            | 
0.382             | 
            12,839 | 
         
        
            | 
LOW             | 
            12,755 | 
         
        
            | 
0.618             | 
            12,619 | 
         
        
            | 
1.000             | 
            12,535 | 
         
        
            | 
1.618             | 
            12,399 | 
         
        
            | 
2.618             | 
            12,179 | 
         
        
            | 
4.250             | 
            11,820 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,866 | 
                                12,962 | 
                             
                            
                                | PP | 
                                12,866 | 
                                12,930 | 
                             
                            
                                | S1 | 
                                12,865 | 
                                12,899 | 
                             
             
         |