| Trading Metrics calculated at close of trading on 09-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-May-2012 | 
                    09-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,955 | 
                        12,875 | 
                        -80 | 
                        -0.6% | 
                        13,177 | 
                     
                    
                        | High | 
                        12,975 | 
                        12,884 | 
                        -91 | 
                        -0.7% | 
                        13,284 | 
                     
                    
                        | Low | 
                        12,755 | 
                        12,700 | 
                        -55 | 
                        -0.4% | 
                        12,952 | 
                     
                    
                        | Close | 
                        12,867 | 
                        12,795 | 
                        -72 | 
                        -0.6% | 
                        12,957 | 
                     
                    
                        | Range | 
                        220 | 
                        184 | 
                        -36 | 
                        -16.4% | 
                        332 | 
                     
                    
                        | ATR | 
                        159 | 
                        161 | 
                        2 | 
                        1.1% | 
                        0 | 
                     
                    
                        | Volume | 
                        172,626 | 
                        208,761 | 
                        36,135 | 
                        20.9% | 
                        542,699 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,345 | 
                13,254 | 
                12,896 | 
                 | 
             
            
                | R3 | 
                13,161 | 
                13,070 | 
                12,846 | 
                 | 
             
            
                | R2 | 
                12,977 | 
                12,977 | 
                12,829 | 
                 | 
             
            
                | R1 | 
                12,886 | 
                12,886 | 
                12,812 | 
                12,840 | 
             
            
                | PP | 
                12,793 | 
                12,793 | 
                12,793 | 
                12,770 | 
             
            
                | S1 | 
                12,702 | 
                12,702 | 
                12,778 | 
                12,656 | 
             
            
                | S2 | 
                12,609 | 
                12,609 | 
                12,761 | 
                 | 
             
            
                | S3 | 
                12,425 | 
                12,518 | 
                12,745 | 
                 | 
             
            
                | S4 | 
                12,241 | 
                12,334 | 
                12,694 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,248 | 
                12,700 | 
                548 | 
                4.3% | 
                193 | 
                1.5% | 
                17% | 
                False | 
                True | 
                151,009 | 
                 
                
                | 10 | 
                13,284 | 
                12,700 | 
                584 | 
                4.6% | 
                164 | 
                1.3% | 
                16% | 
                False | 
                True | 
                126,585 | 
                 
                
                | 20 | 
                13,284 | 
                12,700 | 
                584 | 
                4.6% | 
                168 | 
                1.3% | 
                16% | 
                False | 
                True | 
                127,562 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                5.0% | 
                147 | 
                1.1% | 
                23% | 
                False | 
                False | 
                116,033 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.1% | 
                137 | 
                1.1% | 
                25% | 
                False | 
                False | 
                83,885 | 
                 
                
                | 80 | 
                13,284 | 
                12,265 | 
                1,019 | 
                8.0% | 
                122 | 
                1.0% | 
                52% | 
                False | 
                False | 
                62,917 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.9% | 
                115 | 
                0.9% | 
                70% | 
                False | 
                False | 
                50,336 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,666 | 
         
        
            | 
2.618             | 
            13,366 | 
         
        
            | 
1.618             | 
            13,182 | 
         
        
            | 
1.000             | 
            13,068 | 
         
        
            | 
0.618             | 
            12,998 | 
         
        
            | 
HIGH             | 
            12,884 | 
         
        
            | 
0.618             | 
            12,814 | 
         
        
            | 
0.500             | 
            12,792 | 
         
        
            | 
0.382             | 
            12,770 | 
         
        
            | 
LOW             | 
            12,700 | 
         
        
            | 
0.618             | 
            12,586 | 
         
        
            | 
1.000             | 
            12,516 | 
         
        
            | 
1.618             | 
            12,402 | 
         
        
            | 
2.618             | 
            12,218 | 
         
        
            | 
4.250             | 
            11,918 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,794 | 
                                12,846 | 
                             
                            
                                | PP | 
                                12,793 | 
                                12,829 | 
                             
                            
                                | S1 | 
                                12,792 | 
                                12,812 | 
                             
             
         |