| Trading Metrics calculated at close of trading on 10-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-May-2012 | 
                    10-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,875 | 
                        12,795 | 
                        -80 | 
                        -0.6% | 
                        13,177 | 
                     
                    
                        | High | 
                        12,884 | 
                        12,891 | 
                        7 | 
                        0.1% | 
                        13,284 | 
                     
                    
                        | Low | 
                        12,700 | 
                        12,741 | 
                        41 | 
                        0.3% | 
                        12,952 | 
                     
                    
                        | Close | 
                        12,795 | 
                        12,834 | 
                        39 | 
                        0.3% | 
                        12,957 | 
                     
                    
                        | Range | 
                        184 | 
                        150 | 
                        -34 | 
                        -18.5% | 
                        332 | 
                     
                    
                        | ATR | 
                        161 | 
                        160 | 
                        -1 | 
                        -0.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        208,761 | 
                        150,739 | 
                        -58,022 | 
                        -27.8% | 
                        542,699 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,272 | 
                13,203 | 
                12,917 | 
                 | 
             
            
                | R3 | 
                13,122 | 
                13,053 | 
                12,875 | 
                 | 
             
            
                | R2 | 
                12,972 | 
                12,972 | 
                12,862 | 
                 | 
             
            
                | R1 | 
                12,903 | 
                12,903 | 
                12,848 | 
                12,938 | 
             
            
                | PP | 
                12,822 | 
                12,822 | 
                12,822 | 
                12,839 | 
             
            
                | S1 | 
                12,753 | 
                12,753 | 
                12,820 | 
                12,788 | 
             
            
                | S2 | 
                12,672 | 
                12,672 | 
                12,807 | 
                 | 
             
            
                | S3 | 
                12,522 | 
                12,603 | 
                12,793 | 
                 | 
             
            
                | S4 | 
                12,372 | 
                12,453 | 
                12,752 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                13,168 | 
                12,700 | 
                468 | 
                3.6% | 
                197 | 
                1.5% | 
                29% | 
                False | 
                False | 
                156,775 | 
                 
                
                | 10 | 
                13,284 | 
                12,700 | 
                584 | 
                4.6% | 
                161 | 
                1.3% | 
                23% | 
                False | 
                False | 
                129,942 | 
                 
                
                | 20 | 
                13,284 | 
                12,700 | 
                584 | 
                4.6% | 
                165 | 
                1.3% | 
                23% | 
                False | 
                False | 
                129,027 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                5.0% | 
                149 | 
                1.2% | 
                29% | 
                False | 
                False | 
                116,926 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.1% | 
                139 | 
                1.1% | 
                31% | 
                False | 
                False | 
                86,397 | 
                 
                
                | 80 | 
                13,284 | 
                12,329 | 
                955 | 
                7.4% | 
                122 | 
                1.0% | 
                53% | 
                False | 
                False | 
                64,801 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.8% | 
                116 | 
                0.9% | 
                73% | 
                False | 
                False | 
                51,843 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,529 | 
         
        
            | 
2.618             | 
            13,284 | 
         
        
            | 
1.618             | 
            13,134 | 
         
        
            | 
1.000             | 
            13,041 | 
         
        
            | 
0.618             | 
            12,984 | 
         
        
            | 
HIGH             | 
            12,891 | 
         
        
            | 
0.618             | 
            12,834 | 
         
        
            | 
0.500             | 
            12,816 | 
         
        
            | 
0.382             | 
            12,798 | 
         
        
            | 
LOW             | 
            12,741 | 
         
        
            | 
0.618             | 
            12,648 | 
         
        
            | 
1.000             | 
            12,591 | 
         
        
            | 
1.618             | 
            12,498 | 
         
        
            | 
2.618             | 
            12,348 | 
         
        
            | 
4.250             | 
            12,104 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,828 | 
                                12,838 | 
                             
                            
                                | PP | 
                                12,822 | 
                                12,836 | 
                             
                            
                                | S1 | 
                                12,816 | 
                                12,835 | 
                             
             
         |