| Trading Metrics calculated at close of trading on 11-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2012 | 
                    11-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,795 | 
                        12,833 | 
                        38 | 
                        0.3% | 
                        12,870 | 
                     
                    
                        | High | 
                        12,891 | 
                        12,883 | 
                        -8 | 
                        -0.1% | 
                        12,991 | 
                     
                    
                        | Low | 
                        12,741 | 
                        12,723 | 
                        -18 | 
                        -0.1% | 
                        12,700 | 
                     
                    
                        | Close | 
                        12,834 | 
                        12,788 | 
                        -46 | 
                        -0.4% | 
                        12,788 | 
                     
                    
                        | Range | 
                        150 | 
                        160 | 
                        10 | 
                        6.7% | 
                        291 | 
                     
                    
                        | ATR | 
                        160 | 
                        160 | 
                        0 | 
                        0.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        150,739 | 
                        130,526 | 
                        -20,213 | 
                        -13.4% | 
                        775,216 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,278 | 
                13,193 | 
                12,876 | 
                 | 
             
            
                | R3 | 
                13,118 | 
                13,033 | 
                12,832 | 
                 | 
             
            
                | R2 | 
                12,958 | 
                12,958 | 
                12,817 | 
                 | 
             
            
                | R1 | 
                12,873 | 
                12,873 | 
                12,803 | 
                12,836 | 
             
            
                | PP | 
                12,798 | 
                12,798 | 
                12,798 | 
                12,779 | 
             
            
                | S1 | 
                12,713 | 
                12,713 | 
                12,773 | 
                12,676 | 
             
            
                | S2 | 
                12,638 | 
                12,638 | 
                12,759 | 
                 | 
             
            
                | S3 | 
                12,478 | 
                12,553 | 
                12,744 | 
                 | 
             
            
                | S4 | 
                12,318 | 
                12,393 | 
                12,700 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,699 | 
                13,535 | 
                12,948 | 
                 | 
             
            
                | R3 | 
                13,408 | 
                13,244 | 
                12,868 | 
                 | 
             
            
                | R2 | 
                13,117 | 
                13,117 | 
                12,841 | 
                 | 
             
            
                | R1 | 
                12,953 | 
                12,953 | 
                12,815 | 
                12,890 | 
             
            
                | PP | 
                12,826 | 
                12,826 | 
                12,826 | 
                12,795 | 
             
            
                | S1 | 
                12,662 | 
                12,662 | 
                12,761 | 
                12,599 | 
             
            
                | S2 | 
                12,535 | 
                12,535 | 
                12,735 | 
                 | 
             
            
                | S3 | 
                12,244 | 
                12,371 | 
                12,708 | 
                 | 
             
            
                | S4 | 
                11,953 | 
                12,080 | 
                12,628 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,991 | 
                12,700 | 
                291 | 
                2.3% | 
                185 | 
                1.4% | 
                30% | 
                False | 
                False | 
                155,043 | 
                 
                
                | 10 | 
                13,284 | 
                12,700 | 
                584 | 
                4.6% | 
                165 | 
                1.3% | 
                15% | 
                False | 
                False | 
                131,791 | 
                 
                
                | 20 | 
                13,284 | 
                12,700 | 
                584 | 
                4.6% | 
                163 | 
                1.3% | 
                15% | 
                False | 
                False | 
                128,948 | 
                 
                
                | 40 | 
                13,284 | 
                12,648 | 
                636 | 
                5.0% | 
                151 | 
                1.2% | 
                22% | 
                False | 
                False | 
                117,415 | 
                 
                
                | 60 | 
                13,284 | 
                12,632 | 
                652 | 
                5.1% | 
                139 | 
                1.1% | 
                24% | 
                False | 
                False | 
                88,573 | 
                 
                
                | 80 | 
                13,284 | 
                12,430 | 
                854 | 
                6.7% | 
                123 | 
                1.0% | 
                42% | 
                False | 
                False | 
                66,433 | 
                 
                
                | 100 | 
                13,284 | 
                11,639 | 
                1,645 | 
                12.9% | 
                117 | 
                0.9% | 
                70% | 
                False | 
                False | 
                53,148 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,563 | 
         
        
            | 
2.618             | 
            13,302 | 
         
        
            | 
1.618             | 
            13,142 | 
         
        
            | 
1.000             | 
            13,043 | 
         
        
            | 
0.618             | 
            12,982 | 
         
        
            | 
HIGH             | 
            12,883 | 
         
        
            | 
0.618             | 
            12,822 | 
         
        
            | 
0.500             | 
            12,803 | 
         
        
            | 
0.382             | 
            12,784 | 
         
        
            | 
LOW             | 
            12,723 | 
         
        
            | 
0.618             | 
            12,624 | 
         
        
            | 
1.000             | 
            12,563 | 
         
        
            | 
1.618             | 
            12,464 | 
         
        
            | 
2.618             | 
            12,304 | 
         
        
            | 
4.250             | 
            12,043 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,803 | 
                                12,796 | 
                             
                            
                                | PP | 
                                12,798 | 
                                12,793 | 
                             
                            
                                | S1 | 
                                12,793 | 
                                12,791 | 
                             
             
         |