| Trading Metrics calculated at close of trading on 14-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2012 | 
                    14-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,833 | 
                        12,752 | 
                        -81 | 
                        -0.6% | 
                        12,870 | 
                     
                    
                        | High | 
                        12,883 | 
                        12,798 | 
                        -85 | 
                        -0.7% | 
                        12,991 | 
                     
                    
                        | Low | 
                        12,723 | 
                        12,627 | 
                        -96 | 
                        -0.8% | 
                        12,700 | 
                     
                    
                        | Close | 
                        12,788 | 
                        12,655 | 
                        -133 | 
                        -1.0% | 
                        12,788 | 
                     
                    
                        | Range | 
                        160 | 
                        171 | 
                        11 | 
                        6.9% | 
                        291 | 
                     
                    
                        | ATR | 
                        160 | 
                        161 | 
                        1 | 
                        0.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        130,526 | 
                        160,946 | 
                        30,420 | 
                        23.3% | 
                        775,216 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,206 | 
                13,102 | 
                12,749 | 
                 | 
             
            
                | R3 | 
                13,035 | 
                12,931 | 
                12,702 | 
                 | 
             
            
                | R2 | 
                12,864 | 
                12,864 | 
                12,686 | 
                 | 
             
            
                | R1 | 
                12,760 | 
                12,760 | 
                12,671 | 
                12,727 | 
             
            
                | PP | 
                12,693 | 
                12,693 | 
                12,693 | 
                12,677 | 
             
            
                | S1 | 
                12,589 | 
                12,589 | 
                12,639 | 
                12,556 | 
             
            
                | S2 | 
                12,522 | 
                12,522 | 
                12,624 | 
                 | 
             
            
                | S3 | 
                12,351 | 
                12,418 | 
                12,608 | 
                 | 
             
            
                | S4 | 
                12,180 | 
                12,247 | 
                12,561 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,975 | 
                12,627 | 
                348 | 
                2.7% | 
                177 | 
                1.4% | 
                8% | 
                False | 
                True | 
                164,719 | 
                 
                
                | 10 | 
                13,284 | 
                12,627 | 
                657 | 
                5.2% | 
                174 | 
                1.4% | 
                4% | 
                False | 
                True | 
                138,912 | 
                 
                
                | 20 | 
                13,284 | 
                12,627 | 
                657 | 
                5.2% | 
                163 | 
                1.3% | 
                4% | 
                False | 
                True | 
                129,468 | 
                 
                
                | 40 | 
                13,284 | 
                12,627 | 
                657 | 
                5.2% | 
                153 | 
                1.2% | 
                4% | 
                False | 
                True | 
                119,603 | 
                 
                
                | 60 | 
                13,284 | 
                12,627 | 
                657 | 
                5.2% | 
                139 | 
                1.1% | 
                4% | 
                False | 
                True | 
                91,254 | 
                 
                
                | 80 | 
                13,284 | 
                12,460 | 
                824 | 
                6.5% | 
                124 | 
                1.0% | 
                24% | 
                False | 
                False | 
                68,444 | 
                 
                
                | 100 | 
                13,284 | 
                11,695 | 
                1,589 | 
                12.6% | 
                117 | 
                0.9% | 
                60% | 
                False | 
                False | 
                54,757 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,525 | 
         
        
            | 
2.618             | 
            13,246 | 
         
        
            | 
1.618             | 
            13,075 | 
         
        
            | 
1.000             | 
            12,969 | 
         
        
            | 
0.618             | 
            12,904 | 
         
        
            | 
HIGH             | 
            12,798 | 
         
        
            | 
0.618             | 
            12,733 | 
         
        
            | 
0.500             | 
            12,713 | 
         
        
            | 
0.382             | 
            12,692 | 
         
        
            | 
LOW             | 
            12,627 | 
         
        
            | 
0.618             | 
            12,521 | 
         
        
            | 
1.000             | 
            12,456 | 
         
        
            | 
1.618             | 
            12,350 | 
         
        
            | 
2.618             | 
            12,179 | 
         
        
            | 
4.250             | 
            11,900 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,713 | 
                                12,759 | 
                             
                            
                                | PP | 
                                12,693 | 
                                12,724 | 
                             
                            
                                | S1 | 
                                12,674 | 
                                12,690 | 
                             
             
         |