| Trading Metrics calculated at close of trading on 15-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-May-2012 | 
                    15-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,752 | 
                        12,662 | 
                        -90 | 
                        -0.7% | 
                        12,870 | 
                     
                    
                        | High | 
                        12,798 | 
                        12,759 | 
                        -39 | 
                        -0.3% | 
                        12,991 | 
                     
                    
                        | Low | 
                        12,627 | 
                        12,573 | 
                        -54 | 
                        -0.4% | 
                        12,700 | 
                     
                    
                        | Close | 
                        12,655 | 
                        12,605 | 
                        -50 | 
                        -0.4% | 
                        12,788 | 
                     
                    
                        | Range | 
                        171 | 
                        186 | 
                        15 | 
                        8.8% | 
                        291 | 
                     
                    
                        | ATR | 
                        161 | 
                        163 | 
                        2 | 
                        1.1% | 
                        0 | 
                     
                    
                        | Volume | 
                        160,946 | 
                        190,657 | 
                        29,711 | 
                        18.5% | 
                        775,216 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,204 | 
                13,090 | 
                12,707 | 
                 | 
             
            
                | R3 | 
                13,018 | 
                12,904 | 
                12,656 | 
                 | 
             
            
                | R2 | 
                12,832 | 
                12,832 | 
                12,639 | 
                 | 
             
            
                | R1 | 
                12,718 | 
                12,718 | 
                12,622 | 
                12,682 | 
             
            
                | PP | 
                12,646 | 
                12,646 | 
                12,646 | 
                12,628 | 
             
            
                | S1 | 
                12,532 | 
                12,532 | 
                12,588 | 
                12,496 | 
             
            
                | S2 | 
                12,460 | 
                12,460 | 
                12,571 | 
                 | 
             
            
                | S3 | 
                12,274 | 
                12,346 | 
                12,554 | 
                 | 
             
            
                | S4 | 
                12,088 | 
                12,160 | 
                12,503 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,891 | 
                12,573 | 
                318 | 
                2.5% | 
                170 | 
                1.4% | 
                10% | 
                False | 
                True | 
                168,325 | 
                 
                
                | 10 | 
                13,252 | 
                12,573 | 
                679 | 
                5.4% | 
                175 | 
                1.4% | 
                5% | 
                False | 
                True | 
                149,717 | 
                 
                
                | 20 | 
                13,284 | 
                12,573 | 
                711 | 
                5.6% | 
                159 | 
                1.3% | 
                5% | 
                False | 
                True | 
                132,934 | 
                 
                
                | 40 | 
                13,284 | 
                12,573 | 
                711 | 
                5.6% | 
                156 | 
                1.2% | 
                5% | 
                False | 
                True | 
                121,930 | 
                 
                
                | 60 | 
                13,284 | 
                12,573 | 
                711 | 
                5.6% | 
                140 | 
                1.1% | 
                5% | 
                False | 
                True | 
                94,431 | 
                 
                
                | 80 | 
                13,284 | 
                12,460 | 
                824 | 
                6.5% | 
                125 | 
                1.0% | 
                18% | 
                False | 
                False | 
                70,827 | 
                 
                
                | 100 | 
                13,284 | 
                11,930 | 
                1,354 | 
                10.7% | 
                116 | 
                0.9% | 
                50% | 
                False | 
                False | 
                56,664 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,550 | 
         
        
            | 
2.618             | 
            13,246 | 
         
        
            | 
1.618             | 
            13,060 | 
         
        
            | 
1.000             | 
            12,945 | 
         
        
            | 
0.618             | 
            12,874 | 
         
        
            | 
HIGH             | 
            12,759 | 
         
        
            | 
0.618             | 
            12,688 | 
         
        
            | 
0.500             | 
            12,666 | 
         
        
            | 
0.382             | 
            12,644 | 
         
        
            | 
LOW             | 
            12,573 | 
         
        
            | 
0.618             | 
            12,458 | 
         
        
            | 
1.000             | 
            12,387 | 
         
        
            | 
1.618             | 
            12,272 | 
         
        
            | 
2.618             | 
            12,086 | 
         
        
            | 
4.250             | 
            11,783 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,666 | 
                                12,728 | 
                             
                            
                                | PP | 
                                12,646 | 
                                12,687 | 
                             
                            
                                | S1 | 
                                12,625 | 
                                12,646 | 
                             
             
         |