| Trading Metrics calculated at close of trading on 16-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-May-2012 | 
                    16-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,662 | 
                        12,607 | 
                        -55 | 
                        -0.4% | 
                        12,870 | 
                     
                    
                        | High | 
                        12,759 | 
                        12,704 | 
                        -55 | 
                        -0.4% | 
                        12,991 | 
                     
                    
                        | Low | 
                        12,573 | 
                        12,545 | 
                        -28 | 
                        -0.2% | 
                        12,700 | 
                     
                    
                        | Close | 
                        12,605 | 
                        12,574 | 
                        -31 | 
                        -0.2% | 
                        12,788 | 
                     
                    
                        | Range | 
                        186 | 
                        159 | 
                        -27 | 
                        -14.5% | 
                        291 | 
                     
                    
                        | ATR | 
                        163 | 
                        162 | 
                        0 | 
                        -0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        190,657 | 
                        179,350 | 
                        -11,307 | 
                        -5.9% | 
                        775,216 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,085 | 
                12,988 | 
                12,662 | 
                 | 
             
            
                | R3 | 
                12,926 | 
                12,829 | 
                12,618 | 
                 | 
             
            
                | R2 | 
                12,767 | 
                12,767 | 
                12,603 | 
                 | 
             
            
                | R1 | 
                12,670 | 
                12,670 | 
                12,589 | 
                12,639 | 
             
            
                | PP | 
                12,608 | 
                12,608 | 
                12,608 | 
                12,592 | 
             
            
                | S1 | 
                12,511 | 
                12,511 | 
                12,560 | 
                12,480 | 
             
            
                | S2 | 
                12,449 | 
                12,449 | 
                12,545 | 
                 | 
             
            
                | S3 | 
                12,290 | 
                12,352 | 
                12,530 | 
                 | 
             
            
                | S4 | 
                12,131 | 
                12,193 | 
                12,487 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,545 | 
                346 | 
                2.8% | 
                165 | 
                1.3% | 
                8% | 
                False | 
                True | 
                162,443 | 
                 
                
                | 10 | 
                13,248 | 
                12,545 | 
                703 | 
                5.6% | 
                179 | 
                1.4% | 
                4% | 
                False | 
                True | 
                156,726 | 
                 
                
                | 20 | 
                13,284 | 
                12,545 | 
                739 | 
                5.9% | 
                163 | 
                1.3% | 
                4% | 
                False | 
                True | 
                135,867 | 
                 
                
                | 40 | 
                13,284 | 
                12,545 | 
                739 | 
                5.9% | 
                157 | 
                1.2% | 
                4% | 
                False | 
                True | 
                123,779 | 
                 
                
                | 60 | 
                13,284 | 
                12,545 | 
                739 | 
                5.9% | 
                141 | 
                1.1% | 
                4% | 
                False | 
                True | 
                97,419 | 
                 
                
                | 80 | 
                13,284 | 
                12,460 | 
                824 | 
                6.6% | 
                127 | 
                1.0% | 
                14% | 
                False | 
                False | 
                73,069 | 
                 
                
                | 100 | 
                13,284 | 
                11,990 | 
                1,294 | 
                10.3% | 
                117 | 
                0.9% | 
                45% | 
                False | 
                False | 
                58,457 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,380 | 
         
        
            | 
2.618             | 
            13,120 | 
         
        
            | 
1.618             | 
            12,961 | 
         
        
            | 
1.000             | 
            12,863 | 
         
        
            | 
0.618             | 
            12,802 | 
         
        
            | 
HIGH             | 
            12,704 | 
         
        
            | 
0.618             | 
            12,643 | 
         
        
            | 
0.500             | 
            12,625 | 
         
        
            | 
0.382             | 
            12,606 | 
         
        
            | 
LOW             | 
            12,545 | 
         
        
            | 
0.618             | 
            12,447 | 
         
        
            | 
1.000             | 
            12,386 | 
         
        
            | 
1.618             | 
            12,288 | 
         
        
            | 
2.618             | 
            12,129 | 
         
        
            | 
4.250             | 
            11,869 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,625 | 
                                12,672 | 
                             
                            
                                | PP | 
                                12,608 | 
                                12,639 | 
                             
                            
                                | S1 | 
                                12,591 | 
                                12,607 | 
                             
             
         |