| Trading Metrics calculated at close of trading on 17-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-May-2012 | 
                    17-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,607 | 
                        12,575 | 
                        -32 | 
                        -0.3% | 
                        12,870 | 
                     
                    
                        | High | 
                        12,704 | 
                        12,644 | 
                        -60 | 
                        -0.5% | 
                        12,991 | 
                     
                    
                        | Low | 
                        12,545 | 
                        12,409 | 
                        -136 | 
                        -1.1% | 
                        12,700 | 
                     
                    
                        | Close | 
                        12,574 | 
                        12,413 | 
                        -161 | 
                        -1.3% | 
                        12,788 | 
                     
                    
                        | Range | 
                        159 | 
                        235 | 
                        76 | 
                        47.8% | 
                        291 | 
                     
                    
                        | ATR | 
                        162 | 
                        168 | 
                        5 | 
                        3.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        179,350 | 
                        193,045 | 
                        13,695 | 
                        7.6% | 
                        775,216 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,194 | 
                13,038 | 
                12,542 | 
                 | 
             
            
                | R3 | 
                12,959 | 
                12,803 | 
                12,478 | 
                 | 
             
            
                | R2 | 
                12,724 | 
                12,724 | 
                12,456 | 
                 | 
             
            
                | R1 | 
                12,568 | 
                12,568 | 
                12,435 | 
                12,529 | 
             
            
                | PP | 
                12,489 | 
                12,489 | 
                12,489 | 
                12,469 | 
             
            
                | S1 | 
                12,333 | 
                12,333 | 
                12,392 | 
                12,294 | 
             
            
                | S2 | 
                12,254 | 
                12,254 | 
                12,370 | 
                 | 
             
            
                | S3 | 
                12,019 | 
                12,098 | 
                12,349 | 
                 | 
             
            
                | S4 | 
                11,784 | 
                11,863 | 
                12,284 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,883 | 
                12,409 | 
                474 | 
                3.8% | 
                182 | 
                1.5% | 
                1% | 
                False | 
                True | 
                170,904 | 
                 
                
                | 10 | 
                13,168 | 
                12,409 | 
                759 | 
                6.1% | 
                189 | 
                1.5% | 
                1% | 
                False | 
                True | 
                163,840 | 
                 
                
                | 20 | 
                13,284 | 
                12,409 | 
                875 | 
                7.0% | 
                163 | 
                1.3% | 
                0% | 
                False | 
                True | 
                136,956 | 
                 
                
                | 40 | 
                13,284 | 
                12,409 | 
                875 | 
                7.0% | 
                160 | 
                1.3% | 
                0% | 
                False | 
                True | 
                126,090 | 
                 
                
                | 60 | 
                13,284 | 
                12,409 | 
                875 | 
                7.0% | 
                144 | 
                1.2% | 
                0% | 
                False | 
                True | 
                100,636 | 
                 
                
                | 80 | 
                13,284 | 
                12,409 | 
                875 | 
                7.0% | 
                129 | 
                1.0% | 
                0% | 
                False | 
                True | 
                75,482 | 
                 
                
                | 100 | 
                13,284 | 
                12,013 | 
                1,271 | 
                10.2% | 
                118 | 
                1.0% | 
                31% | 
                False | 
                False | 
                60,387 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,643 | 
         
        
            | 
2.618             | 
            13,259 | 
         
        
            | 
1.618             | 
            13,024 | 
         
        
            | 
1.000             | 
            12,879 | 
         
        
            | 
0.618             | 
            12,789 | 
         
        
            | 
HIGH             | 
            12,644 | 
         
        
            | 
0.618             | 
            12,554 | 
         
        
            | 
0.500             | 
            12,527 | 
         
        
            | 
0.382             | 
            12,499 | 
         
        
            | 
LOW             | 
            12,409 | 
         
        
            | 
0.618             | 
            12,264 | 
         
        
            | 
1.000             | 
            12,174 | 
         
        
            | 
1.618             | 
            12,029 | 
         
        
            | 
2.618             | 
            11,794 | 
         
        
            | 
4.250             | 
            11,410 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,527 | 
                                12,584 | 
                             
                            
                                | PP | 
                                12,489 | 
                                12,527 | 
                             
                            
                                | S1 | 
                                12,451 | 
                                12,470 | 
                             
             
         |