| Trading Metrics calculated at close of trading on 18-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-May-2012 | 
                    18-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,575 | 
                        12,422 | 
                        -153 | 
                        -1.2% | 
                        12,752 | 
                     
                    
                        | High | 
                        12,644 | 
                        12,480 | 
                        -164 | 
                        -1.3% | 
                        12,798 | 
                     
                    
                        | Low | 
                        12,409 | 
                        12,318 | 
                        -91 | 
                        -0.7% | 
                        12,318 | 
                     
                    
                        | Close | 
                        12,413 | 
                        12,335 | 
                        -78 | 
                        -0.6% | 
                        12,335 | 
                     
                    
                        | Range | 
                        235 | 
                        162 | 
                        -73 | 
                        -31.1% | 
                        480 | 
                     
                    
                        | ATR | 
                        168 | 
                        167 | 
                        0 | 
                        -0.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        193,045 | 
                        184,650 | 
                        -8,395 | 
                        -4.3% | 
                        908,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,864 | 
                12,761 | 
                12,424 | 
                 | 
             
            
                | R3 | 
                12,702 | 
                12,599 | 
                12,380 | 
                 | 
             
            
                | R2 | 
                12,540 | 
                12,540 | 
                12,365 | 
                 | 
             
            
                | R1 | 
                12,437 | 
                12,437 | 
                12,350 | 
                12,408 | 
             
            
                | PP | 
                12,378 | 
                12,378 | 
                12,378 | 
                12,363 | 
             
            
                | S1 | 
                12,275 | 
                12,275 | 
                12,320 | 
                12,246 | 
             
            
                | S2 | 
                12,216 | 
                12,216 | 
                12,305 | 
                 | 
             
            
                | S3 | 
                12,054 | 
                12,113 | 
                12,291 | 
                 | 
             
            
                | S4 | 
                11,892 | 
                11,951 | 
                12,246 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,924 | 
                13,609 | 
                12,599 | 
                 | 
             
            
                | R3 | 
                13,444 | 
                13,129 | 
                12,467 | 
                 | 
             
            
                | R2 | 
                12,964 | 
                12,964 | 
                12,423 | 
                 | 
             
            
                | R1 | 
                12,649 | 
                12,649 | 
                12,379 | 
                12,567 | 
             
            
                | PP | 
                12,484 | 
                12,484 | 
                12,484 | 
                12,442 | 
             
            
                | S1 | 
                12,169 | 
                12,169 | 
                12,291 | 
                12,087 | 
             
            
                | S2 | 
                12,004 | 
                12,004 | 
                12,247 | 
                 | 
             
            
                | S3 | 
                11,524 | 
                11,689 | 
                12,203 | 
                 | 
             
            
                | S4 | 
                11,044 | 
                11,209 | 
                12,071 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,798 | 
                12,318 | 
                480 | 
                3.9% | 
                183 | 
                1.5% | 
                4% | 
                False | 
                True | 
                181,729 | 
                 
                
                | 10 | 
                12,991 | 
                12,318 | 
                673 | 
                5.5% | 
                184 | 
                1.5% | 
                3% | 
                False | 
                True | 
                168,386 | 
                 
                
                | 20 | 
                13,284 | 
                12,318 | 
                966 | 
                7.8% | 
                164 | 
                1.3% | 
                2% | 
                False | 
                True | 
                140,660 | 
                 
                
                | 40 | 
                13,284 | 
                12,318 | 
                966 | 
                7.8% | 
                160 | 
                1.3% | 
                2% | 
                False | 
                True | 
                127,764 | 
                 
                
                | 60 | 
                13,284 | 
                12,318 | 
                966 | 
                7.8% | 
                146 | 
                1.2% | 
                2% | 
                False | 
                True | 
                103,713 | 
                 
                
                | 80 | 
                13,284 | 
                12,318 | 
                966 | 
                7.8% | 
                130 | 
                1.0% | 
                2% | 
                False | 
                True | 
                77,790 | 
                 
                
                | 100 | 
                13,284 | 
                12,013 | 
                1,271 | 
                10.3% | 
                119 | 
                1.0% | 
                25% | 
                False | 
                False | 
                62,234 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,169 | 
         
        
            | 
2.618             | 
            12,904 | 
         
        
            | 
1.618             | 
            12,742 | 
         
        
            | 
1.000             | 
            12,642 | 
         
        
            | 
0.618             | 
            12,580 | 
         
        
            | 
HIGH             | 
            12,480 | 
         
        
            | 
0.618             | 
            12,418 | 
         
        
            | 
0.500             | 
            12,399 | 
         
        
            | 
0.382             | 
            12,380 | 
         
        
            | 
LOW             | 
            12,318 | 
         
        
            | 
0.618             | 
            12,218 | 
         
        
            | 
1.000             | 
            12,156 | 
         
        
            | 
1.618             | 
            12,056 | 
         
        
            | 
2.618             | 
            11,894 | 
         
        
            | 
4.250             | 
            11,630 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,399 | 
                                12,511 | 
                             
                            
                                | PP | 
                                12,378 | 
                                12,452 | 
                             
                            
                                | S1 | 
                                12,356 | 
                                12,394 | 
                             
             
         |