| Trading Metrics calculated at close of trading on 21-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-May-2012 | 
                    21-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,422 | 
                        12,335 | 
                        -87 | 
                        -0.7% | 
                        12,752 | 
                     
                    
                        | High | 
                        12,480 | 
                        12,493 | 
                        13 | 
                        0.1% | 
                        12,798 | 
                     
                    
                        | Low | 
                        12,318 | 
                        12,305 | 
                        -13 | 
                        -0.1% | 
                        12,318 | 
                     
                    
                        | Close | 
                        12,335 | 
                        12,490 | 
                        155 | 
                        1.3% | 
                        12,335 | 
                     
                    
                        | Range | 
                        162 | 
                        188 | 
                        26 | 
                        16.0% | 
                        480 | 
                     
                    
                        | ATR | 
                        167 | 
                        169 | 
                        1 | 
                        0.9% | 
                        0 | 
                     
                    
                        | Volume | 
                        184,650 | 
                        131,255 | 
                        -53,395 | 
                        -28.9% | 
                        908,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,993 | 
                12,930 | 
                12,594 | 
                 | 
             
            
                | R3 | 
                12,805 | 
                12,742 | 
                12,542 | 
                 | 
             
            
                | R2 | 
                12,617 | 
                12,617 | 
                12,525 | 
                 | 
             
            
                | R1 | 
                12,554 | 
                12,554 | 
                12,507 | 
                12,586 | 
             
            
                | PP | 
                12,429 | 
                12,429 | 
                12,429 | 
                12,445 | 
             
            
                | S1 | 
                12,366 | 
                12,366 | 
                12,473 | 
                12,398 | 
             
            
                | S2 | 
                12,241 | 
                12,241 | 
                12,456 | 
                 | 
             
            
                | S3 | 
                12,053 | 
                12,178 | 
                12,438 | 
                 | 
             
            
                | S4 | 
                11,865 | 
                11,990 | 
                12,387 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,759 | 
                12,305 | 
                454 | 
                3.6% | 
                186 | 
                1.5% | 
                41% | 
                False | 
                True | 
                175,791 | 
                 
                
                | 10 | 
                12,975 | 
                12,305 | 
                670 | 
                5.4% | 
                182 | 
                1.5% | 
                28% | 
                False | 
                True | 
                170,255 | 
                 
                
                | 20 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                164 | 
                1.3% | 
                19% | 
                False | 
                True | 
                141,010 | 
                 
                
                | 40 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                162 | 
                1.3% | 
                19% | 
                False | 
                True | 
                128,901 | 
                 
                
                | 60 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                148 | 
                1.2% | 
                19% | 
                False | 
                True | 
                105,900 | 
                 
                
                | 80 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                131 | 
                1.1% | 
                19% | 
                False | 
                True | 
                79,431 | 
                 
                
                | 100 | 
                13,284 | 
                12,013 | 
                1,271 | 
                10.2% | 
                121 | 
                1.0% | 
                38% | 
                False | 
                False | 
                63,546 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,292 | 
         
        
            | 
2.618             | 
            12,985 | 
         
        
            | 
1.618             | 
            12,797 | 
         
        
            | 
1.000             | 
            12,681 | 
         
        
            | 
0.618             | 
            12,609 | 
         
        
            | 
HIGH             | 
            12,493 | 
         
        
            | 
0.618             | 
            12,421 | 
         
        
            | 
0.500             | 
            12,399 | 
         
        
            | 
0.382             | 
            12,377 | 
         
        
            | 
LOW             | 
            12,305 | 
         
        
            | 
0.618             | 
            12,189 | 
         
        
            | 
1.000             | 
            12,117 | 
         
        
            | 
1.618             | 
            12,001 | 
         
        
            | 
2.618             | 
            11,813 | 
         
        
            | 
4.250             | 
            11,506 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,460 | 
                                12,485 | 
                             
                            
                                | PP | 
                                12,429 | 
                                12,480 | 
                             
                            
                                | S1 | 
                                12,399 | 
                                12,475 | 
                             
             
         |