| Trading Metrics calculated at close of trading on 22-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2012 | 
                    22-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,335 | 
                        12,489 | 
                        154 | 
                        1.2% | 
                        12,752 | 
                     
                    
                        | High | 
                        12,493 | 
                        12,553 | 
                        60 | 
                        0.5% | 
                        12,798 | 
                     
                    
                        | Low | 
                        12,305 | 
                        12,423 | 
                        118 | 
                        1.0% | 
                        12,318 | 
                     
                    
                        | Close | 
                        12,490 | 
                        12,477 | 
                        -13 | 
                        -0.1% | 
                        12,335 | 
                     
                    
                        | Range | 
                        188 | 
                        130 | 
                        -58 | 
                        -30.9% | 
                        480 | 
                     
                    
                        | ATR | 
                        169 | 
                        166 | 
                        -3 | 
                        -1.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        131,255 | 
                        155,360 | 
                        24,105 | 
                        18.4% | 
                        908,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,874 | 
                12,806 | 
                12,549 | 
                 | 
             
            
                | R3 | 
                12,744 | 
                12,676 | 
                12,513 | 
                 | 
             
            
                | R2 | 
                12,614 | 
                12,614 | 
                12,501 | 
                 | 
             
            
                | R1 | 
                12,546 | 
                12,546 | 
                12,489 | 
                12,515 | 
             
            
                | PP | 
                12,484 | 
                12,484 | 
                12,484 | 
                12,469 | 
             
            
                | S1 | 
                12,416 | 
                12,416 | 
                12,465 | 
                12,385 | 
             
            
                | S2 | 
                12,354 | 
                12,354 | 
                12,453 | 
                 | 
             
            
                | S3 | 
                12,224 | 
                12,286 | 
                12,441 | 
                 | 
             
            
                | S4 | 
                12,094 | 
                12,156 | 
                12,406 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,704 | 
                12,305 | 
                399 | 
                3.2% | 
                175 | 
                1.4% | 
                43% | 
                False | 
                False | 
                168,732 | 
                 
                
                | 10 | 
                12,891 | 
                12,305 | 
                586 | 
                4.7% | 
                173 | 
                1.4% | 
                29% | 
                False | 
                False | 
                168,528 | 
                 
                
                | 20 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                164 | 
                1.3% | 
                18% | 
                False | 
                False | 
                143,270 | 
                 
                
                | 40 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                161 | 
                1.3% | 
                18% | 
                False | 
                False | 
                130,345 | 
                 
                
                | 60 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                148 | 
                1.2% | 
                18% | 
                False | 
                False | 
                108,489 | 
                 
                
                | 80 | 
                13,284 | 
                12,305 | 
                979 | 
                7.8% | 
                132 | 
                1.1% | 
                18% | 
                False | 
                False | 
                81,372 | 
                 
                
                | 100 | 
                13,284 | 
                12,082 | 
                1,202 | 
                9.6% | 
                121 | 
                1.0% | 
                33% | 
                False | 
                False | 
                65,100 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,106 | 
         
        
            | 
2.618             | 
            12,893 | 
         
        
            | 
1.618             | 
            12,763 | 
         
        
            | 
1.000             | 
            12,683 | 
         
        
            | 
0.618             | 
            12,633 | 
         
        
            | 
HIGH             | 
            12,553 | 
         
        
            | 
0.618             | 
            12,503 | 
         
        
            | 
0.500             | 
            12,488 | 
         
        
            | 
0.382             | 
            12,473 | 
         
        
            | 
LOW             | 
            12,423 | 
         
        
            | 
0.618             | 
            12,343 | 
         
        
            | 
1.000             | 
            12,293 | 
         
        
            | 
1.618             | 
            12,213 | 
         
        
            | 
2.618             | 
            12,083 | 
         
        
            | 
4.250             | 
            11,871 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,488 | 
                                12,461 | 
                             
                            
                                | PP | 
                                12,484 | 
                                12,445 | 
                             
                            
                                | S1 | 
                                12,481 | 
                                12,429 | 
                             
             
         |