| Trading Metrics calculated at close of trading on 23-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-May-2012 | 
                    23-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,489 | 
                        12,480 | 
                        -9 | 
                        -0.1% | 
                        12,752 | 
                     
                    
                        | High | 
                        12,553 | 
                        12,486 | 
                        -67 | 
                        -0.5% | 
                        12,798 | 
                     
                    
                        | Low | 
                        12,423 | 
                        12,286 | 
                        -137 | 
                        -1.1% | 
                        12,318 | 
                     
                    
                        | Close | 
                        12,477 | 
                        12,466 | 
                        -11 | 
                        -0.1% | 
                        12,335 | 
                     
                    
                        | Range | 
                        130 | 
                        200 | 
                        70 | 
                        53.8% | 
                        480 | 
                     
                    
                        | ATR | 
                        166 | 
                        168 | 
                        2 | 
                        1.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        155,360 | 
                        190,766 | 
                        35,406 | 
                        22.8% | 
                        908,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,013 | 
                12,939 | 
                12,576 | 
                 | 
             
            
                | R3 | 
                12,813 | 
                12,739 | 
                12,521 | 
                 | 
             
            
                | R2 | 
                12,613 | 
                12,613 | 
                12,503 | 
                 | 
             
            
                | R1 | 
                12,539 | 
                12,539 | 
                12,484 | 
                12,476 | 
             
            
                | PP | 
                12,413 | 
                12,413 | 
                12,413 | 
                12,381 | 
             
            
                | S1 | 
                12,339 | 
                12,339 | 
                12,448 | 
                12,276 | 
             
            
                | S2 | 
                12,213 | 
                12,213 | 
                12,429 | 
                 | 
             
            
                | S3 | 
                12,013 | 
                12,139 | 
                12,411 | 
                 | 
             
            
                | S4 | 
                11,813 | 
                11,939 | 
                12,356 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,644 | 
                12,286 | 
                358 | 
                2.9% | 
                183 | 
                1.5% | 
                50% | 
                False | 
                True | 
                171,015 | 
                 
                
                | 10 | 
                12,891 | 
                12,286 | 
                605 | 
                4.9% | 
                174 | 
                1.4% | 
                30% | 
                False | 
                True | 
                166,729 | 
                 
                
                | 20 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                169 | 
                1.4% | 
                18% | 
                False | 
                True | 
                146,657 | 
                 
                
                | 40 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                163 | 
                1.3% | 
                18% | 
                False | 
                True | 
                132,958 | 
                 
                
                | 60 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                149 | 
                1.2% | 
                18% | 
                False | 
                True | 
                111,666 | 
                 
                
                | 80 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                134 | 
                1.1% | 
                18% | 
                False | 
                True | 
                83,757 | 
                 
                
                | 100 | 
                13,284 | 
                12,082 | 
                1,202 | 
                9.6% | 
                123 | 
                1.0% | 
                32% | 
                False | 
                False | 
                67,007 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,336 | 
         
        
            | 
2.618             | 
            13,010 | 
         
        
            | 
1.618             | 
            12,810 | 
         
        
            | 
1.000             | 
            12,686 | 
         
        
            | 
0.618             | 
            12,610 | 
         
        
            | 
HIGH             | 
            12,486 | 
         
        
            | 
0.618             | 
            12,410 | 
         
        
            | 
0.500             | 
            12,386 | 
         
        
            | 
0.382             | 
            12,363 | 
         
        
            | 
LOW             | 
            12,286 | 
         
        
            | 
0.618             | 
            12,163 | 
         
        
            | 
1.000             | 
            12,086 | 
         
        
            | 
1.618             | 
            11,963 | 
         
        
            | 
2.618             | 
            11,763 | 
         
        
            | 
4.250             | 
            11,436 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,439 | 
                                12,451 | 
                             
                            
                                | PP | 
                                12,413 | 
                                12,435 | 
                             
                            
                                | S1 | 
                                12,386 | 
                                12,420 | 
                             
             
         |