| Trading Metrics calculated at close of trading on 24-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-May-2012 | 
                    24-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,480 | 
                        12,464 | 
                        -16 | 
                        -0.1% | 
                        12,752 | 
                     
                    
                        | High | 
                        12,486 | 
                        12,543 | 
                        57 | 
                        0.5% | 
                        12,798 | 
                     
                    
                        | Low | 
                        12,286 | 
                        12,389 | 
                        103 | 
                        0.8% | 
                        12,318 | 
                     
                    
                        | Close | 
                        12,466 | 
                        12,536 | 
                        70 | 
                        0.6% | 
                        12,335 | 
                     
                    
                        | Range | 
                        200 | 
                        154 | 
                        -46 | 
                        -23.0% | 
                        480 | 
                     
                    
                        | ATR | 
                        168 | 
                        167 | 
                        -1 | 
                        -0.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        190,766 | 
                        174,744 | 
                        -16,022 | 
                        -8.4% | 
                        908,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,951 | 
                12,898 | 
                12,621 | 
                 | 
             
            
                | R3 | 
                12,797 | 
                12,744 | 
                12,578 | 
                 | 
             
            
                | R2 | 
                12,643 | 
                12,643 | 
                12,564 | 
                 | 
             
            
                | R1 | 
                12,590 | 
                12,590 | 
                12,550 | 
                12,617 | 
             
            
                | PP | 
                12,489 | 
                12,489 | 
                12,489 | 
                12,503 | 
             
            
                | S1 | 
                12,436 | 
                12,436 | 
                12,522 | 
                12,463 | 
             
            
                | S2 | 
                12,335 | 
                12,335 | 
                12,508 | 
                 | 
             
            
                | S3 | 
                12,181 | 
                12,282 | 
                12,494 | 
                 | 
             
            
                | S4 | 
                12,027 | 
                12,128 | 
                12,451 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,553 | 
                12,286 | 
                267 | 
                2.1% | 
                167 | 
                1.3% | 
                94% | 
                False | 
                False | 
                167,355 | 
                 
                
                | 10 | 
                12,883 | 
                12,286 | 
                597 | 
                4.8% | 
                175 | 
                1.4% | 
                42% | 
                False | 
                False | 
                169,129 | 
                 
                
                | 20 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                168 | 
                1.3% | 
                25% | 
                False | 
                False | 
                149,536 | 
                 
                
                | 40 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                162 | 
                1.3% | 
                25% | 
                False | 
                False | 
                134,380 | 
                 
                
                | 60 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                149 | 
                1.2% | 
                25% | 
                False | 
                False | 
                114,577 | 
                 
                
                | 80 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                135 | 
                1.1% | 
                25% | 
                False | 
                False | 
                85,941 | 
                 
                
                | 100 | 
                13,284 | 
                12,170 | 
                1,114 | 
                8.9% | 
                124 | 
                1.0% | 
                33% | 
                False | 
                False | 
                68,755 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,198 | 
         
        
            | 
2.618             | 
            12,946 | 
         
        
            | 
1.618             | 
            12,792 | 
         
        
            | 
1.000             | 
            12,697 | 
         
        
            | 
0.618             | 
            12,638 | 
         
        
            | 
HIGH             | 
            12,543 | 
         
        
            | 
0.618             | 
            12,484 | 
         
        
            | 
0.500             | 
            12,466 | 
         
        
            | 
0.382             | 
            12,448 | 
         
        
            | 
LOW             | 
            12,389 | 
         
        
            | 
0.618             | 
            12,294 | 
         
        
            | 
1.000             | 
            12,235 | 
         
        
            | 
1.618             | 
            12,140 | 
         
        
            | 
2.618             | 
            11,986 | 
         
        
            | 
4.250             | 
            11,735 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,513 | 
                                12,497 | 
                             
                            
                                | PP | 
                                12,489 | 
                                12,458 | 
                             
                            
                                | S1 | 
                                12,466 | 
                                12,420 | 
                             
             
         |