| Trading Metrics calculated at close of trading on 29-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2012 | 
                    29-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,538 | 
                        12,466 | 
                        -72 | 
                        -0.6% | 
                        12,335 | 
                     
                    
                        | High | 
                        12,586 | 
                        12,598 | 
                        12 | 
                        0.1% | 
                        12,586 | 
                     
                    
                        | Low | 
                        12,401 | 
                        12,444 | 
                        43 | 
                        0.3% | 
                        12,286 | 
                     
                    
                        | Close | 
                        12,429 | 
                        12,583 | 
                        154 | 
                        1.2% | 
                        12,429 | 
                     
                    
                        | Range | 
                        185 | 
                        154 | 
                        -31 | 
                        -16.8% | 
                        300 | 
                     
                    
                        | ATR | 
                        169 | 
                        169 | 
                        0 | 
                        0.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        135,469 | 
                        167,970 | 
                        32,501 | 
                        24.0% | 
                        787,594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,004 | 
                12,947 | 
                12,668 | 
                 | 
             
            
                | R3 | 
                12,850 | 
                12,793 | 
                12,625 | 
                 | 
             
            
                | R2 | 
                12,696 | 
                12,696 | 
                12,611 | 
                 | 
             
            
                | R1 | 
                12,639 | 
                12,639 | 
                12,597 | 
                12,668 | 
             
            
                | PP | 
                12,542 | 
                12,542 | 
                12,542 | 
                12,556 | 
             
            
                | S1 | 
                12,485 | 
                12,485 | 
                12,569 | 
                12,514 | 
             
            
                | S2 | 
                12,388 | 
                12,388 | 
                12,555 | 
                 | 
             
            
                | S3 | 
                12,234 | 
                12,331 | 
                12,541 | 
                 | 
             
            
                | S4 | 
                12,080 | 
                12,177 | 
                12,498 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,334 | 
                13,181 | 
                12,594 | 
                 | 
             
            
                | R3 | 
                13,034 | 
                12,881 | 
                12,512 | 
                 | 
             
            
                | R2 | 
                12,734 | 
                12,734 | 
                12,484 | 
                 | 
             
            
                | R1 | 
                12,581 | 
                12,581 | 
                12,457 | 
                12,658 | 
             
            
                | PP | 
                12,434 | 
                12,434 | 
                12,434 | 
                12,472 | 
             
            
                | S1 | 
                12,281 | 
                12,281 | 
                12,402 | 
                12,358 | 
             
            
                | S2 | 
                12,134 | 
                12,134 | 
                12,374 | 
                 | 
             
            
                | S3 | 
                11,834 | 
                11,981 | 
                12,347 | 
                 | 
             
            
                | S4 | 
                11,534 | 
                11,681 | 
                12,264 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,598 | 
                12,286 | 
                312 | 
                2.5% | 
                165 | 
                1.3% | 
                95% | 
                True | 
                False | 
                164,861 | 
                 
                
                | 10 | 
                12,759 | 
                12,286 | 
                473 | 
                3.8% | 
                175 | 
                1.4% | 
                63% | 
                False | 
                False | 
                170,326 | 
                 
                
                | 20 | 
                13,284 | 
                12,286 | 
                998 | 
                7.9% | 
                175 | 
                1.4% | 
                30% | 
                False | 
                False | 
                154,619 | 
                 
                
                | 40 | 
                13,284 | 
                12,286 | 
                998 | 
                7.9% | 
                166 | 
                1.3% | 
                30% | 
                False | 
                False | 
                137,051 | 
                 
                
                | 60 | 
                13,284 | 
                12,286 | 
                998 | 
                7.9% | 
                152 | 
                1.2% | 
                30% | 
                False | 
                False | 
                119,628 | 
                 
                
                | 80 | 
                13,284 | 
                12,286 | 
                998 | 
                7.9% | 
                138 | 
                1.1% | 
                30% | 
                False | 
                False | 
                89,734 | 
                 
                
                | 100 | 
                13,284 | 
                12,170 | 
                1,114 | 
                8.9% | 
                126 | 
                1.0% | 
                37% | 
                False | 
                False | 
                71,789 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.1% | 
                122 | 
                1.0% | 
                57% | 
                False | 
                False | 
                59,826 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,253 | 
         
        
            | 
2.618             | 
            13,001 | 
         
        
            | 
1.618             | 
            12,847 | 
         
        
            | 
1.000             | 
            12,752 | 
         
        
            | 
0.618             | 
            12,693 | 
         
        
            | 
HIGH             | 
            12,598 | 
         
        
            | 
0.618             | 
            12,539 | 
         
        
            | 
0.500             | 
            12,521 | 
         
        
            | 
0.382             | 
            12,503 | 
         
        
            | 
LOW             | 
            12,444 | 
         
        
            | 
0.618             | 
            12,349 | 
         
        
            | 
1.000             | 
            12,290 | 
         
        
            | 
1.618             | 
            12,195 | 
         
        
            | 
2.618             | 
            12,041 | 
         
        
            | 
4.250             | 
            11,790 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,562 | 
                                12,553 | 
                             
                            
                                | PP | 
                                12,542 | 
                                12,523 | 
                             
                            
                                | S1 | 
                                12,521 | 
                                12,494 | 
                             
             
         |