| Trading Metrics calculated at close of trading on 16-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Aug-2012 | 
                    16-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,950 | 
                        9,000 | 
                        50 | 
                        0.6% | 
                        8,680 | 
                     
                    
                        | High | 
                        8,960 | 
                        9,145 | 
                        185 | 
                        2.1% | 
                        9,005 | 
                     
                    
                        | Low | 
                        8,875 | 
                        8,945 | 
                        70 | 
                        0.8% | 
                        8,680 | 
                     
                    
                        | Close | 
                        8,945 | 
                        9,135 | 
                        190 | 
                        2.1% | 
                        8,930 | 
                     
                    
                        | Range | 
                        85 | 
                        200 | 
                        115 | 
                        135.3% | 
                        325 | 
                     
                    
                        | ATR | 
                        139 | 
                        143 | 
                        4 | 
                        3.2% | 
                        0 | 
                     
                    
                        | Volume | 
                        1,964 | 
                        3,326 | 
                        1,362 | 
                        69.3% | 
                        20,141 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,675 | 
                9,605 | 
                9,245 | 
                 | 
             
            
                | R3 | 
                9,475 | 
                9,405 | 
                9,190 | 
                 | 
             
            
                | R2 | 
                9,275 | 
                9,275 | 
                9,172 | 
                 | 
             
            
                | R1 | 
                9,205 | 
                9,205 | 
                9,153 | 
                9,240 | 
             
            
                | PP | 
                9,075 | 
                9,075 | 
                9,075 | 
                9,093 | 
             
            
                | S1 | 
                9,005 | 
                9,005 | 
                9,117 | 
                9,040 | 
             
            
                | S2 | 
                8,875 | 
                8,875 | 
                9,098 | 
                 | 
             
            
                | S3 | 
                8,675 | 
                8,805 | 
                9,080 | 
                 | 
             
            
                | S4 | 
                8,475 | 
                8,605 | 
                9,025 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,847 | 
                9,713 | 
                9,109 | 
                 | 
             
            
                | R3 | 
                9,522 | 
                9,388 | 
                9,020 | 
                 | 
             
            
                | R2 | 
                9,197 | 
                9,197 | 
                8,990 | 
                 | 
             
            
                | R1 | 
                9,063 | 
                9,063 | 
                8,960 | 
                9,130 | 
             
            
                | PP | 
                8,872 | 
                8,872 | 
                8,872 | 
                8,905 | 
             
            
                | S1 | 
                8,738 | 
                8,738 | 
                8,900 | 
                8,805 | 
             
            
                | S2 | 
                8,547 | 
                8,547 | 
                8,871 | 
                 | 
             
            
                | S3 | 
                8,222 | 
                8,413 | 
                8,841 | 
                 | 
             
            
                | S4 | 
                7,897 | 
                8,088 | 
                8,751 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                9,145 | 
                8,840 | 
                305 | 
                3.3% | 
                118 | 
                1.3% | 
                97% | 
                True | 
                False | 
                2,877 | 
                 
                
                | 10 | 
                9,145 | 
                8,520 | 
                625 | 
                6.8% | 
                142 | 
                1.6% | 
                98% | 
                True | 
                False | 
                3,502 | 
                 
                
                | 20 | 
                9,145 | 
                8,330 | 
                815 | 
                8.9% | 
                155 | 
                1.7% | 
                99% | 
                True | 
                False | 
                4,017 | 
                 
                
                | 40 | 
                9,170 | 
                8,330 | 
                840 | 
                9.2% | 
                147 | 
                1.6% | 
                96% | 
                False | 
                False | 
                4,020 | 
                 
                
                | 60 | 
                9,170 | 
                8,200 | 
                970 | 
                10.6% | 
                144 | 
                1.6% | 
                96% | 
                False | 
                False | 
                4,122 | 
                 
                
                | 80 | 
                9,635 | 
                8,200 | 
                1,435 | 
                15.7% | 
                112 | 
                1.2% | 
                65% | 
                False | 
                False | 
                3,092 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,995 | 
         
        
            | 
2.618             | 
            9,669 | 
         
        
            | 
1.618             | 
            9,469 | 
         
        
            | 
1.000             | 
            9,345 | 
         
        
            | 
0.618             | 
            9,269 | 
         
        
            | 
HIGH             | 
            9,145 | 
         
        
            | 
0.618             | 
            9,069 | 
         
        
            | 
0.500             | 
            9,045 | 
         
        
            | 
0.382             | 
            9,022 | 
         
        
            | 
LOW             | 
            8,945 | 
         
        
            | 
0.618             | 
            8,822 | 
         
        
            | 
1.000             | 
            8,745 | 
         
        
            | 
1.618             | 
            8,622 | 
         
        
            | 
2.618             | 
            8,422 | 
         
        
            | 
4.250             | 
            8,095 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                9,105 | 
                                9,093 | 
                             
                            
                                | PP | 
                                9,075 | 
                                9,052 | 
                             
                            
                                | S1 | 
                                9,045 | 
                                9,010 | 
                             
             
         |