Date Open High Low Close Buy Stop-loss Sell Stop-loss

21-Mar-12 13170.79 13190.02 13112.93 13124.62

22-Mar-12 13124.4 13124.47 13017.42 13046.14
23-Mar-12 13045.99 13099.91 13002.77 13080.73
26-Mar-12 13082.62 13243.86 13082.39 13241.63
27-Mar-12 13242.09 13264.98 13194.33 13197.73
28-Mar-12 13195.39 13212.64 13069.26 13126.21 13284 13133 13073 13224
29-Mar-12 13125.99 13151.57 13032.67 13145.82 13277 13135 13075 13217
30-Mar-12 13147.94 13224.49 13147.78 13212.04 13219 13091 13031 13159
2-Apr-12 13211.36 13297.11 13153.69 13264.49 13249 13098 13038 13189
3-Apr-12 13258.96 13265.36 13131.21 13199.55 13300 13152 13092 13239
4-Apr-12 13198.19 13198.19 13020.86 13074.75 13338 13176 13116 13278
5-Apr-12 13067.18 13088.11 13012.46 13060.14 13284 13156 13096 13224
9-Apr-12 13057.57 13057.72 12903.78 12929.59 13267 13113 13053 13207
10-Apr-12 12929.44 12929.59 12710.56 12715.93 13246 13071 13011 13186
11-Apr-12 12716.92 12844.82 12716.92 12805.39 13092 12948 12889 13033
12-Apr-12 12806.45 12986.96 12806.3 12986.58 12984 12824 12765 12925
13-Apr-12 12986.2 12986.35 12845.28 12849.59 13004 12857 12798 12945
16-Apr-12 12850.88 12986.77 12850.8 12921.41 12991 12845 12786 12932
17-Apr-12 12921.79 13131.36 12921.79 13115.54 12980 12810 12751 12921
18-Apr-12 13114.56 13114.56 13027.49 13032.75 13033 12903 12844 12974
19-Apr-12 13028.73 13080.2 12896.82 12964.1 13120 12957 12898 13061
20-Apr-12 12964.48 13082.54 12964.25 13029.26 13083 12942 12883 13023
23-Apr-12 13028.2 13028.2 12845.58 12927.17 13140 12978 12919 13081
24-Apr-12 12927.77 13050.3 12926.49 13001.56 13074 12931 12872 13014
25-Apr-12 12997.69 13105.7 12993.6 13090.72 13061 12922 12863 13002
26-Apr-12 13090.11 13227.82 13075.96 13204.62 13080 12928 12869 13020
27-Apr-12 13204.7 13266.68 13192.21 13228.31 13126 13000 12940 13067
30-Apr-12 13228.31 13228.76 13176.01 13213.63 13210 13090 13031 13151
1-May-12 13214.16 13338.66 13174.65 13279.32 13247 13090 13030 13187
2-May-12 13278.11 13278.11 13192.21 13268.57 13295 13163 13103 13234
3-May-12 13267.59 13284.09 13175.64 13206.59 13324 13185 13124 13263
4-May-12 13204.62 13205 13022.34 13038.27 13371 13207 13147 13311
7-May-12 13035.85 13049.09 12970 13008.53 13310 13181 13121 13250
8-May-12 13000.73 13000.73 12810.39 12932.09 13281 13114 13055 13221
9-May-12 12921.81 12921.81 12748.48 12835.06 13203 13043 12984 13143
10-May-12 12831.58 12931.71 12820.3 12855.04 13075 12937 12878 13016
11-May-12 12851.79 12918.01 12779.28 12820.6 13043 12896 12837 12984
14-May-12 12818.49 12818.86 12661.48 12695.35 13038 12885 12826 12979
15-May-12 12695.05 12758.43 12608.16 12632 12967 12816 12758 12908
16-May-12 12617.32 12722.63 12597.34 12598.55 12885 12743 12685 12826
17-May-12 12598.32 12611.42 12440.52 12442.49 12871 12714 12656 12812
18-May-12 12443.02 12492.97 12336.76 12369.38 12788 12637 12579 12730
21-May-12 12369.15 12508.11 12367.72 12504.48 12657 12512 12455 12600
22-May-12 12505.38 12575.96 12447.33 12502.81 12601 12460 12403 12544
 23-May-12 12501.52 12508.3 12311.56 12496.15 12648 12484 12427 12590
24-May-12 12491.91 12539.59 12419.63 12529.75 12583 12446 12389 12526
25-May-12 12530.74 12533.12 12421.53 12454.83 12594 12459 12402 12537
29-May-12 12454.83 12611.61 12454.6 12580.69 12568 12419 12362 12511
30-May-12 12579.02 12579.1 12396.4 12419.86 12628 12469 12412 12571
31-May-12 12414.41 12489.87 12316.48 12393.45 12624 12468 12411 12566
1-Jun-12 12391.56 12391.63 12107.48 12118.57 12645 12453 12396 12588
4-Jun-12 12119.85 12143.69 12035.09 12101.46 12525 12392 12336 12469
5-Jun-12 12101.08 12147.55 12072.17 12127.95 12379 12258 12202 12323
6-Jun-12 12125 12414.79 12125 12414.79 12293 12102 12046 12238
7-Jun-12 12416.53 12555.26 12416.53 12460.96 12275 12134 12078 12219
8-Jun-12 12460.81 12554.2 12398.44 12554.2 12399 12251 12195 12343
11-Jun-12 12553.81 12650.47 12398.48 12411.23 12492 12311 12255 12435
12-Jun-12 12412.07 12577.02 12411.91 12573.8 12518 12366 12310 12461
13-Jun-12 12566.38 12598.25 12453.69 12496.38 12558 12412 12356 12501
14-Jun-12 12497.89 12698.68 12497.66 12651.91 12563 12399 12342 12506
6/15/2012 12652 12775 12651 12767 12585 12446 12389 12528
6/18/2012 12767 12782 12696 12742 12675 12548 12491 12618
6/19/2012 12745 12899 12744 12837 12723 12573 12515 12665
6/20/2012 12837 12877 12745 12824 12808 12665 12607 12750
6/21/2012 12823 12857 12561 12574 12915 12716 12658 12856
6/22/2012 12575 12674 12575 12641 12843 12711 12652 12785
6/25/2012 12640 12640 12458 12503 12837 12677 12619 12779
6/26/2012 12504 12576 12452 12535 12755 12614 12557 12697
6/27/2012 12533 12647 12533 12627 12676 12540 12483 12619
6/28/2012 12626 12626 12450 12602 12718 12561 12504 12660
6/29/2012 12605 12880 12605 12880 12654 12464 12408 12597
7/2/2012 12880 12902 12795 12871 12712 12578 12521 12655
7/3/2012 12868 12946 12845 12944 12795 12663 12605 12737
7/5/2012 12942 12961 12852 12897 12885 12748 12690 12826
7/6/2012 12889 12889 12703 12772 12980 12817 12759 12921
7/9/2012 12772 12772 12687 12736 12950 12821 12762 12891
7/10/2012 12734 12830 12607 12653 12927 12753 12695 12869
7/11/2012 12653 12662 12534 12605 12897 12755 12696 12839
7/12/2012 12603 12631 12492 12573 12833 12688 12630 12775
7/13/2012 12574 12785 12573 12777 12741 12572 12514 12683
7/16/2012 12776 12780 12690 12727 12749 12620 12562 12691
7/17/2012 12729 12829 12645 12806 12794 12633 12576 12736
7/18/2012 12797 12922 12755 12909 12797 12642 12584 12738
7/19/2012 12910 12978 12890 12943 12830 12701 12643 12772
7/20/2012 12943 12943 12810 12823 12938 12794 12736 12880
7/23/2012 12820 12820 12583 12721 13016 12836 12778 12957
7/24/2012 12721 12730 12522 12617 12964 12794 12735 12905
7/25/2012 12618 12733 12618 12676 12839 12701 12643 12781
7/26/2012 12681 12931 12681 12888 12792 12609 12552 12734
7/27/2012 12889 13118 12889 13076 12798 12623 12565 12740
7/30/2012 13075 13129 13043 13073 12895 12767 12709 12837
7/31/2012 13072 13083 13006 13009 13018 12892 12833 12959
8/1/2012 13007 13075 12951 12976 13075 12933 12874 13016
8/2/2012 12970 12970 12779 12879 13139 12973 12914 13079
8/3/2012 12885 13133 12885 13096 13043 12860 12801 12984
8/6/2012 13100 13187 13100 13118 13030 12900 12841 12971
8/7/2012 13119 13216 13118 13169 13100 12966 12907 13041
8/8/2012 13158 13203 13115 13176 13168 13036 12977 13108
8/9/2012 13175 13200 13125 13165 13204 13076 13017 13144
8/10/2012 13163 13208 13095 13208 13236 13095 13036 13176
8/13/2012 13205 13205 13113 13169 13251 13118 13058 13191
8/14/2012 13168 13223 13142 13172 13246 13116 13057 13186
8/15/2012 13157 13193 13138 13165 13257 13136 13076 13197
8/16/2012 13163 13269 13146 13250 13254 13110 13050 13194
8/17/2012 13251 13281 13245 13275 13255 13140 13080 13194
8/20/2012 13275 13276 13230 13272 13301 13183 13123 13241
8/21/2012 13272 13331 13187 13204 13337 13186 13126 13277
8/22/2012 13198 13205 13120 13173 13356 13224 13164 13295
8/23/2012 13171 13171 13046 13057 13344 13199 13139 13284
8/24/2012 13053 13176 13027 13158 13284 13131 13071 13223
8/27/2012 13158 13176 13115 13125 13239 13116 13056 13179
8/28/2012 13123 13147 13081 13103 13244 13119 13059 13184
8/29/2012 13103 13145 13081 13107 13226 13102 13042 13166
8/30/2012 13101 13101 12979 13001 13250 13107 13047 13190
8/31/2012 13003 13152 13003 13091 13188 13036 12977 13128
9/4/2012 13092 13092 12977 13036 13198 13058 12998 13138
9/5/2012 13036 13096 13019 13047 13159 13032 12972 13100
9/6/2012 13045 13294 13045 13292 13144 12960 12900 13085
9/7/2012 13290 13320 13266 13307 13162 13042 12983 13103
9/10/2012 13309 13324 13251 13254 13260 13133 13073 13200
9/11/2012 13255 13354 13253 13323 13299 13162 13102 13239
9/12/2012 13322 13374 13318 13333 13324 13202 13142 13264
9/13/2012 13330 13573 13325 13540 13364 13178 13117 13303
9/14/2012 13540 13653 13534 13593 13402 13259 13198 13341
9/17/2012 13589 13593 13527 13553 13523 13396 13335 13461
9/18/2012 13552 13582 13518 13565 13577 13450 13389 13515
9/19/2012 13565 13626 13557 13578 13595 13466 13405 13533
9/20/2012 13575 13599 13503 13597 13646 13508 13447 13584
9/21/2012 13597 13647 13572 13579 13637 13507 13445 13576
9/24/2012 13578 13602 13522 13559 13674 13541 13479 13612
9/25/2012 13560 13620 13457 13458 13689 13528 13466 13627
9/26/2012 13459 13480 13407 13414 13668 13538 13476 13606
9/27/2012 13413 13523 13413 13486 13606 13464 13403 13545
9/28/2012 13486 13488 13367 13437 13612 13466 13405 13550
 10/1/2012 13438 13598 13438 13515 13558 13400 13339 13497
10/2/2012 13515 13567 13425 13482 13590 13437 13376 13528
10/3/2012 13479 13536 13439 13495 13587 13449 13388 13525
10/4/2012 13495 13594 13495 13575 13570 13432 13371 13509
10/5/2012 13569 13662 13569 13610 13584 13447 13386 13522
10/8/2012 13589 13610 13552 13584 13640 13515 13454 13579
10/9/2012 13583 13592 13473 13474 13681 13536 13474 13619
10/10/2012 13474 13479 13328 13345 13696 13540 13478 13634
10/11/2012 13346 13428 13326 13326 13607 13468 13406 13546
10/12/2012 13326 13401 13296 13329 13551 13412 13350 13490
10/15/2012 13330 13438 13326 13424 13495 13353 13292 13434
10/16/2012 13424 13556 13424 13552 13469 13320 13260 13408
10/17/2012 13540 13562 13469 13557 13521 13385 13324 13460
10/18/2012 13553 13589 13511 13549 13555 13425 13363 13494
10/19/2012 13545 13545 13312 13344 13658 13475 13413 13596
10/22/2012 13344 13369 13235 13346 13618 13468 13407 13557
10/23/2012 13345 13345 13083 13103 13596 13404 13343 13535
10/24/2012 13104 13155 13064 13077 13470 13335 13274 13409
10/25/2012 13080 13214 13017 13104 13371 13202 13142 13311
10/26/2012 13104 13152 13040 13107 13304 13164 13103 13244
10/31/2012 13107 13189 13052 13096 13260 13111 13051 13199
11/1/2012 13099 13274 13099 13233 13223 13063 13003 13163
11/2/2012 13233 13289 13077 13093 13273 13099 13039 13213
11/5/2012 13092 13141 13039 13112 13272 13136 13076 13212
11/6/2012 13113 13291 13113 13246 13220 13058 12998 13160
11/7/2012 13228 13228 12877 12933 13348 13128 13068 13288
11/8/2012 12933 12980 12811 12811 13276 13116 13056 13215
11/9/2012 12811 12890 12743 12815 13167 13016 12957 13107
11/12/2012 12816 12861 12783 12815 13055 12928 12868 12996
11/13/2012 12809 12898 12749 12756 13008 12858 12799 12949
11/14/2012 12747 12798 12543 12571 13027 12841 12783 12968
11/15/2012 12571 12601 12497 12542 12922 12787 12728 12863
11/16/2012 12542 12604 12471 12588 12817 12674 12616 12759
11/19/2012 12590 12796 12590 12796 12719 12552 12495 12661
11/20/2012 12791 12809 12701 12789 12744 12610 12552 12687
11/21/2012 12788 12846 12786 12837 12768 12649 12591 12710
11/23/2012 12833 13011 12833 13010 12813 12654 12596 12755
11/26/2012 13008 13008 12900 12967 12901 12765 12707 12843
11/27/2012 12963 12980 12868 12878 12976 12838 12780 12917
11/28/2012 12876 12989 12765 12985 13017 12842 12783 12958
11/29/2012 12977 13063 12962 13022 12971 12837 12778 12912
11/30/2012 13022 13054 12989 13026 13020 12897 12838 12961
12/3/2012 13028 13087 12959 12966 13068 12924 12865 13009
12/4/2012 12966 13023 12940 12952 13082 12953 12894 13023
12/5/2012 12949 13089 12923 13034 13077 12920 12861 13018
 12/6/2012 13026 13077 13008 13074 13071 12947 12888 13012
12/7/2012 13073 13157 13073 13155 13083 12954 12895 13024
12/10/2012 13155 13195 13139 13170 13123 13002 12943 13063
12/11/2012 13170 13307 13170 13248 13167 13020 12960 13107
12/12/2012 13250 13329 13227 13245 13221 13085 13025 13161
12/13/2012 13241 13264 13147 13171 13302 13160 13099 13241
12/14/2012 13171 13190 13118 13135 13304 13177 13117 13244
12/17/2012 13135 13244 13135 13235 13271 13132 13072 13211
12/18/2012 13237 13366 13233 13351 13258 13111 13051 13198
12/19/2012 13351 13358 13252 13252 13324 13185 13125 13263
12/20/2012 13247 13315 13216 13312 13354 13218 13157 13293
12/21/2012 13312 13394 13229 13333
12/24/2012 13333.258 13416 13251 13355
12/25/2012 13355 13437 13272 13376
12/26/2012 13376 13459 13294 13398
12/27/2012 13398 13481 13315 13420
Lg-Target ShTarget Ebr Ebl Date mhOpen 5mhOpen 5mhClose mhClose
3/21/2012 13171 13145
3/22/2012 13158 13078
3/23/2012 13118 13076
3/26/2012 13097 13181
3/27/2012 13139 13137 13136 13199
13806 12445 13202 13155 3/28/2012 13169 13136 13135 13141
13806 12445 13196 13156 3/29/2012 13155 13136 13145 13126
13806 12445 13138 13113 3/30/2012 13141 13140 13167 13187
13838 12445 13167 13120 4/2/2012 13164 13154 13176 13229
13838 12475 13218 13173 4/3/2012 13196 13165 13176 13198
13838 12475 13256 13197 4/4/2012 13197 13171 13171 13113
13826 12475 13203 13178 4/5/2012 13155 13171 13161 13075
13817 12475 13186 13134 4/9/2012 13115 13166 13121 12987
13701 12475 13165 13092 4/10/2012 13051 13143 13040 12825
13496 12446 13012 12969 4/11/2012 12938 13091 12964 12822
13496 12383 12905 12844 4/12/2012 12880 13028 12928 12929
13496 12279 12924 12877 4/13/2012 12905 12978 12890 12887
13496 12251 12911 12866 4/16/2012 12896 12934 12876 12915
13496 12184 12900 12830 4/17/2012 12906 12905 12918 13038
13503 12320 12953 12924 4/18/2012 12972 12912 12961 13036
13598 12320 13039 12978 4/19/2012 13004 12936 12972 12982
13639 12320 13002 12963 4/20/2012 12993 12954 12998 13020
13645 12320 13060 12999 4/23/2012 13006 12976 13004 12947
13639 12320 12993 12952 4/24/2012 12977 12990 12995 12991
13639 12304 12981 12943 4/25/2012 12984 12993 12999 13053
13639 12296 12999 12949 4/26/2012 13018 12996 13031 13146
13639 12410 13046 13021 4/27/2012 13082 13013 13067 13200
13639 12447 13129 13112 4/30/2012 13141 13040 13117 13195
13725 12447 13165 13111 5/1/2012 13168 13079 13168 13248
13797 12514 13213 13184 5/2/2012 13208 13123 13206 13243
13884 12514 13242 13206 5/3/2012 13225 13165 13221 13220
13989 12514 13289 13228 5/4/2012 13223 13193 13202 13105
13827 12514 13229 13202 5/7/2012 13164 13198 13171 13040
13772 12514 13199 13136 5/8/2012 13102 13184 13113 12955
13602 12463 13122 13064 5/9/2012 13029 13149 13039 12874
13536 12463 12995 12958 5/10/2012 12951 13094 12971 12883
13536 12389 12963 12917 5/11/2012 12917 13033 12921 12851
13536 12243 12958 12906 5/14/2012 12884 12977 12863 12751
13444 12197 12887 12837 5/15/2012 12818 12920 12810 12690
13387 12133 12806 12764 5/16/2012 12754 12865 12766 12654
13376 12133 12792 12735 5/17/2012 12704 12815 12695 12528
13209 12120 12709 12657 5/18/2012 12616 12755 12612 12437
13099 12027 12579 12533 5/21/2012 12526 12683 12558 12482
13099 11970 12523 12480 5/22/2012 12504 12621 12522 12507
13099 11936 12570 12505 5/23/2012 12506 12571 12483 12464
13072 11832 12506 12466 5/24/2012 12485 12527 12478 12501
13072 11799 12516 12479 5/25/2012 12493 12503 12485 12471
13072 11799 12491 12439 5/29/2012 12482 12494 12497 12542
13072 11832 12550 12490 5/30/2012 12512 12495 12489 12465
13072 11832 12546 12488 5/31/2012 12489 12492 12479 12416
13078 11832 12568 12473 6/1/2012 12453 12486 12427 12238
12856 11832 12449 12412 6/4/2012 12345 12456 12361 12145
12779 11832 12303 12278 6/5/2012 12245 12409 12282 12144
12779 11802 12218 12121 6/6/2012 12195 12345 12251 12313
12779 11718 12200 12153 6/7/2012 12254 12298 12254 12429
12779 11779 12323 12271 6/8/2012 12342 12276 12302 12481
12779 11779 12415 12331 6/11/2012 12411 12289 12365 12456
12818 11869 12441 12386 6/12/2012 12434 12327 12439 12514
12874 11869 12481 12432 6/13/2012 12474 12383 12477 12504
13165 11869 12486 12419 6/14/2012 12489 12430 12511 12598
13165 11914 12507 12466 6/15/2012 12543 12470 12555 12701
13165 11985 12597 12569 6/18/2012 12622 12512 12607 12717
13179 11992 12644 12593 6/19/2012 12669 12559 12663 12797
13223 12102 12730 12686 6/20/2012 12733 12611 12723 12801
13270 12102 12836 12737 6/21/2012 12767 12667 12736 12667
13338 12102 12764 12731 6/22/2012 12717 12702 12726 12649
13338 12102 12758 12698 6/25/2012 12683 12714 12694 12557
13228 12102 12676 12635 6/26/2012 12620 12704 12644 12544
13222 12081 12598 12560 6/27/2012 12582 12674 12604 12603
13222 12063 12640 12581 6/28/2012 12593 12639 12586 12575
13220 11891 12577 12485 6/29/2012 12584 12612 12609 12766
13220 12084 12634 12599 7/2/2012 12675 12611 12662 12823
13220 12105 12717 12683 7/3/2012 12749 12636 12730 12886
13220 12146 12805 12769 7/5/2012 12817 12683 12787 12885
13220 12160 12900 12838 7/6/2012 12851 12735 12831 12798
13383 12160 12870 12842 7/9/2012 12824 12783 12828 12751
13471 12160 12848 12774 7/10/2012 12788 12806 12805 12706
13386 12160 12818 12775 7/11/2012 12747 12805 12754 12630
13309 12160 12754 12708 7/12/2012 12689 12780 12695 12592
13264 12093 12663 12592 7/13/2012 12640 12738 12678 12710
13264 12037 12670 12641 7/16/2012 12675 12708 12672 12720
13264 12037 12715 12654 7/17/2012 12698 12690 12682 12757
13264 12036 12718 12662 7/18/2012 12727 12686 12725 12844
13264 12123 12751 12722 7/19/2012 12786 12705 12788 12908
13350 12176 12859 12815 7/20/2012 12847 12746 12816 12849
13427 12176 12936 12857 7/23/2012 12848 12781 12819 12739
13361 12176 12884 12815 7/24/2012 12793 12800 12799 12656
13296 12176 12760 12722 7/25/2012 12725 12800 12767 12685
13296 12176 12713 12630 7/26/2012 12705 12784 12750 12819
13296 12143 12720 12643 7/27/2012 12762 12767 12777 12984
13296 12307 12816 12788 7/30/2012 12873 12772 12836 13038
13296 12317 12938 12913 7/31/2012 12955 12804 12908 13012
13397 12317 12995 12954 8/1/2012 12984 12856 12969 12992
13464 12317 13058 12994 8/2/2012 12988 12912 12985 12899
13569 12317 12963 12880 8/3/2012 12944 12949 12995 13031
13569 12322 12950 12920 8/6/2012 12987 12972 13007 13102
13569 12372 13020 12987 8/7/2012 13045 12989 13033 13143
13569 12399 13087 13058 8/8/2012 13094 13011 13065 13153
13569 12399 13123 13098 8/9/2012 13123 13038 13117 13156
13681 12399 13154 13117 8/10/2012 13140 13078 13145 13172
13904 12399 13170 13139 8/13/2012 13156 13111 13157 13162
13904 12399 13165 13138 8/14/2012 13159 13134 13163 13174
13904 12406 13176 13158 8/15/2012 13166 13149 13166 13165
13904 12406 13173 13131 8/16/2012 13166 13157 13178 13216
13904 12449 13173 13161 8/17/2012 13191 13168 13194 13254
13923 12461 13220 13204 8/20/2012 13222 13181 13213 13254
13950 12461 13256 13208 8/21/2012 13238 13197 13224 13233
13950 12507 13274 13246 8/22/2012 13235 13211 13228 13181
13931 12507 13262 13221 8/23/2012 13208 13219 13206 13108
13853 12507 13202 13153 8/24/2012 13158 13213 13182 13135
13832 12507 13157 13137 8/27/2012 13147 13197 13159 13138
13832 12507 13163 13140 8/28/2012 13142 13178 13136 13115
13832 12389 13145 13123 8/29/2012 13129 13157 13122 13114
13832 12362 13169 13128 8/30/2012 13121 13139 13109 13041
13781 12362 13107 13057 8/31/2012 13081 13124 13098 13083
13781 12362 13117 13079 9/4/2012 13082 13111 13080 13045
13779 12339 13078 13053 9/5/2012 13063 13095 13067 13055
13779 12339 13064 12981 9/6/2012 13059 13081 13084 13196
13779 12473 13082 13064 9/7/2012 13128 13083 13129 13266
13779 12497 13178 13154 9/10/2012 13197 13106 13163 13256
13779 12501 13217 13184 9/11/2012 13226 13135 13214 13296
13823 12529 13243 13224 9/12/2012 13261 13174 13268 13324
13851 12547 13282 13199 9/13/2012 13293 13221 13319 13454
14070 12734 13320 13280 9/14/2012 13373 13270 13376 13549
14070 12809 13440 13417 9/17/2012 13461 13323 13432 13537
14072 12809 13493 13472 9/18/2012 13499 13378 13482 13546
14141 12809 13511 13488 9/19/2012 13523 13430 13532 13572
14149 12809 13562 13530 9/20/2012 13547 13481 13555 13569
14337 12809 13554 13528 9/21/2012 13558 13518 13562 13587
14337 12804 13590 13563 9/24/2012 13573 13540 13567 13563
14337 12804 13605 13550 9/25/2012 13568 13554 13561 13512
14289 12804 13584 13560 9/26/2012 13540 13557 13536 13451
14235 12804 13523 13486 9/27/2012 13495 13547 13519 13481
14235 12804 13528 13488 9/28/2012 13488 13533 13490 13443
14193 12778 13475 13422 10/1/2012 13466 13511 13479 13506
14193 12778 13506 13459 10/2/2012 13486 13495 13474 13489
14193 12758 13503 13471 10/3/2012 13487 13484 13482 13490
14193 12758 13487 13454 10/4/2012 13489 13483 13495 13546
14193 12758 13500 13469 10/5/2012 13517 13489 13525 13594
14255 12818 13557 13537 10/8/2012 13555 13507 13539 13577
14255 12818 13597 13558 10/9/2012 13566 13523 13545 13516
14270 12818 13612 13562 10/10/2012 13541 13534 13528 13407
14151 12818 13524 13490 10/11/2012 13474 13531 13494 13376
14150 12818 13468 13433 10/12/2012 13425 13512 13447 13356
14118 12769 13412 13375 10/15/2012 13391 13480 13411 13401
14118 12752 13386 13342 10/16/2012 13396 13445 13407 13496
14118 12719 13438 13407 10/17/2012 13446 13426 13429 13518
14118 12724 13472 13446 10/18/2012 13482 13428 13461 13536
14118 12749 13574 13497 10/19/2012 13509 13445 13472 13411
14135 12749 13535 13490 10/22/2012 13460 13458 13462 13351
14053 12749 13513 13426 10/23/2012 13405 13460 13405 13208
13892 12749 13388 13357 10/24/2012 13307 13433 13328 13136
13871 12749 13289 13224 10/25/2012 13221 13380 13248 13132
13822 12708 13222 13185 10/26/2012 13177 13314 13189 13117
13822 12542 13178 13132 10/31/2012 13147 13251 13142 13116
13822 12520 13142 13084 11/1/2012 13131 13197 13139 13194
13822 12453 13191 13120 11/2/2012 13163 13168 13140 13143
13822 12468 13191 13157 11/5/2012 13153 13154 13136 13111
13845 12468 13139 13079 11/6/2012 13132 13145 13154 13205
13845 12469 13266 13149 11/7/2012 13169 13150 13136 13028
13672 12469 13194 13138 11/8/2012 13098 13143 13078 12902
13603 12469 13086 13037 11/9/2012 13000 13110 13020 12853
13531 12469 12975 12948 11/12/2012 12927 13065 12966 12840
13531 12469 12928 12879 11/13/2012 12883 13016 12886 12809
13531 12411 12947 12862 11/14/2012 12846 12951 12814 12666
13318 12178 12842 12808 11/15/2012 12756 12882 12751 12588
13269 12101 12738 12694 11/16/2012 12672 12817 12697 12585
13242 12101 12641 12572 11/19/2012 12628 12757 12674 12721
13242 12101 12666 12630 11/20/2012 12675 12715 12662 12752
13242 12017 12689 12669 11/21/2012 12714 12689 12690 12804
13242 12052 12734 12674 11/23/2012 12759 12689 12757 12924
13242 12207 12822 12786 11/26/2012 12842 12723 12828 12937
13368 12207 12896 12859 11/27/2012 12889 12776 12863 12899
13486 12207 12937 12862 11/28/2012 12894 12819 12898 12924
13554 12207 12891 12858 11/29/2012 12909 12858 12936 12995
13554 12255 12940 12918 11/30/2012 12952 12897 12953 13009
13554 12255 12988 12945 12/3/2012 12981 12925 12964 12992
13554 12279 13002 12974 12/4/2012 12986 12944 12978 12970
13554 12279 12997 12941 12/5/2012 12978 12961 12996 13012
13722 12280 12991 12968 12/6/2012 12995 12978 13006 13046
13722 12280 13003 12975 12/7/2012 13020 12992 13026 13112
13722 12344 13042 13023 12/10/2012 13066 13009 13058 13148
13722 12380 13086 13041 12/11/2012 13107 13033 13107 13216
13722 12484 13140 13106 12/12/2012 13162 13070 13153 13242
13812 12506 13220 13181 12/13/2012 13202 13111 13182 13191
13881 12506 13222 13198 12/14/2012 13196 13147 13190 13155
13929 12506 13189 13153 12/17/2012 13176 13169 13202 13205
13929 12506 13176 13132 12/18/2012 13190 13185 13218 13298
13929 12540 13242 13206 12/19/2012 13244 13202 13224 13272
13929 12540 13272 13239 12/20/2012 13258 13213 13242 13282
12/21/2012
12/24/2012
LSTOP Buy Sell HSTOP Ebr Ebl Date 4/16/2012

12957 13120 12898 13061

12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
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12957 13120 12898 13061
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12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
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12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
12957 13120 12898 13061
 Chart Title
13500

13000

12500

12000

11500

11000
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
- 1 - 1 -1 -1 -1 - 1 - 1 - 1 - 1 - 1 - 1 - 1 - 1 - 1 -1 - 1 -1 - 1 - 1 - 1 -1 - 1 -1 -1 -1 - 1 n -1 n - 1 n -1 n -1 n -1 n -1 n -1 n -1 n -1 n -1 l - 1 l - 1 l - 1
a r a r a r a r p r p r p r p r p r p r p r p r p r p r ay ay ay ay ay ay ay ay ay ay ay n u u u
- M -M -M -M 2-A 4-A 9-A 1-A 3-A 7-A 9-A 3-A 5-A 7-A -M -M -M -M -M -M -M -M -M -M -M 1-Ju 5-Ju 7-Ju 1-Ju 3-Ju 5-Ju 9-Ju 1-Ju 5-Ju 7-Ju 9-Ju 3-J 6-J 0-J
21 23 27 29 1 1 1 1 2 2 2 1 3 7 9 11 15 17 21 23 25 30 1 1 1 1 2 2 2 2 1

Clos e
13400

13200

13000

12800

12600

12400

12200

12000

11800

11600

11400
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01
/2 /2 /2 /2 /2 /2 /2 / 2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 / 2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 /2 / 2 /2 /2 /2 /2 /2 / 2
/ 27 / 29 4/ 2 4/ 4 4/9 / 11 / 13 /17 /19 /23 / 25 / 27 5/1 5/3 5/ 7 5/ 9 / 11 / 15 /17 /21 /23 / 25 / 30 6/1 6/5 6/ 7 /11 / 13 / 15 / 19 /21 /25 /27 / 29 7/3 7/6 /10
3 3 4 4 4 4 4 4 4 5 5 5 5 5 5 5 6 6 6 6 6 6 6 6 7

Col umn W
13,150
Price BuySL Buy Sell SellSL Ebr Ebl
9:15; 13120
9:30; 13120
9:45; 13120
10:00; 10:15;
1312010:30;
1312010:45;
1312011:00;
1312011:15;
1312011:30;
1312011:45;
1312012:00;
1312012:15;
1312012:30;
1312012:45;
1312013:00;
1312013:15;
1312013:30;
1312013:45;
1312014:00;
1312014:15;
1312014:30;
1312014:45;
1312015:00;
1312015:15;
13120 13120

13,100
13080
13061
13,050
13029

13,000

12964 12957
12,950

12,900 12897 12898

12,850

12,800

12,750
Date Time Price BuySL Buy Sell SellSL Ebr Ebl
4/19/2012 9:15 13029 12957 13120 12898 13061 13039.5 12978
4/19/2012 9:30 13080 12957 13120 12898 13061 13039 12978
4/19/2012 9:45 12897 12957 13120 12898 13061 13039 12978
4/19/2012 10:00 12964 12957 13120 12898 13061 13039 12978
4/19/2012 10:15 12957 13120 12898 13061 13039 12978
4/19/2012 10:30 12957 13120 12898 13061 13039 12978
4/19/2012 10:45 12957 13120 12898 13061 13039 12978
4/19/2012 11:00 12957 13120 12898 13061 13039 12978
4/19/2012 11:15 12957 13120 12898 13061 13039 12978
4/19/2012 11:30 12957 13120 12898 13061 13039 12978
4/19/2012 11:45 12957 13120 12898 13061 13039 12978
4/19/2012 12:00 12957 13120 12898 13061 13039 12978
4/19/2012 12:15 12957 13120 12898 13061 13039 12978
4/19/2012 12:30 12957 13120 12898 13061 13039 12978
4/19/2012 12:45 12957 13120 12898 13061 13039 12978
4/19/2012 13:00 12957 13120 12898 13061 13039 12978
4/19/2012 13:15 12957 13120 12898 13061 13039 12978
4/19/2012 13:30 12957 13120 12898 13061 13039 12978
4/19/2012 13:45 12957 13120 12898 13061 13039 12978
4/19/2012 14:00 12957 13120 12898 13061 13039 12978
4/19/2012 14:15 12957 13120 12898 13061 13039 12978
4/19/2012 14:30 12957 13120 12898 13061 13039 12978
4/19/2012 14:45 12957 13120 12898 13061 13039 12978
4/19/2012 15:00 12957 13120 12898 13061 13039 12978
4/19/2012 15:15 12957 13120 12898 13061 13039 12978
4/19/2012 15:30 12957 13120 12898 13061 13039 12978
 Parameters Value
Spot Price 5295.55 CE Price 196.77
Strike Price 5100 CE Delta 0.707
Expiry in Days 27
Implied Volatility 0.192
Risk free Interest 0.09 PE Price 49.01
Dividend rate 0.21 PE Delta -0.278
Expiry in Years 0.07397
d1 0.57666
d2 0.52444
nd1 0.71791
nd2 0.70001
 Long Position
Parameters Value
Spot Price 5295
Future Buy Price (F1) 5297
Call Option Strike Price(CS) 5300
Trade 1

Call Option Selling Price (CP1) 120

Units / Contract 75
Maximum Profit (Mpu) 9225
Breakeven / Reversal Point (BE) 5177
Close Future if markets reversed and Loss 135.00
goes below BE
Per Unit
Parameters Value
Spot Price 5200
Future Sell Price (F2) 5162
Put Option Strike Price(PS) *2 5100
Put Option Selling Price (PP1) * 2 50
Trade 2

Call Option Strike Price(CS) 5300

Call Option Selling Price (CP1) 120
Put option Profit (PP) 0
Units / Contract 75

Maximum Profit (MPd) 11025

Realizable Profit (RP) 3525
Breakeven / Reversal Point (BEd) 5247
Lower Breakeven Point (LBP) 4953

Current Call Option Premium (CP) 10

Current Profit 2775
Bearish Trend
Bearish Trend
Bullish Trend
Bullish Trend
Bullish Trend
Sell Futures
Sell Nearest OTM Put
Buy Futures
Sell Nearest OTM Call Option
Sell Nearest OTM Call Option
Spot Price F1 CS CP1 Leg 1 Leg 2
4500 5297 5300 120
4600 5297 5300 120
4700 5297 5300 120
4800 5297 5300 120
4900 5297 5300 120
5000 5297 5300 120
5100 5297 5300 120
5200 5297 5300 120
5300 5297 5300 120
5400 5297 5300 120
5500 5297 5300 120
5600 5297 5300 120
5700 5297 5300 120
5800 5297 5300 120
5900 5297 5300 120
6000 5297 5300 120
6100 5297 5300 120