| Trading Metrics calculated at close of trading on 01-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-May-2012 | 
                    01-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,505 | 
                        8,495 | 
                        -10 | 
                        -0.1% | 
                        8,590 | 
                     
                    
                        | High | 
                        8,565 | 
                        8,495 | 
                        -70 | 
                        -0.8% | 
                        8,670 | 
                     
                    
                        | Low | 
                        8,435 | 
                        8,250 | 
                        -185 | 
                        -2.2% | 
                        8,250 | 
                     
                    
                        | Close | 
                        8,485 | 
                        8,255 | 
                        -230 | 
                        -2.7% | 
                        8,255 | 
                     
                    
                        | Range | 
                        130 | 
                        245 | 
                        115 | 
                        88.5% | 
                        420 | 
                     
                    
                        | ATR | 
                        152 | 
                        159 | 
                        7 | 
                        4.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        6,293 | 
                        9,147 | 
                        2,854 | 
                        45.4% | 
                        25,442 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,068 | 
                8,907 | 
                8,390 | 
                 | 
             
            
                | R3 | 
                8,823 | 
                8,662 | 
                8,323 | 
                 | 
             
            
                | R2 | 
                8,578 | 
                8,578 | 
                8,300 | 
                 | 
             
            
                | R1 | 
                8,417 | 
                8,417 | 
                8,278 | 
                8,375 | 
             
            
                | PP | 
                8,333 | 
                8,333 | 
                8,333 | 
                8,313 | 
             
            
                | S1 | 
                8,172 | 
                8,172 | 
                8,233 | 
                8,130 | 
             
            
                | S2 | 
                8,088 | 
                8,088 | 
                8,210 | 
                 | 
             
            
                | S3 | 
                7,843 | 
                7,927 | 
                8,188 | 
                 | 
             
            
                | S4 | 
                7,598 | 
                7,682 | 
                8,120 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                9,652 | 
                9,373 | 
                8,486 | 
                 | 
             
            
                | R3 | 
                9,232 | 
                8,953 | 
                8,371 | 
                 | 
             
            
                | R2 | 
                8,812 | 
                8,812 | 
                8,332 | 
                 | 
             
            
                | R1 | 
                8,533 | 
                8,533 | 
                8,294 | 
                8,463 | 
             
            
                | PP | 
                8,392 | 
                8,392 | 
                8,392 | 
                8,356 | 
             
            
                | S1 | 
                8,113 | 
                8,113 | 
                8,217 | 
                8,043 | 
             
            
                | S2 | 
                7,972 | 
                7,972 | 
                8,178 | 
                 | 
             
            
                | S3 | 
                7,552 | 
                7,693 | 
                8,140 | 
                 | 
             
            
                | S4 | 
                7,132 | 
                7,273 | 
                8,024 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                8,670 | 
                8,250 | 
                420 | 
                5.1% | 
                154 | 
                1.9% | 
                1% | 
                False | 
                True | 
                5,909 | 
                 
                
                | 10 | 
                8,790 | 
                8,250 | 
                540 | 
                6.5% | 
                161 | 
                2.0% | 
                1% | 
                False | 
                True | 
                6,152 | 
                 
                
                | 20 | 
                9,270 | 
                8,250 | 
                1,020 | 
                12.4% | 
                159 | 
                1.9% | 
                0% | 
                False | 
                True | 
                5,942 | 
                 
                
                | 40 | 
                9,815 | 
                8,250 | 
                1,565 | 
                19.0% | 
                155 | 
                1.9% | 
                0% | 
                False | 
                True | 
                4,815 | 
                 
                
                | 60 | 
                10,230 | 
                8,250 | 
                1,980 | 
                24.0% | 
                155 | 
                1.9% | 
                0% | 
                False | 
                True | 
                5,151 | 
                 
                
                | 80 | 
                10,230 | 
                8,250 | 
                1,980 | 
                24.0% | 
                127 | 
                1.5% | 
                0% | 
                False | 
                True | 
                4,507 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,536 | 
         
        
            | 
2.618             | 
            9,137 | 
         
        
            | 
1.618             | 
            8,892 | 
         
        
            | 
1.000             | 
            8,740 | 
         
        
            | 
0.618             | 
            8,647 | 
         
        
            | 
HIGH             | 
            8,495 | 
         
        
            | 
0.618             | 
            8,402 | 
         
        
            | 
0.500             | 
            8,373 | 
         
        
            | 
0.382             | 
            8,344 | 
         
        
            | 
LOW             | 
            8,250 | 
         
        
            | 
0.618             | 
            8,099 | 
         
        
            | 
1.000             | 
            8,005 | 
         
        
            | 
1.618             | 
            7,854 | 
         
        
            | 
2.618             | 
            7,609 | 
         
        
            | 
4.250             | 
            7,209 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                8,373 | 
                                8,453 | 
                             
                            
                                | PP | 
                                8,333 | 
                                8,387 | 
                             
                            
                                | S1 | 
                                8,294 | 
                                8,321 | 
                             
             
         |