| Trading Metrics calculated at close of trading on 04-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2012 | 
                    04-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        8,495 | 
                        8,240 | 
                        -255 | 
                        -3.0% | 
                        8,590 | 
                     
                    
                        | High | 
                        8,495 | 
                        8,370 | 
                        -125 | 
                        -1.5% | 
                        8,670 | 
                     
                    
                        | Low | 
                        8,250 | 
                        8,210 | 
                        -40 | 
                        -0.5% | 
                        8,250 | 
                     
                    
                        | Close | 
                        8,255 | 
                        8,335 | 
                        80 | 
                        1.0% | 
                        8,255 | 
                     
                    
                        | Range | 
                        245 | 
                        160 | 
                        -85 | 
                        -34.7% | 
                        420 | 
                     
                    
                        | ATR | 
                        159 | 
                        159 | 
                        0 | 
                        0.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        9,147 | 
                        16,934 | 
                        7,787 | 
                        85.1% | 
                        25,442 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                8,785 | 
                8,720 | 
                8,423 | 
                 | 
             
            
                | R3 | 
                8,625 | 
                8,560 | 
                8,379 | 
                 | 
             
            
                | R2 | 
                8,465 | 
                8,465 | 
                8,364 | 
                 | 
             
            
                | R1 | 
                8,400 | 
                8,400 | 
                8,350 | 
                8,433 | 
             
            
                | PP | 
                8,305 | 
                8,305 | 
                8,305 | 
                8,321 | 
             
            
                | S1 | 
                8,240 | 
                8,240 | 
                8,320 | 
                8,273 | 
             
            
                | S2 | 
                8,145 | 
                8,145 | 
                8,306 | 
                 | 
             
            
                | S3 | 
                7,985 | 
                8,080 | 
                8,291 | 
                 | 
             
            
                | S4 | 
                7,825 | 
                7,920 | 
                8,247 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                8,210 | 
                460 | 
                5.5% | 
                171 | 
                2.1% | 
                27% | 
                False | 
                True | 
                8,475 | 
                 
                
                | 10 | 
                8,790 | 
                8,210 | 
                580 | 
                7.0% | 
                160 | 
                1.9% | 
                22% | 
                False | 
                True | 
                7,307 | 
                 
                
                | 20 | 
                9,240 | 
                8,210 | 
                1,030 | 
                12.4% | 
                160 | 
                1.9% | 
                12% | 
                False | 
                True | 
                6,623 | 
                 
                
                | 40 | 
                9,715 | 
                8,210 | 
                1,505 | 
                18.1% | 
                155 | 
                1.9% | 
                8% | 
                False | 
                True | 
                5,128 | 
                 
                
                | 60 | 
                10,230 | 
                8,210 | 
                2,020 | 
                24.2% | 
                153 | 
                1.8% | 
                6% | 
                False | 
                True | 
                5,273 | 
                 
                
                | 80 | 
                10,230 | 
                8,210 | 
                2,020 | 
                24.2% | 
                129 | 
                1.5% | 
                6% | 
                False | 
                True | 
                4,718 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            9,050 | 
         
        
            | 
2.618             | 
            8,789 | 
         
        
            | 
1.618             | 
            8,629 | 
         
        
            | 
1.000             | 
            8,530 | 
         
        
            | 
0.618             | 
            8,469 | 
         
        
            | 
HIGH             | 
            8,370 | 
         
        
            | 
0.618             | 
            8,309 | 
         
        
            | 
0.500             | 
            8,290 | 
         
        
            | 
0.382             | 
            8,271 | 
         
        
            | 
LOW             | 
            8,210 | 
         
        
            | 
0.618             | 
            8,111 | 
         
        
            | 
1.000             | 
            8,050 | 
         
        
            | 
1.618             | 
            7,951 | 
         
        
            | 
2.618             | 
            7,791 | 
         
        
            | 
4.250             | 
            7,530 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                8,320 | 
                                8,388 | 
                             
                            
                                | PP | 
                                8,305 | 
                                8,370 | 
                             
                            
                                | S1 | 
                                8,290 | 
                                8,353 | 
                             
             
         |