| Trading Metrics calculated at close of trading on 30-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-May-2012 | 
                    30-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,466 | 
                        12,583 | 
                        117 | 
                        0.9% | 
                        12,335 | 
                     
                    
                        | High | 
                        12,598 | 
                        12,588 | 
                        -10 | 
                        -0.1% | 
                        12,586 | 
                     
                    
                        | Low | 
                        12,444 | 
                        12,376 | 
                        -68 | 
                        -0.5% | 
                        12,286 | 
                     
                    
                        | Close | 
                        12,583 | 
                        12,381 | 
                        -202 | 
                        -1.6% | 
                        12,429 | 
                     
                    
                        | Range | 
                        154 | 
                        212 | 
                        58 | 
                        37.7% | 
                        300 | 
                     
                    
                        | ATR | 
                        169 | 
                        172 | 
                        3 | 
                        1.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        167,970 | 
                        192,577 | 
                        24,607 | 
                        14.6% | 
                        787,594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,084 | 
                12,945 | 
                12,498 | 
                 | 
             
            
                | R3 | 
                12,872 | 
                12,733 | 
                12,439 | 
                 | 
             
            
                | R2 | 
                12,660 | 
                12,660 | 
                12,420 | 
                 | 
             
            
                | R1 | 
                12,521 | 
                12,521 | 
                12,401 | 
                12,485 | 
             
            
                | PP | 
                12,448 | 
                12,448 | 
                12,448 | 
                12,430 | 
             
            
                | S1 | 
                12,309 | 
                12,309 | 
                12,362 | 
                12,273 | 
             
            
                | S2 | 
                12,236 | 
                12,236 | 
                12,342 | 
                 | 
             
            
                | S3 | 
                12,024 | 
                12,097 | 
                12,323 | 
                 | 
             
            
                | S4 | 
                11,812 | 
                11,885 | 
                12,265 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                181 | 
                1.5% | 
                30% | 
                False | 
                False | 
                172,305 | 
                 
                
                | 10 | 
                12,704 | 
                12,286 | 
                418 | 
                3.4% | 
                178 | 
                1.4% | 
                23% | 
                False | 
                False | 
                170,518 | 
                 
                
                | 20 | 
                13,252 | 
                12,286 | 
                966 | 
                7.8% | 
                176 | 
                1.4% | 
                10% | 
                False | 
                False | 
                160,118 | 
                 
                
                | 40 | 
                13,284 | 
                12,286 | 
                998 | 
                8.1% | 
                167 | 
                1.3% | 
                10% | 
                False | 
                False | 
                139,089 | 
                 
                
                | 60 | 
                13,284 | 
                12,286 | 
                998 | 
                8.1% | 
                154 | 
                1.2% | 
                10% | 
                False | 
                False | 
                122,829 | 
                 
                
                | 80 | 
                13,284 | 
                12,286 | 
                998 | 
                8.1% | 
                139 | 
                1.1% | 
                10% | 
                False | 
                False | 
                92,141 | 
                 
                
                | 100 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.7% | 
                127 | 
                1.0% | 
                17% | 
                False | 
                False | 
                73,715 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.3% | 
                123 | 
                1.0% | 
                45% | 
                False | 
                False | 
                61,431 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,489 | 
         
        
            | 
2.618             | 
            13,143 | 
         
        
            | 
1.618             | 
            12,931 | 
         
        
            | 
1.000             | 
            12,800 | 
         
        
            | 
0.618             | 
            12,719 | 
         
        
            | 
HIGH             | 
            12,588 | 
         
        
            | 
0.618             | 
            12,507 | 
         
        
            | 
0.500             | 
            12,482 | 
         
        
            | 
0.382             | 
            12,457 | 
         
        
            | 
LOW             | 
            12,376 | 
         
        
            | 
0.618             | 
            12,245 | 
         
        
            | 
1.000             | 
            12,164 | 
         
        
            | 
1.618             | 
            12,033 | 
         
        
            | 
2.618             | 
            11,821 | 
         
        
            | 
4.250             | 
            11,475 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,482 | 
                                12,487 | 
                             
                            
                                | PP | 
                                12,448 | 
                                12,452 | 
                             
                            
                                | S1 | 
                                12,415 | 
                                12,416 | 
                             
             
         |