| Trading Metrics calculated at close of trading on 31-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-May-2012 | 
                    31-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,583 | 
                        12,382 | 
                        -201 | 
                        -1.6% | 
                        12,335 | 
                     
                    
                        | High | 
                        12,588 | 
                        12,479 | 
                        -109 | 
                        -0.9% | 
                        12,586 | 
                     
                    
                        | Low | 
                        12,376 | 
                        12,307 | 
                        -69 | 
                        -0.6% | 
                        12,286 | 
                     
                    
                        | Close | 
                        12,381 | 
                        12,383 | 
                        2 | 
                        0.0% | 
                        12,429 | 
                     
                    
                        | Range | 
                        212 | 
                        172 | 
                        -40 | 
                        -18.9% | 
                        300 | 
                     
                    
                        | ATR | 
                        172 | 
                        172 | 
                        0 | 
                        0.0% | 
                        0 | 
                     
                    
                        | Volume | 
                        192,577 | 
                        199,425 | 
                        6,848 | 
                        3.6% | 
                        787,594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,906 | 
                12,816 | 
                12,478 | 
                 | 
             
            
                | R3 | 
                12,734 | 
                12,644 | 
                12,430 | 
                 | 
             
            
                | R2 | 
                12,562 | 
                12,562 | 
                12,415 | 
                 | 
             
            
                | R1 | 
                12,472 | 
                12,472 | 
                12,399 | 
                12,517 | 
             
            
                | PP | 
                12,390 | 
                12,390 | 
                12,390 | 
                12,412 | 
             
            
                | S1 | 
                12,300 | 
                12,300 | 
                12,367 | 
                12,345 | 
             
            
                | S2 | 
                12,218 | 
                12,218 | 
                12,352 | 
                 | 
             
            
                | S3 | 
                12,046 | 
                12,128 | 
                12,336 | 
                 | 
             
            
                | S4 | 
                11,874 | 
                11,956 | 
                12,289 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,307 | 
                291 | 
                2.3% | 
                176 | 
                1.4% | 
                26% | 
                False | 
                True | 
                174,037 | 
                 
                
                | 10 | 
                12,644 | 
                12,286 | 
                358 | 
                2.9% | 
                179 | 
                1.4% | 
                27% | 
                False | 
                False | 
                172,526 | 
                 
                
                | 20 | 
                13,248 | 
                12,286 | 
                962 | 
                7.8% | 
                179 | 
                1.4% | 
                10% | 
                False | 
                False | 
                164,626 | 
                 
                
                | 40 | 
                13,284 | 
                12,286 | 
                998 | 
                8.1% | 
                168 | 
                1.4% | 
                10% | 
                False | 
                False | 
                141,314 | 
                 
                
                | 60 | 
                13,284 | 
                12,286 | 
                998 | 
                8.1% | 
                153 | 
                1.2% | 
                10% | 
                False | 
                False | 
                126,131 | 
                 
                
                | 80 | 
                13,284 | 
                12,286 | 
                998 | 
                8.1% | 
                140 | 
                1.1% | 
                10% | 
                False | 
                False | 
                94,634 | 
                 
                
                | 100 | 
                13,284 | 
                12,202 | 
                1,082 | 
                8.7% | 
                128 | 
                1.0% | 
                17% | 
                False | 
                False | 
                75,709 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.3% | 
                123 | 
                1.0% | 
                45% | 
                False | 
                False | 
                63,092 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,210 | 
         
        
            | 
2.618             | 
            12,929 | 
         
        
            | 
1.618             | 
            12,757 | 
         
        
            | 
1.000             | 
            12,651 | 
         
        
            | 
0.618             | 
            12,585 | 
         
        
            | 
HIGH             | 
            12,479 | 
         
        
            | 
0.618             | 
            12,413 | 
         
        
            | 
0.500             | 
            12,393 | 
         
        
            | 
0.382             | 
            12,373 | 
         
        
            | 
LOW             | 
            12,307 | 
         
        
            | 
0.618             | 
            12,201 | 
         
        
            | 
1.000             | 
            12,135 | 
         
        
            | 
1.618             | 
            12,029 | 
         
        
            | 
2.618             | 
            11,857 | 
         
        
            | 
4.250             | 
            11,576 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,393 | 
                                12,453 | 
                             
                            
                                | PP | 
                                12,390 | 
                                12,429 | 
                             
                            
                                | S1 | 
                                12,386 | 
                                12,406 | 
                             
             
         |