| 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 | 
                        12,382 | 
                        12,370 | 
                        -12 | 
                        -0.1% | 
                        12,466 | 
                     
                    
                        | High | 
                        12,479 | 
                        12,380 | 
                        -99 | 
                        -0.8% | 
                        12,598 | 
                     
                    
                        | Low | 
                        12,307 | 
                        12,095 | 
                        -212 | 
                        -1.7% | 
                        12,095 | 
                     
                    
                        | Close | 
                        12,383 | 
                        12,103 | 
                        -280 | 
                        -2.3% | 
                        12,103 | 
                     
                    
                        | Range | 
                        172 | 
                        285 | 
                        113 | 
                        65.7% | 
                        503 | 
                     
                    
                        | ATR | 
                        172 | 
                        180 | 
                        8 | 
                        4.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        199,425 | 
                        248,257 | 
                        48,832 | 
                        24.5% | 
                        808,229 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,048 | 
                12,860 | 
                12,260 | 
                 | 
             
            
                | R3 | 
                12,763 | 
                12,575 | 
                12,182 | 
                 | 
             
            
                | R2 | 
                12,478 | 
                12,478 | 
                12,155 | 
                 | 
             
            
                | R1 | 
                12,290 | 
                12,290 | 
                12,129 | 
                12,242 | 
             
            
                | PP | 
                12,193 | 
                12,193 | 
                12,193 | 
                12,168 | 
             
            
                | S1 | 
                12,005 | 
                12,005 | 
                12,077 | 
                11,957 | 
             
            
                | S2 | 
                11,908 | 
                11,908 | 
                12,051 | 
                 | 
             
            
                | S3 | 
                11,623 | 
                11,720 | 
                12,025 | 
                 | 
             
            
                | S4 | 
                11,338 | 
                11,435 | 
                11,946 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,774 | 
                13,442 | 
                12,380 | 
                 | 
             
            
                | R3 | 
                13,271 | 
                12,939 | 
                12,241 | 
                 | 
             
            
                | R2 | 
                12,768 | 
                12,768 | 
                12,195 | 
                 | 
             
            
                | R1 | 
                12,436 | 
                12,436 | 
                12,149 | 
                12,351 | 
             
            
                | PP | 
                12,265 | 
                12,265 | 
                12,265 | 
                12,223 | 
             
            
                | S1 | 
                11,933 | 
                11,933 | 
                12,057 | 
                11,848 | 
             
            
                | S2 | 
                11,762 | 
                11,762 | 
                12,011 | 
                 | 
             
            
                | S3 | 
                11,259 | 
                11,430 | 
                11,965 | 
                 | 
             
            
                | S4 | 
                10,756 | 
                10,927 | 
                11,826 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,598 | 
                12,095 | 
                503 | 
                4.2% | 
                202 | 
                1.7% | 
                2% | 
                False | 
                True | 
                188,739 | 
                 
                
                | 10 | 
                12,598 | 
                12,095 | 
                503 | 
                4.2% | 
                184 | 
                1.5% | 
                2% | 
                False | 
                True | 
                178,047 | 
                 
                
                | 20 | 
                13,168 | 
                12,095 | 
                1,073 | 
                8.9% | 
                187 | 
                1.5% | 
                1% | 
                False | 
                True | 
                170,943 | 
                 
                
                | 40 | 
                13,284 | 
                12,095 | 
                1,189 | 
                9.8% | 
                171 | 
                1.4% | 
                1% | 
                False | 
                True | 
                144,597 | 
                 
                
                | 60 | 
                13,284 | 
                12,095 | 
                1,189 | 
                9.8% | 
                156 | 
                1.3% | 
                1% | 
                False | 
                True | 
                130,033 | 
                 
                
                | 80 | 
                13,284 | 
                12,095 | 
                1,189 | 
                9.8% | 
                142 | 
                1.2% | 
                1% | 
                False | 
                True | 
                97,737 | 
                 
                
                | 100 | 
                13,284 | 
                12,095 | 
                1,189 | 
                9.8% | 
                131 | 
                1.1% | 
                1% | 
                False | 
                True | 
                78,191 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.6% | 
                123 | 
                1.0% | 
                28% | 
                False | 
                False | 
                65,161 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,591 | 
         
        
            | 
2.618             | 
            13,126 | 
         
        
            | 
1.618             | 
            12,841 | 
         
        
            | 
1.000             | 
            12,665 | 
         
        
            | 
0.618             | 
            12,556 | 
         
        
            | 
HIGH             | 
            12,380 | 
         
        
            | 
0.618             | 
            12,271 | 
         
        
            | 
0.500             | 
            12,238 | 
         
        
            | 
0.382             | 
            12,204 | 
         
        
            | 
LOW             | 
            12,095 | 
         
        
            | 
0.618             | 
            11,919 | 
         
        
            | 
1.000             | 
            11,810 | 
         
        
            | 
1.618             | 
            11,634 | 
         
        
            | 
2.618             | 
            11,349 | 
         
        
            | 
4.250             | 
            10,884 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,238 | 
                                12,342 | 
                             
                            
                                | PP | 
                                12,193 | 
                                12,262 | 
                             
                            
                                | S1 | 
                                12,148 | 
                                12,183 | 
                             
             
         |