| 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 | 
                        12,370 | 
                        12,104 | 
                        -266 | 
                        -2.2% | 
                        12,466 | 
                     
                    
                        | High | 
                        12,380 | 
                        12,132 | 
                        -248 | 
                        -2.0% | 
                        12,598 | 
                     
                    
                        | Low | 
                        12,095 | 
                        11,985 | 
                        -110 | 
                        -0.9% | 
                        12,095 | 
                     
                    
                        | Close | 
                        12,103 | 
                        12,063 | 
                        -40 | 
                        -0.3% | 
                        12,103 | 
                     
                    
                        | Range | 
                        285 | 
                        147 | 
                        -138 | 
                        -48.4% | 
                        503 | 
                     
                    
                        | ATR | 
                        180 | 
                        178 | 
                        -2 | 
                        -1.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        248,257 | 
                        150,519 | 
                        -97,738 | 
                        -39.4% | 
                        808,229 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,501 | 
                12,429 | 
                12,144 | 
                 | 
             
            
                | R3 | 
                12,354 | 
                12,282 | 
                12,104 | 
                 | 
             
            
                | R2 | 
                12,207 | 
                12,207 | 
                12,090 | 
                 | 
             
            
                | R1 | 
                12,135 | 
                12,135 | 
                12,077 | 
                12,098 | 
             
            
                | PP | 
                12,060 | 
                12,060 | 
                12,060 | 
                12,041 | 
             
            
                | S1 | 
                11,988 | 
                11,988 | 
                12,050 | 
                11,951 | 
             
            
                | S2 | 
                11,913 | 
                11,913 | 
                12,036 | 
                 | 
             
            
                | S3 | 
                11,766 | 
                11,841 | 
                12,023 | 
                 | 
             
            
                | S4 | 
                11,619 | 
                11,694 | 
                11,982 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                11,985 | 
                613 | 
                5.1% | 
                194 | 
                1.6% | 
                13% | 
                False | 
                True | 
                191,749 | 
                 
                
                | 10 | 
                12,598 | 
                11,985 | 
                613 | 
                5.1% | 
                183 | 
                1.5% | 
                13% | 
                False | 
                True | 
                174,634 | 
                 
                
                | 20 | 
                12,991 | 
                11,985 | 
                1,006 | 
                8.3% | 
                183 | 
                1.5% | 
                8% | 
                False | 
                True | 
                171,510 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.8% | 
                172 | 
                1.4% | 
                6% | 
                False | 
                True | 
                146,012 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.8% | 
                156 | 
                1.3% | 
                6% | 
                False | 
                True | 
                131,815 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.8% | 
                144 | 
                1.2% | 
                6% | 
                False | 
                True | 
                99,618 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.8% | 
                132 | 
                1.1% | 
                6% | 
                False | 
                True | 
                79,697 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.6% | 
                123 | 
                1.0% | 
                26% | 
                False | 
                False | 
                66,415 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            12,757 | 
         
        
            | 
2.618             | 
            12,517 | 
         
        
            | 
1.618             | 
            12,370 | 
         
        
            | 
1.000             | 
            12,279 | 
         
        
            | 
0.618             | 
            12,223 | 
         
        
            | 
HIGH             | 
            12,132 | 
         
        
            | 
0.618             | 
            12,076 | 
         
        
            | 
0.500             | 
            12,059 | 
         
        
            | 
0.382             | 
            12,041 | 
         
        
            | 
LOW             | 
            11,985 | 
         
        
            | 
0.618             | 
            11,894 | 
         
        
            | 
1.000             | 
            11,838 | 
         
        
            | 
1.618             | 
            11,747 | 
         
        
            | 
2.618             | 
            11,600 | 
         
        
            | 
4.250             | 
            11,360 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,062 | 
                                12,232 | 
                             
                            
                                | PP | 
                                12,060 | 
                                12,176 | 
                             
                            
                                | S1 | 
                                12,059 | 
                                12,119 | 
                             
             
         |