| Trading Metrics calculated at close of trading on 05-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2012 | 
                    05-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,104 | 
                        12,064 | 
                        -40 | 
                        -0.3% | 
                        12,466 | 
                     
                    
                        | High | 
                        12,132 | 
                        12,134 | 
                        2 | 
                        0.0% | 
                        12,598 | 
                     
                    
                        | Low | 
                        11,985 | 
                        12,034 | 
                        49 | 
                        0.4% | 
                        12,095 | 
                     
                    
                        | Close | 
                        12,063 | 
                        12,126 | 
                        63 | 
                        0.5% | 
                        12,103 | 
                     
                    
                        | Range | 
                        147 | 
                        100 | 
                        -47 | 
                        -32.0% | 
                        503 | 
                     
                    
                        | ATR | 
                        178 | 
                        172 | 
                        -6 | 
                        -3.1% | 
                        0 | 
                     
                    
                        | Volume | 
                        150,519 | 
                        135,764 | 
                        -14,755 | 
                        -9.8% | 
                        808,229 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,398 | 
                12,362 | 
                12,181 | 
                 | 
             
            
                | R3 | 
                12,298 | 
                12,262 | 
                12,154 | 
                 | 
             
            
                | R2 | 
                12,198 | 
                12,198 | 
                12,144 | 
                 | 
             
            
                | R1 | 
                12,162 | 
                12,162 | 
                12,135 | 
                12,180 | 
             
            
                | PP | 
                12,098 | 
                12,098 | 
                12,098 | 
                12,107 | 
             
            
                | S1 | 
                12,062 | 
                12,062 | 
                12,117 | 
                12,080 | 
             
            
                | S2 | 
                11,998 | 
                11,998 | 
                12,108 | 
                 | 
             
            
                | S3 | 
                11,898 | 
                11,962 | 
                12,099 | 
                 | 
             
            
                | S4 | 
                11,798 | 
                11,862 | 
                12,071 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,588 | 
                11,985 | 
                603 | 
                5.0% | 
                183 | 
                1.5% | 
                23% | 
                False | 
                False | 
                185,308 | 
                 
                
                | 10 | 
                12,598 | 
                11,985 | 
                613 | 
                5.1% | 
                174 | 
                1.4% | 
                23% | 
                False | 
                False | 
                175,085 | 
                 
                
                | 20 | 
                12,975 | 
                11,985 | 
                990 | 
                8.2% | 
                178 | 
                1.5% | 
                14% | 
                False | 
                False | 
                172,670 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.7% | 
                172 | 
                1.4% | 
                11% | 
                False | 
                False | 
                147,528 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.7% | 
                156 | 
                1.3% | 
                11% | 
                False | 
                False | 
                132,721 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.7% | 
                144 | 
                1.2% | 
                11% | 
                False | 
                False | 
                101,314 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.7% | 
                132 | 
                1.1% | 
                11% | 
                False | 
                False | 
                81,054 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.6% | 
                124 | 
                1.0% | 
                30% | 
                False | 
                False | 
                67,546 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            12,559 | 
         
        
            | 
2.618             | 
            12,396 | 
         
        
            | 
1.618             | 
            12,296 | 
         
        
            | 
1.000             | 
            12,234 | 
         
        
            | 
0.618             | 
            12,196 | 
         
        
            | 
HIGH             | 
            12,134 | 
         
        
            | 
0.618             | 
            12,096 | 
         
        
            | 
0.500             | 
            12,084 | 
         
        
            | 
0.382             | 
            12,072 | 
         
        
            | 
LOW             | 
            12,034 | 
         
        
            | 
0.618             | 
            11,972 | 
         
        
            | 
1.000             | 
            11,934 | 
         
        
            | 
1.618             | 
            11,872 | 
         
        
            | 
2.618             | 
            11,772 | 
         
        
            | 
4.250             | 
            11,609 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,112 | 
                                12,183 | 
                             
                            
                                | PP | 
                                12,098 | 
                                12,164 | 
                             
                            
                                | S1 | 
                                12,084 | 
                                12,145 | 
                             
             
         |