| Trading Metrics calculated at close of trading on 06-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jun-2012 | 
                    06-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,064 | 
                        12,127 | 
                        63 | 
                        0.5% | 
                        12,466 | 
                     
                    
                        | High | 
                        12,134 | 
                        12,422 | 
                        288 | 
                        2.4% | 
                        12,598 | 
                     
                    
                        | Low | 
                        12,034 | 
                        12,111 | 
                        77 | 
                        0.6% | 
                        12,095 | 
                     
                    
                        | Close | 
                        12,126 | 
                        12,419 | 
                        293 | 
                        2.4% | 
                        12,103 | 
                     
                    
                        | Range | 
                        100 | 
                        311 | 
                        211 | 
                        211.0% | 
                        503 | 
                     
                    
                        | ATR | 
                        172 | 
                        182 | 
                        10 | 
                        5.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        135,764 | 
                        165,248 | 
                        29,484 | 
                        21.7% | 
                        808,229 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,250 | 
                13,146 | 
                12,590 | 
                 | 
             
            
                | R3 | 
                12,939 | 
                12,835 | 
                12,505 | 
                 | 
             
            
                | R2 | 
                12,628 | 
                12,628 | 
                12,476 | 
                 | 
             
            
                | R1 | 
                12,524 | 
                12,524 | 
                12,448 | 
                12,576 | 
             
            
                | PP | 
                12,317 | 
                12,317 | 
                12,317 | 
                12,344 | 
             
            
                | S1 | 
                12,213 | 
                12,213 | 
                12,391 | 
                12,265 | 
             
            
                | S2 | 
                12,006 | 
                12,006 | 
                12,362 | 
                 | 
             
            
                | S3 | 
                11,695 | 
                11,902 | 
                12,334 | 
                 | 
             
            
                | S4 | 
                11,384 | 
                11,591 | 
                12,248 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,479 | 
                11,985 | 
                494 | 
                4.0% | 
                203 | 
                1.6% | 
                88% | 
                False | 
                False | 
                179,842 | 
                 
                
                | 10 | 
                12,598 | 
                11,985 | 
                613 | 
                4.9% | 
                192 | 
                1.5% | 
                71% | 
                False | 
                False | 
                176,073 | 
                 
                
                | 20 | 
                12,891 | 
                11,985 | 
                906 | 
                7.3% | 
                182 | 
                1.5% | 
                48% | 
                False | 
                False | 
                172,301 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                173 | 
                1.4% | 
                33% | 
                False | 
                False | 
                147,556 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                160 | 
                1.3% | 
                33% | 
                False | 
                False | 
                133,698 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                147 | 
                1.2% | 
                33% | 
                False | 
                False | 
                103,380 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                134 | 
                1.1% | 
                33% | 
                False | 
                False | 
                82,706 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.2% | 
                125 | 
                1.0% | 
                47% | 
                False | 
                False | 
                68,923 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,744 | 
         
        
            | 
2.618             | 
            13,236 | 
         
        
            | 
1.618             | 
            12,925 | 
         
        
            | 
1.000             | 
            12,733 | 
         
        
            | 
0.618             | 
            12,614 | 
         
        
            | 
HIGH             | 
            12,422 | 
         
        
            | 
0.618             | 
            12,303 | 
         
        
            | 
0.500             | 
            12,267 | 
         
        
            | 
0.382             | 
            12,230 | 
         
        
            | 
LOW             | 
            12,111 | 
         
        
            | 
0.618             | 
            11,919 | 
         
        
            | 
1.000             | 
            11,800 | 
         
        
            | 
1.618             | 
            11,608 | 
         
        
            | 
2.618             | 
            11,297 | 
         
        
            | 
4.250             | 
            10,789 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,368 | 
                                12,347 | 
                             
                            
                                | PP | 
                                12,317 | 
                                12,275 | 
                             
                            
                                | S1 | 
                                12,267 | 
                                12,204 | 
                             
             
         |