| Trading Metrics calculated at close of trading on 07-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2012 | 
                    07-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,127 | 
                        12,421 | 
                        294 | 
                        2.4% | 
                        12,466 | 
                     
                    
                        | High | 
                        12,422 | 
                        12,548 | 
                        126 | 
                        1.0% | 
                        12,598 | 
                     
                    
                        | Low | 
                        12,111 | 
                        12,409 | 
                        298 | 
                        2.5% | 
                        12,095 | 
                     
                    
                        | Close | 
                        12,419 | 
                        12,479 | 
                        60 | 
                        0.5% | 
                        12,103 | 
                     
                    
                        | Range | 
                        311 | 
                        139 | 
                        -172 | 
                        -55.3% | 
                        503 | 
                     
                    
                        | ATR | 
                        182 | 
                        179 | 
                        -3 | 
                        -1.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        165,248 | 
                        151,812 | 
                        -13,436 | 
                        -8.1% | 
                        808,229 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,896 | 
                12,826 | 
                12,556 | 
                 | 
             
            
                | R3 | 
                12,757 | 
                12,687 | 
                12,517 | 
                 | 
             
            
                | R2 | 
                12,618 | 
                12,618 | 
                12,505 | 
                 | 
             
            
                | R1 | 
                12,548 | 
                12,548 | 
                12,492 | 
                12,583 | 
             
            
                | PP | 
                12,479 | 
                12,479 | 
                12,479 | 
                12,496 | 
             
            
                | S1 | 
                12,409 | 
                12,409 | 
                12,466 | 
                12,444 | 
             
            
                | S2 | 
                12,340 | 
                12,340 | 
                12,454 | 
                 | 
             
            
                | S3 | 
                12,201 | 
                12,270 | 
                12,441 | 
                 | 
             
            
                | S4 | 
                12,062 | 
                12,131 | 
                12,403 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,548 | 
                11,985 | 
                563 | 
                4.5% | 
                197 | 
                1.6% | 
                88% | 
                True | 
                False | 
                170,320 | 
                 
                
                | 10 | 
                12,598 | 
                11,985 | 
                613 | 
                4.9% | 
                186 | 
                1.5% | 
                81% | 
                False | 
                False | 
                172,178 | 
                 
                
                | 20 | 
                12,891 | 
                11,985 | 
                906 | 
                7.3% | 
                180 | 
                1.4% | 
                55% | 
                False | 
                False | 
                169,453 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                174 | 
                1.4% | 
                38% | 
                False | 
                False | 
                148,508 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                158 | 
                1.3% | 
                38% | 
                False | 
                False | 
                133,840 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                148 | 
                1.2% | 
                38% | 
                False | 
                False | 
                105,277 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                134 | 
                1.1% | 
                38% | 
                False | 
                False | 
                84,224 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.2% | 
                126 | 
                1.0% | 
                51% | 
                False | 
                False | 
                70,189 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,139 | 
         
        
            | 
2.618             | 
            12,912 | 
         
        
            | 
1.618             | 
            12,773 | 
         
        
            | 
1.000             | 
            12,687 | 
         
        
            | 
0.618             | 
            12,634 | 
         
        
            | 
HIGH             | 
            12,548 | 
         
        
            | 
0.618             | 
            12,495 | 
         
        
            | 
0.500             | 
            12,479 | 
         
        
            | 
0.382             | 
            12,462 | 
         
        
            | 
LOW             | 
            12,409 | 
         
        
            | 
0.618             | 
            12,323 | 
         
        
            | 
1.000             | 
            12,270 | 
         
        
            | 
1.618             | 
            12,184 | 
         
        
            | 
2.618             | 
            12,045 | 
         
        
            | 
4.250             | 
            11,818 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,479 | 
                                12,416 | 
                             
                            
                                | PP | 
                                12,479 | 
                                12,354 | 
                             
                            
                                | S1 | 
                                12,479 | 
                                12,291 | 
                             
             
         |