| Trading Metrics calculated at close of trading on 08-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jun-2012 | 
                    08-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,421 | 
                        12,475 | 
                        54 | 
                        0.4% | 
                        12,104 | 
                     
                    
                        | High | 
                        12,548 | 
                        12,581 | 
                        33 | 
                        0.3% | 
                        12,581 | 
                     
                    
                        | Low | 
                        12,409 | 
                        12,384 | 
                        -25 | 
                        -0.2% | 
                        11,985 | 
                     
                    
                        | Close | 
                        12,479 | 
                        12,575 | 
                        96 | 
                        0.8% | 
                        12,575 | 
                     
                    
                        | Range | 
                        139 | 
                        197 | 
                        58 | 
                        41.7% | 
                        596 | 
                     
                    
                        | ATR | 
                        179 | 
                        180 | 
                        1 | 
                        0.7% | 
                        0 | 
                     
                    
                        | Volume | 
                        151,812 | 
                        59,482 | 
                        -92,330 | 
                        -60.8% | 
                        662,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,104 | 
                13,037 | 
                12,683 | 
                 | 
             
            
                | R3 | 
                12,907 | 
                12,840 | 
                12,629 | 
                 | 
             
            
                | R2 | 
                12,710 | 
                12,710 | 
                12,611 | 
                 | 
             
            
                | R1 | 
                12,643 | 
                12,643 | 
                12,593 | 
                12,677 | 
             
            
                | PP | 
                12,513 | 
                12,513 | 
                12,513 | 
                12,530 | 
             
            
                | S1 | 
                12,446 | 
                12,446 | 
                12,557 | 
                12,480 | 
             
            
                | S2 | 
                12,316 | 
                12,316 | 
                12,539 | 
                 | 
             
            
                | S3 | 
                12,119 | 
                12,249 | 
                12,521 | 
                 | 
             
            
                | S4 | 
                11,922 | 
                12,052 | 
                12,467 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                14,168 | 
                13,968 | 
                12,903 | 
                 | 
             
            
                | R3 | 
                13,572 | 
                13,372 | 
                12,739 | 
                 | 
             
            
                | R2 | 
                12,976 | 
                12,976 | 
                12,684 | 
                 | 
             
            
                | R1 | 
                12,776 | 
                12,776 | 
                12,630 | 
                12,876 | 
             
            
                | PP | 
                12,380 | 
                12,380 | 
                12,380 | 
                12,431 | 
             
            
                | S1 | 
                12,180 | 
                12,180 | 
                12,520 | 
                12,280 | 
             
            
                | S2 | 
                11,784 | 
                11,784 | 
                12,466 | 
                 | 
             
            
                | S3 | 
                11,188 | 
                11,584 | 
                12,411 | 
                 | 
             
            
                | S4 | 
                10,592 | 
                10,988 | 
                12,247 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,581 | 
                11,985 | 
                596 | 
                4.7% | 
                179 | 
                1.4% | 
                99% | 
                True | 
                False | 
                132,565 | 
                 
                
                | 10 | 
                12,598 | 
                11,985 | 
                613 | 
                4.9% | 
                190 | 
                1.5% | 
                96% | 
                False | 
                False | 
                160,652 | 
                 
                
                | 20 | 
                12,883 | 
                11,985 | 
                898 | 
                7.1% | 
                182 | 
                1.5% | 
                66% | 
                False | 
                False | 
                164,891 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                174 | 
                1.4% | 
                45% | 
                False | 
                False | 
                146,959 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                160 | 
                1.3% | 
                45% | 
                False | 
                False | 
                132,914 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                150 | 
                1.2% | 
                45% | 
                False | 
                False | 
                106,021 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                134 | 
                1.1% | 
                45% | 
                False | 
                False | 
                84,819 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.1% | 
                127 | 
                1.0% | 
                57% | 
                False | 
                False | 
                70,684 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,418 | 
         
        
            | 
2.618             | 
            13,097 | 
         
        
            | 
1.618             | 
            12,900 | 
         
        
            | 
1.000             | 
            12,778 | 
         
        
            | 
0.618             | 
            12,703 | 
         
        
            | 
HIGH             | 
            12,581 | 
         
        
            | 
0.618             | 
            12,506 | 
         
        
            | 
0.500             | 
            12,483 | 
         
        
            | 
0.382             | 
            12,459 | 
         
        
            | 
LOW             | 
            12,384 | 
         
        
            | 
0.618             | 
            12,262 | 
         
        
            | 
1.000             | 
            12,187 | 
         
        
            | 
1.618             | 
            12,065 | 
         
        
            | 
2.618             | 
            11,868 | 
         
        
            | 
4.250             | 
            11,547 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,544 | 
                                12,499 | 
                             
                            
                                | PP | 
                                12,513 | 
                                12,422 | 
                             
                            
                                | S1 | 
                                12,483 | 
                                12,346 | 
                             
             
         |