| Trading Metrics calculated at close of trading on 11-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jun-2012 | 
                    11-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,475 | 
                        12,661 | 
                        186 | 
                        1.5% | 
                        12,104 | 
                     
                    
                        | High | 
                        12,581 | 
                        12,752 | 
                        171 | 
                        1.4% | 
                        12,581 | 
                     
                    
                        | Low | 
                        12,384 | 
                        12,381 | 
                        -3 | 
                        0.0% | 
                        11,985 | 
                     
                    
                        | Close | 
                        12,575 | 
                        12,382 | 
                        -193 | 
                        -1.5% | 
                        12,575 | 
                     
                    
                        | Range | 
                        197 | 
                        371 | 
                        174 | 
                        88.3% | 
                        596 | 
                     
                    
                        | ATR | 
                        180 | 
                        194 | 
                        14 | 
                        7.6% | 
                        0 | 
                     
                    
                        | Volume | 
                        59,482 | 
                        50,688 | 
                        -8,794 | 
                        -14.8% | 
                        662,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,618 | 
                13,371 | 
                12,586 | 
                 | 
             
            
                | R3 | 
                13,247 | 
                13,000 | 
                12,484 | 
                 | 
             
            
                | R2 | 
                12,876 | 
                12,876 | 
                12,450 | 
                 | 
             
            
                | R1 | 
                12,629 | 
                12,629 | 
                12,416 | 
                12,567 | 
             
            
                | PP | 
                12,505 | 
                12,505 | 
                12,505 | 
                12,474 | 
             
            
                | S1 | 
                12,258 | 
                12,258 | 
                12,348 | 
                12,196 | 
             
            
                | S2 | 
                12,134 | 
                12,134 | 
                12,314 | 
                 | 
             
            
                | S3 | 
                11,763 | 
                11,887 | 
                12,280 | 
                 | 
             
            
                | S4 | 
                11,392 | 
                11,516 | 
                12,178 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,752 | 
                12,034 | 
                718 | 
                5.8% | 
                224 | 
                1.8% | 
                48% | 
                True | 
                False | 
                112,598 | 
                 
                
                | 10 | 
                12,752 | 
                11,985 | 
                767 | 
                6.2% | 
                209 | 
                1.7% | 
                52% | 
                True | 
                False | 
                152,174 | 
                 
                
                | 20 | 
                12,798 | 
                11,985 | 
                813 | 
                6.6% | 
                193 | 
                1.6% | 
                49% | 
                False | 
                False | 
                160,899 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                178 | 
                1.4% | 
                31% | 
                False | 
                False | 
                144,923 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                165 | 
                1.3% | 
                31% | 
                False | 
                False | 
                131,909 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                152 | 
                1.2% | 
                31% | 
                False | 
                False | 
                106,654 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.5% | 
                137 | 
                1.1% | 
                31% | 
                False | 
                False | 
                85,326 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.3% | 
                130 | 
                1.0% | 
                45% | 
                False | 
                False | 
                71,106 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            14,329 | 
         
        
            | 
2.618             | 
            13,723 | 
         
        
            | 
1.618             | 
            13,352 | 
         
        
            | 
1.000             | 
            13,123 | 
         
        
            | 
0.618             | 
            12,981 | 
         
        
            | 
HIGH             | 
            12,752 | 
         
        
            | 
0.618             | 
            12,610 | 
         
        
            | 
0.500             | 
            12,567 | 
         
        
            | 
0.382             | 
            12,523 | 
         
        
            | 
LOW             | 
            12,381 | 
         
        
            | 
0.618             | 
            12,152 | 
         
        
            | 
1.000             | 
            12,010 | 
         
        
            | 
1.618             | 
            11,781 | 
         
        
            | 
2.618             | 
            11,410 | 
         
        
            | 
4.250             | 
            10,804 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,567 | 
                                12,567 | 
                             
                            
                                | PP | 
                                12,505 | 
                                12,505 | 
                             
                            
                                | S1 | 
                                12,444 | 
                                12,444 | 
                             
             
         |