| Trading Metrics calculated at close of trading on 12-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2012 | 
                    12-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,661 | 
                        12,391 | 
                        -270 | 
                        -2.1% | 
                        12,104 | 
                     
                    
                        | High | 
                        12,752 | 
                        12,589 | 
                        -163 | 
                        -1.3% | 
                        12,581 | 
                     
                    
                        | Low | 
                        12,381 | 
                        12,360 | 
                        -21 | 
                        -0.2% | 
                        11,985 | 
                     
                    
                        | Close | 
                        12,382 | 
                        12,585 | 
                        203 | 
                        1.6% | 
                        12,575 | 
                     
                    
                        | Range | 
                        371 | 
                        229 | 
                        -142 | 
                        -38.3% | 
                        596 | 
                     
                    
                        | ATR | 
                        194 | 
                        196 | 
                        3 | 
                        1.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        50,688 | 
                        40,570 | 
                        -10,118 | 
                        -20.0% | 
                        662,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,198 | 
                13,121 | 
                12,711 | 
                 | 
             
            
                | R3 | 
                12,969 | 
                12,892 | 
                12,648 | 
                 | 
             
            
                | R2 | 
                12,740 | 
                12,740 | 
                12,627 | 
                 | 
             
            
                | R1 | 
                12,663 | 
                12,663 | 
                12,606 | 
                12,702 | 
             
            
                | PP | 
                12,511 | 
                12,511 | 
                12,511 | 
                12,531 | 
             
            
                | S1 | 
                12,434 | 
                12,434 | 
                12,564 | 
                12,473 | 
             
            
                | S2 | 
                12,282 | 
                12,282 | 
                12,543 | 
                 | 
             
            
                | S3 | 
                12,053 | 
                12,205 | 
                12,522 | 
                 | 
             
            
                | S4 | 
                11,824 | 
                11,976 | 
                12,459 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,111 | 
                641 | 
                5.1% | 
                250 | 
                2.0% | 
                74% | 
                False | 
                False | 
                93,560 | 
                 
                
                | 10 | 
                12,752 | 
                11,985 | 
                767 | 
                6.1% | 
                216 | 
                1.7% | 
                78% | 
                False | 
                False | 
                139,434 | 
                 
                
                | 20 | 
                12,759 | 
                11,985 | 
                774 | 
                6.2% | 
                196 | 
                1.6% | 
                78% | 
                False | 
                False | 
                154,880 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                179 | 
                1.4% | 
                46% | 
                False | 
                False | 
                142,174 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                168 | 
                1.3% | 
                46% | 
                False | 
                False | 
                131,362 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                153 | 
                1.2% | 
                46% | 
                False | 
                False | 
                107,160 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.3% | 
                138 | 
                1.1% | 
                46% | 
                False | 
                False | 
                85,731 | 
                 
                
                | 120 | 
                13,284 | 
                11,695 | 
                1,589 | 
                12.6% | 
                130 | 
                1.0% | 
                56% | 
                False | 
                False | 
                71,445 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,562 | 
         
        
            | 
2.618             | 
            13,189 | 
         
        
            | 
1.618             | 
            12,960 | 
         
        
            | 
1.000             | 
            12,818 | 
         
        
            | 
0.618             | 
            12,731 | 
         
        
            | 
HIGH             | 
            12,589 | 
         
        
            | 
0.618             | 
            12,502 | 
         
        
            | 
0.500             | 
            12,475 | 
         
        
            | 
0.382             | 
            12,448 | 
         
        
            | 
LOW             | 
            12,360 | 
         
        
            | 
0.618             | 
            12,219 | 
         
        
            | 
1.000             | 
            12,131 | 
         
        
            | 
1.618             | 
            11,990 | 
         
        
            | 
2.618             | 
            11,761 | 
         
        
            | 
4.250             | 
            11,387 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,548 | 
                                12,575 | 
                             
                            
                                | PP | 
                                12,511 | 
                                12,566 | 
                             
                            
                                | S1 | 
                                12,475 | 
                                12,556 | 
                             
             
         |