| Trading Metrics calculated at close of trading on 13-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2012 | 
                    13-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,391 | 
                        12,576 | 
                        185 | 
                        1.5% | 
                        12,104 | 
                     
                    
                        | High | 
                        12,589 | 
                        12,600 | 
                        11 | 
                        0.1% | 
                        12,581 | 
                     
                    
                        | Low | 
                        12,360 | 
                        12,453 | 
                        93 | 
                        0.8% | 
                        11,985 | 
                     
                    
                        | Close | 
                        12,585 | 
                        12,501 | 
                        -84 | 
                        -0.7% | 
                        12,575 | 
                     
                    
                        | Range | 
                        229 | 
                        147 | 
                        -82 | 
                        -35.8% | 
                        596 | 
                     
                    
                        | ATR | 
                        196 | 
                        193 | 
                        -4 | 
                        -1.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        40,570 | 
                        26,919 | 
                        -13,651 | 
                        -33.6% | 
                        662,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,959 | 
                12,877 | 
                12,582 | 
                 | 
             
            
                | R3 | 
                12,812 | 
                12,730 | 
                12,542 | 
                 | 
             
            
                | R2 | 
                12,665 | 
                12,665 | 
                12,528 | 
                 | 
             
            
                | R1 | 
                12,583 | 
                12,583 | 
                12,515 | 
                12,551 | 
             
            
                | PP | 
                12,518 | 
                12,518 | 
                12,518 | 
                12,502 | 
             
            
                | S1 | 
                12,436 | 
                12,436 | 
                12,488 | 
                12,404 | 
             
            
                | S2 | 
                12,371 | 
                12,371 | 
                12,474 | 
                 | 
             
            
                | S3 | 
                12,224 | 
                12,289 | 
                12,461 | 
                 | 
             
            
                | S4 | 
                12,077 | 
                12,142 | 
                12,420 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                12,360 | 
                392 | 
                3.1% | 
                217 | 
                1.7% | 
                36% | 
                False | 
                False | 
                65,894 | 
                 
                
                | 10 | 
                12,752 | 
                11,985 | 
                767 | 
                6.1% | 
                210 | 
                1.7% | 
                67% | 
                False | 
                False | 
                122,868 | 
                 
                
                | 20 | 
                12,752 | 
                11,985 | 
                767 | 
                6.1% | 
                194 | 
                1.6% | 
                67% | 
                False | 
                False | 
                146,693 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                177 | 
                1.4% | 
                40% | 
                False | 
                False | 
                139,813 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                169 | 
                1.3% | 
                40% | 
                False | 
                False | 
                130,185 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                154 | 
                1.2% | 
                40% | 
                False | 
                False | 
                107,496 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.4% | 
                139 | 
                1.1% | 
                40% | 
                False | 
                False | 
                86,000 | 
                 
                
                | 120 | 
                13,284 | 
                11,930 | 
                1,354 | 
                10.8% | 
                129 | 
                1.0% | 
                42% | 
                False | 
                False | 
                71,669 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,225 | 
         
        
            | 
2.618             | 
            12,985 | 
         
        
            | 
1.618             | 
            12,838 | 
         
        
            | 
1.000             | 
            12,747 | 
         
        
            | 
0.618             | 
            12,691 | 
         
        
            | 
HIGH             | 
            12,600 | 
         
        
            | 
0.618             | 
            12,544 | 
         
        
            | 
0.500             | 
            12,527 | 
         
        
            | 
0.382             | 
            12,509 | 
         
        
            | 
LOW             | 
            12,453 | 
         
        
            | 
0.618             | 
            12,362 | 
         
        
            | 
1.000             | 
            12,306 | 
         
        
            | 
1.618             | 
            12,215 | 
         
        
            | 
2.618             | 
            12,068 | 
         
        
            | 
4.250             | 
            11,828 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,527 | 
                                12,556 | 
                             
                            
                                | PP | 
                                12,518 | 
                                12,538 | 
                             
                            
                                | S1 | 
                                12,510 | 
                                12,519 | 
                             
             
         |