| Trading Metrics calculated at close of trading on 14-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jun-2012 | 
                    14-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,576 | 
                        12,505 | 
                        -71 | 
                        -0.6% | 
                        12,104 | 
                     
                    
                        | High | 
                        12,600 | 
                        12,687 | 
                        87 | 
                        0.7% | 
                        12,581 | 
                     
                    
                        | Low | 
                        12,453 | 
                        12,460 | 
                        7 | 
                        0.1% | 
                        11,985 | 
                     
                    
                        | Close | 
                        12,501 | 
                        12,676 | 
                        175 | 
                        1.4% | 
                        12,575 | 
                     
                    
                        | Range | 
                        147 | 
                        227 | 
                        80 | 
                        54.4% | 
                        596 | 
                     
                    
                        | ATR | 
                        193 | 
                        195 | 
                        2 | 
                        1.3% | 
                        0 | 
                     
                    
                        | Volume | 
                        26,919 | 
                        19,738 | 
                        -7,181 | 
                        -26.7% | 
                        662,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,289 | 
                13,209 | 
                12,801 | 
                 | 
             
            
                | R3 | 
                13,062 | 
                12,982 | 
                12,739 | 
                 | 
             
            
                | R2 | 
                12,835 | 
                12,835 | 
                12,718 | 
                 | 
             
            
                | R1 | 
                12,755 | 
                12,755 | 
                12,697 | 
                12,795 | 
             
            
                | PP | 
                12,608 | 
                12,608 | 
                12,608 | 
                12,628 | 
             
            
                | S1 | 
                12,528 | 
                12,528 | 
                12,655 | 
                12,568 | 
             
            
                | S2 | 
                12,381 | 
                12,381 | 
                12,635 | 
                 | 
             
            
                | S3 | 
                12,154 | 
                12,301 | 
                12,614 | 
                 | 
             
            
                | S4 | 
                11,927 | 
                12,074 | 
                12,551 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                234 | 
                1.8% | 
                81% | 
                False | 
                False | 
                39,479 | 
                 
                
                | 10 | 
                12,752 | 
                11,985 | 
                767 | 
                6.1% | 
                215 | 
                1.7% | 
                90% | 
                False | 
                False | 
                104,899 | 
                 
                
                | 20 | 
                12,752 | 
                11,985 | 
                767 | 
                6.1% | 
                197 | 
                1.6% | 
                90% | 
                False | 
                False | 
                138,712 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                180 | 
                1.4% | 
                53% | 
                False | 
                False | 
                137,290 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                170 | 
                1.3% | 
                53% | 
                False | 
                False | 
                128,756 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                155 | 
                1.2% | 
                53% | 
                False | 
                False | 
                107,743 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                141 | 
                1.1% | 
                53% | 
                False | 
                False | 
                86,198 | 
                 
                
                | 120 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                130 | 
                1.0% | 
                53% | 
                False | 
                False | 
                71,833 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,652 | 
         
        
            | 
2.618             | 
            13,281 | 
         
        
            | 
1.618             | 
            13,054 | 
         
        
            | 
1.000             | 
            12,914 | 
         
        
            | 
0.618             | 
            12,827 | 
         
        
            | 
HIGH             | 
            12,687 | 
         
        
            | 
0.618             | 
            12,600 | 
         
        
            | 
0.500             | 
            12,574 | 
         
        
            | 
0.382             | 
            12,547 | 
         
        
            | 
LOW             | 
            12,460 | 
         
        
            | 
0.618             | 
            12,320 | 
         
        
            | 
1.000             | 
            12,233 | 
         
        
            | 
1.618             | 
            12,093 | 
         
        
            | 
2.618             | 
            11,866 | 
         
        
            | 
4.250             | 
            11,495 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,642 | 
                                12,625 | 
                             
                            
                                | PP | 
                                12,608 | 
                                12,574 | 
                             
                            
                                | S1 | 
                                12,574 | 
                                12,524 | 
                             
             
         |