| Trading Metrics calculated at close of trading on 15-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2012 | 
                    15-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,505 | 
                        12,674 | 
                        169 | 
                        1.4% | 
                        12,661 | 
                     
                    
                        | High | 
                        12,687 | 
                        12,733 | 
                        46 | 
                        0.4% | 
                        12,752 | 
                     
                    
                        | Low | 
                        12,460 | 
                        12,661 | 
                        201 | 
                        1.6% | 
                        12,360 | 
                     
                    
                        | Close | 
                        12,676 | 
                        12,729 | 
                        53 | 
                        0.4% | 
                        12,729 | 
                     
                    
                        | Range | 
                        227 | 
                        72 | 
                        -155 | 
                        -68.3% | 
                        392 | 
                     
                    
                        | ATR | 
                        195 | 
                        187 | 
                        -9 | 
                        -4.5% | 
                        0 | 
                     
                    
                        | Volume | 
                        19,738 | 
                        1,606 | 
                        -18,132 | 
                        -91.9% | 
                        139,521 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                12,924 | 
                12,898 | 
                12,769 | 
                 | 
             
            
                | R3 | 
                12,852 | 
                12,826 | 
                12,749 | 
                 | 
             
            
                | R2 | 
                12,780 | 
                12,780 | 
                12,742 | 
                 | 
             
            
                | R1 | 
                12,754 | 
                12,754 | 
                12,736 | 
                12,767 | 
             
            
                | PP | 
                12,708 | 
                12,708 | 
                12,708 | 
                12,714 | 
             
            
                | S1 | 
                12,682 | 
                12,682 | 
                12,723 | 
                12,695 | 
             
            
                | S2 | 
                12,636 | 
                12,636 | 
                12,716 | 
                 | 
             
            
                | S3 | 
                12,564 | 
                12,610 | 
                12,709 | 
                 | 
             
            
                | S4 | 
                12,492 | 
                12,538 | 
                12,690 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,790 | 
                13,651 | 
                12,945 | 
                 | 
             
            
                | R3 | 
                13,398 | 
                13,259 | 
                12,837 | 
                 | 
             
            
                | R2 | 
                13,006 | 
                13,006 | 
                12,801 | 
                 | 
             
            
                | R1 | 
                12,867 | 
                12,867 | 
                12,765 | 
                12,937 | 
             
            
                | PP | 
                12,614 | 
                12,614 | 
                12,614 | 
                12,648 | 
             
            
                | S1 | 
                12,475 | 
                12,475 | 
                12,693 | 
                12,545 | 
             
            
                | S2 | 
                12,222 | 
                12,222 | 
                12,657 | 
                 | 
             
            
                | S3 | 
                11,830 | 
                12,083 | 
                12,621 | 
                 | 
             
            
                | S4 | 
                11,438 | 
                11,691 | 
                12,514 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                209 | 
                1.6% | 
                94% | 
                False | 
                False | 
                27,904 | 
                 
                
                | 10 | 
                12,752 | 
                11,985 | 
                767 | 
                6.0% | 
                194 | 
                1.5% | 
                97% | 
                False | 
                False | 
                80,234 | 
                 
                
                | 20 | 
                12,752 | 
                11,985 | 
                767 | 
                6.0% | 
                189 | 
                1.5% | 
                97% | 
                False | 
                False | 
                129,140 | 
                 
                
                | 40 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                176 | 
                1.4% | 
                57% | 
                False | 
                False | 
                133,048 | 
                 
                
                | 60 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                170 | 
                1.3% | 
                57% | 
                False | 
                False | 
                127,107 | 
                 
                
                | 80 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                155 | 
                1.2% | 
                57% | 
                False | 
                False | 
                107,762 | 
                 
                
                | 100 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                141 | 
                1.1% | 
                57% | 
                False | 
                False | 
                86,214 | 
                 
                
                | 120 | 
                13,284 | 
                11,985 | 
                1,299 | 
                10.2% | 
                130 | 
                1.0% | 
                57% | 
                False | 
                False | 
                71,846 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,039 | 
         
        
            | 
2.618             | 
            12,922 | 
         
        
            | 
1.618             | 
            12,850 | 
         
        
            | 
1.000             | 
            12,805 | 
         
        
            | 
0.618             | 
            12,778 | 
         
        
            | 
HIGH             | 
            12,733 | 
         
        
            | 
0.618             | 
            12,706 | 
         
        
            | 
0.500             | 
            12,697 | 
         
        
            | 
0.382             | 
            12,689 | 
         
        
            | 
LOW             | 
            12,661 | 
         
        
            | 
0.618             | 
            12,617 | 
         
        
            | 
1.000             | 
            12,589 | 
         
        
            | 
1.618             | 
            12,545 | 
         
        
            | 
2.618             | 
            12,473 | 
         
        
            | 
4.250             | 
            12,355 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,718 | 
                                12,684 | 
                             
                            
                                | PP | 
                                12,708 | 
                                12,638 | 
                             
                            
                                | S1 | 
                                12,697 | 
                                12,593 | 
                             
             
         |