Anyone can help me clarify the Price Indexing in Magento? I'm using version 1.9.
My task: Rendering the featured products into home page.
My Solution: Instead of creating the category called "Featured product". I created an attribute "is_featured", so I just filter the product with that attribute is true to get the expected result.
Base on the built in widget Mage_Catalog_Block_Product_Widget_New, my function to get the product collection as defined:

protected function _getProductCollection()
    {
        /** @var $collection Mage_Catalog_Model_Resource_Product_Collection */
        $collection = Mage::getResourceModel('catalog/product_collection');
        $collection->setVisibility(Mage::getSingleton('catalog/product_visibility')->getVisibleInCatalogIds());
        $collection = $this->_addProductAttributesAndPrices($collection)
            ->addStoreFilter()
            ->addAttributeToFilter('is_featured', array('eq' => true))
            ->setPageSize($this->getProductsCount())
            ->setCurPage(1);
        return $collection;
    }

Result: Some products are appeared, but some others is missing. When SQL debugging, I see:

SELECT 
    `e`.*,
    `cat_index`.`position` AS `cat_index_position`,
    `price_index`.`price`,
    `price_index`.`tax_class_id`,
    `price_index`.`final_price`,
    IF(price_index.tier_price IS NOT NULL,
        LEAST(price_index.min_price,
                price_index.tier_price),
        price_index.min_price) AS `minimal_price`,
    `price_index`.`min_price`,
    `price_index`.`max_price`,
    `price_index`.`tier_price`,
    `at_is_featured`.`value` AS `is_featured`
FROM
    `catalog_product_entity` AS `e`
        INNER JOIN
    `catalog_category_product_index` AS `cat_index` ON cat_index.product_id = e.entity_id
        AND cat_index.store_id = '1'
        AND cat_index.visibility IN (2 , 4)
        AND cat_index.category_id = '2'
        INNER JOIN
    `catalog_product_index_price` AS `price_index` ON price_index.entity_id = e.entity_id
        AND price_index.website_id = '1'
        AND price_index.customer_group_id = 0
        INNER JOIN
    `catalog_product_entity_int` AS `at_is_featured` ON (`at_is_featured`.`entity_id` = `e`.`entity_id`)
        AND (`at_is_featured`.`attribute_id` = '210')
        AND (`at_is_featured`.`store_id` = 0)
WHERE
    (at_is_featured.value = '1')
LIMIT 6

The problem is here, catalog_category_product_index, some product disappear is missing in this table? But I don't know, why the index of some products are being miss? I have tried Re-Index so many times without the expected results! Any one can help me? Thanks alot!