From breitbart.com:

President Barack Obama says he believes supreme leader Ayatollah ali Khamenei has deep concerns about the civil unrest that has followed the hotly contested presidential election there.

…he believes the ayatollah’s decision to
order an investigation “indicates he understands the Iranian people
have deep concerns”… The president did say, however, that he
worries “when I see violence directed at peaceful protesters, when I
see peaceful protest being suppressed.” 

I guess this is what the President was referring to. FYI–violent.