| Trading Metrics calculated at close of trading on 01-Jun-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-May-2009 | 
                    01-Jun-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        905.00 | 
                        920.25 | 
                        15.25 | 
                        1.7% | 
                        885.00 | 
                     
                    
                        | High | 
                        927.75 | 
                        947.25 | 
                        19.50 | 
                        2.1% | 
                        927.75 | 
                     
                    
                        | Low | 
                        902.25 | 
                        916.50 | 
                        14.25 | 
                        1.6% | 
                        876.75 | 
                     
                    
                        | Close | 
                        918.00 | 
                        939.00 | 
                        21.00 | 
                        2.3% | 
                        918.00 | 
                     
                    
                        | Range | 
                        25.50 | 
                        30.75 | 
                        5.25 | 
                        20.6% | 
                        51.00 | 
                     
                    
                        | ATR | 
                        23.87 | 
                        24.36 | 
                        0.49 | 
                        2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,694,863 | 
                        2,009,771 | 
                        -685,092 | 
                        -25.4% | 
                        9,336,887 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,026.50 | 
                1,013.50 | 
                956.00 | 
                 | 
             
            
                | R3 | 
                995.75 | 
                982.75 | 
                947.50 | 
                 | 
             
            
                | R2 | 
                965.00 | 
                965.00 | 
                944.75 | 
                 | 
             
            
                | R1 | 
                952.00 | 
                952.00 | 
                941.75 | 
                958.50 | 
             
            
                | PP | 
                934.25 | 
                934.25 | 
                934.25 | 
                937.50 | 
             
            
                | S1 | 
                921.25 | 
                921.25 | 
                936.25 | 
                927.75 | 
             
            
                | S2 | 
                903.50 | 
                903.50 | 
                933.25 | 
                 | 
             
            
                | S3 | 
                872.75 | 
                890.50 | 
                930.50 | 
                 | 
             
            
                | S4 | 
                842.00 | 
                859.75 | 
                922.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,060.50 | 
                1,040.25 | 
                946.00 | 
                 | 
             
            
                | R3 | 
                1,009.50 | 
                989.25 | 
                932.00 | 
                 | 
             
            
                | R2 | 
                958.50 | 
                958.50 | 
                927.25 | 
                 | 
             
            
                | R1 | 
                938.25 | 
                938.25 | 
                922.75 | 
                948.50 | 
             
            
                | PP | 
                907.50 | 
                907.50 | 
                907.50 | 
                912.50 | 
             
            
                | S1 | 
                887.25 | 
                887.25 | 
                913.25 | 
                897.50 | 
             
            
                | S2 | 
                856.50 | 
                856.50 | 
                908.75 | 
                 | 
             
            
                | S3 | 
                805.50 | 
                836.25 | 
                904.00 | 
                 | 
             
            
                | S4 | 
                754.50 | 
                785.25 | 
                890.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                947.25 | 
                876.75 | 
                70.50 | 
                7.5% | 
                27.25 | 
                2.9% | 
                88% | 
                True | 
                False | 
                2,269,331 | 
                 
                
                | 10 | 
                947.25 | 
                875.25 | 
                72.00 | 
                7.7% | 
                24.50 | 
                2.6% | 
                89% | 
                True | 
                False | 
                2,263,176 | 
                 
                
                | 20 | 
                947.25 | 
                875.25 | 
                72.00 | 
                7.7% | 
                23.75 | 
                2.5% | 
                89% | 
                True | 
                False | 
                2,294,670 | 
                 
                
                | 40 | 
                947.25 | 
                802.25 | 
                145.00 | 
                15.4% | 
                23.75 | 
                2.5% | 
                94% | 
                True | 
                False | 
                2,312,415 | 
                 
                
                | 60 | 
                947.25 | 
                662.75 | 
                284.50 | 
                30.3% | 
                26.00 | 
                2.8% | 
                97% | 
                True | 
                False | 
                2,227,940 | 
                 
                
                | 80 | 
                947.25 | 
                662.75 | 
                284.50 | 
                30.3% | 
                26.75 | 
                2.8% | 
                97% | 
                True | 
                False | 
                1,674,459 | 
                 
                
                | 100 | 
                947.25 | 
                662.75 | 
                284.50 | 
                30.3% | 
                27.75 | 
                2.9% | 
                97% | 
                True | 
                False | 
                1,340,835 | 
                 
                
                | 120 | 
                947.25 | 
                662.75 | 
                284.50 | 
                30.3% | 
                27.25 | 
                2.9% | 
                97% | 
                True | 
                False | 
                1,117,509 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,078.00 | 
         
        
            | 
2.618             | 
            1,027.75 | 
         
        
            | 
1.618             | 
            997.00 | 
         
        
            | 
1.000             | 
            978.00 | 
         
        
            | 
0.618             | 
            966.25 | 
         
        
            | 
HIGH             | 
            947.25 | 
         
        
            | 
0.618             | 
            935.50 | 
         
        
            | 
0.500             | 
            932.00 | 
         
        
            | 
0.382             | 
            928.25 | 
         
        
            | 
LOW             | 
            916.50 | 
         
        
            | 
0.618             | 
            897.50 | 
         
        
            | 
1.000             | 
            885.75 | 
         
        
            | 
1.618             | 
            866.75 | 
         
        
            | 
2.618             | 
            836.00 | 
         
        
            | 
4.250             | 
            785.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                936.50 | 
                                931.50 | 
                             
                            
                                | PP | 
                                934.25 | 
                                924.25 | 
                             
                            
                                | S1 | 
                                932.00 | 
                                916.75 | 
                             
             
         |