| Trading Metrics calculated at close of trading on 05-Jun-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2009 | 
                    05-Jun-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3,990.0 | 
                        3,945.0 | 
                        -45.0 | 
                        -1.1% | 
                        3,848.0 | 
                     
                    
                        | High | 
                        3,992.0 | 
                        4,025.0 | 
                        33.0 | 
                        0.8% | 
                        4,029.0 | 
                     
                    
                        | Low | 
                        3,928.0 | 
                        3,940.0 | 
                        12.0 | 
                        0.3% | 
                        3,806.0 | 
                     
                    
                        | Close | 
                        3,949.0 | 
                        3,947.0 | 
                        -2.0 | 
                        -0.1% | 
                        3,947.0 | 
                     
                    
                        | Range | 
                        64.0 | 
                        85.0 | 
                        21.0 | 
                        32.8% | 
                        223.0 | 
                     
                    
                        | ATR | 
                        78.3 | 
                        78.8 | 
                        0.5 | 
                        0.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        35,126 | 
                        39,489 | 
                        4,363 | 
                        12.4% | 
                        179,817 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,225.7 | 
                4,171.3 | 
                3,993.8 | 
                 | 
             
            
                | R3 | 
                4,140.7 | 
                4,086.3 | 
                3,970.4 | 
                 | 
             
            
                | R2 | 
                4,055.7 | 
                4,055.7 | 
                3,962.6 | 
                 | 
             
            
                | R1 | 
                4,001.3 | 
                4,001.3 | 
                3,954.8 | 
                4,028.5 | 
             
            
                | PP | 
                3,970.7 | 
                3,970.7 | 
                3,970.7 | 
                3,984.3 | 
             
            
                | S1 | 
                3,916.3 | 
                3,916.3 | 
                3,939.2 | 
                3,943.5 | 
             
            
                | S2 | 
                3,885.7 | 
                3,885.7 | 
                3,931.4 | 
                 | 
             
            
                | S3 | 
                3,800.7 | 
                3,831.3 | 
                3,923.6 | 
                 | 
             
            
                | S4 | 
                3,715.7 | 
                3,746.3 | 
                3,900.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4,596.3 | 
                4,494.7 | 
                4,069.7 | 
                 | 
             
            
                | R3 | 
                4,373.3 | 
                4,271.7 | 
                4,008.3 | 
                 | 
             
            
                | R2 | 
                4,150.3 | 
                4,150.3 | 
                3,987.9 | 
                 | 
             
            
                | R1 | 
                4,048.7 | 
                4,048.7 | 
                3,967.4 | 
                4,099.5 | 
             
            
                | PP | 
                3,927.3 | 
                3,927.3 | 
                3,927.3 | 
                3,952.8 | 
             
            
                | S1 | 
                3,825.7 | 
                3,825.7 | 
                3,926.6 | 
                3,876.5 | 
             
            
                | S2 | 
                3,704.3 | 
                3,704.3 | 
                3,906.1 | 
                 | 
             
            
                | S3 | 
                3,481.3 | 
                3,602.7 | 
                3,885.7 | 
                 | 
             
            
                | S4 | 
                3,258.3 | 
                3,379.7 | 
                3,824.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                4,029.0 | 
                3,806.0 | 
                223.0 | 
                5.6% | 
                76.4 | 
                1.9% | 
                63% | 
                False | 
                False | 
                35,963 | 
                 
                
                | 10 | 
                4,029.0 | 
                3,720.0 | 
                309.0 | 
                7.8% | 
                69.3 | 
                1.8% | 
                73% | 
                False | 
                False | 
                31,616 | 
                 
                
                | 20 | 
                4,029.0 | 
                3,714.0 | 
                315.0 | 
                8.0% | 
                58.4 | 
                1.5% | 
                74% | 
                False | 
                False | 
                28,012 | 
                 
                
                | 40 | 
                4,029.0 | 
                3,633.0 | 
                396.0 | 
                10.0% | 
                61.6 | 
                1.6% | 
                79% | 
                False | 
                False | 
                26,779 | 
                 
                
                | 60 | 
                4,029.0 | 
                3,230.0 | 
                799.0 | 
                20.2% | 
                62.7 | 
                1.6% | 
                90% | 
                False | 
                False | 
                29,406 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            4,386.3 | 
         
        
            | 
2.618             | 
            4,247.5 | 
         
        
            | 
1.618             | 
            4,162.5 | 
         
        
            | 
1.000             | 
            4,110.0 | 
         
        
            | 
0.618             | 
            4,077.5 | 
         
        
            | 
HIGH             | 
            4,025.0 | 
         
        
            | 
0.618             | 
            3,992.5 | 
         
        
            | 
0.500             | 
            3,982.5 | 
         
        
            | 
0.382             | 
            3,972.5 | 
         
        
            | 
LOW             | 
            3,940.0 | 
         
        
            | 
0.618             | 
            3,887.5 | 
         
        
            | 
1.000             | 
            3,855.0 | 
         
        
            | 
1.618             | 
            3,802.5 | 
         
        
            | 
2.618             | 
            3,717.5 | 
         
        
            | 
4.250             | 
            3,578.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jun-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3,982.5 | 
                                3,978.5 | 
                             
                            
                                | PP | 
                                3,970.7 | 
                                3,968.0 | 
                             
                            
                                | S1 | 
                                3,958.8 | 
                                3,957.5 | 
                             
             
         |