| Trading Metrics calculated at close of trading on 01-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-May-2010 | 
                    01-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,210.4 | 
                        1,217.0 | 
                        6.6 | 
                        0.5% | 
                        1,178.1 | 
                     
                    
                        | High | 
                        1,214.8 | 
                        1,228.2 | 
                        13.4 | 
                        1.1% | 
                        1,218.5 | 
                     
                    
                        | Low | 
                        1,201.1 | 
                        1,209.3 | 
                        8.2 | 
                        0.7% | 
                        1,176.8 | 
                     
                    
                        | Close | 
                        1,212.2 | 
                        1,224.8 | 
                        12.6 | 
                        1.0% | 
                        1,212.2 | 
                     
                    
                        | Range | 
                        13.7 | 
                        18.9 | 
                        5.2 | 
                        38.0% | 
                        41.7 | 
                     
                    
                        | ATR | 
                        21.0 | 
                        20.8 | 
                        -0.1 | 
                        -0.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        109,434 | 
                        12,895 | 
                        -96,539 | 
                        -88.2% | 
                        911,833 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,277.5 | 
                1,270.0 | 
                1,235.2 | 
                 | 
             
            
                | R3 | 
                1,258.6 | 
                1,251.1 | 
                1,230.0 | 
                 | 
             
            
                | R2 | 
                1,239.7 | 
                1,239.7 | 
                1,228.3 | 
                 | 
             
            
                | R1 | 
                1,232.2 | 
                1,232.2 | 
                1,226.5 | 
                1,236.0 | 
             
            
                | PP | 
                1,220.8 | 
                1,220.8 | 
                1,220.8 | 
                1,222.6 | 
             
            
                | S1 | 
                1,213.3 | 
                1,213.3 | 
                1,223.1 | 
                1,217.1 | 
             
            
                | S2 | 
                1,201.9 | 
                1,201.9 | 
                1,221.3 | 
                 | 
             
            
                | S3 | 
                1,183.0 | 
                1,194.4 | 
                1,219.6 | 
                 | 
             
            
                | S4 | 
                1,164.1 | 
                1,175.5 | 
                1,214.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,327.6 | 
                1,311.6 | 
                1,235.1 | 
                 | 
             
            
                | R3 | 
                1,285.9 | 
                1,269.9 | 
                1,223.7 | 
                 | 
             
            
                | R2 | 
                1,244.2 | 
                1,244.2 | 
                1,219.8 | 
                 | 
             
            
                | R1 | 
                1,228.2 | 
                1,228.2 | 
                1,216.0 | 
                1,236.2 | 
             
            
                | PP | 
                1,202.5 | 
                1,202.5 | 
                1,202.5 | 
                1,206.5 | 
             
            
                | S1 | 
                1,186.5 | 
                1,186.5 | 
                1,208.4 | 
                1,194.5 | 
             
            
                | S2 | 
                1,160.8 | 
                1,160.8 | 
                1,204.6 | 
                 | 
             
            
                | S3 | 
                1,119.1 | 
                1,144.8 | 
                1,200.7 | 
                 | 
             
            
                | S4 | 
                1,077.4 | 
                1,103.1 | 
                1,189.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,228.2 | 
                1,185.2 | 
                43.0 | 
                3.5% | 
                15.4 | 
                1.3% | 
                92% | 
                True | 
                False | 
                151,983 | 
                 
                
                | 10 | 
                1,229.6 | 
                1,166.0 | 
                63.6 | 
                5.2% | 
                20.7 | 
                1.7% | 
                92% | 
                False | 
                False | 
                172,100 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,156.2 | 
                93.5 | 
                7.6% | 
                23.3 | 
                1.9% | 
                73% | 
                False | 
                False | 
                185,037 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,123.5 | 
                126.2 | 
                10.3% | 
                19.5 | 
                1.6% | 
                80% | 
                False | 
                False | 
                157,779 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.4% | 
                18.5 | 
                1.5% | 
                85% | 
                False | 
                False | 
                118,682 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.7% | 
                18.8 | 
                1.5% | 
                88% | 
                False | 
                False | 
                90,490 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.7% | 
                19.3 | 
                1.6% | 
                88% | 
                False | 
                False | 
                73,168 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.7% | 
                19.6 | 
                1.6% | 
                88% | 
                False | 
                False | 
                61,420 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,308.5 | 
         
        
            | 
2.618             | 
            1,277.7 | 
         
        
            | 
1.618             | 
            1,258.8 | 
         
        
            | 
1.000             | 
            1,247.1 | 
         
        
            | 
0.618             | 
            1,239.9 | 
         
        
            | 
HIGH             | 
            1,228.2 | 
         
        
            | 
0.618             | 
            1,221.0 | 
         
        
            | 
0.500             | 
            1,218.8 | 
         
        
            | 
0.382             | 
            1,216.5 | 
         
        
            | 
LOW             | 
            1,209.3 | 
         
        
            | 
0.618             | 
            1,197.6 | 
         
        
            | 
1.000             | 
            1,190.4 | 
         
        
            | 
1.618             | 
            1,178.7 | 
         
        
            | 
2.618             | 
            1,159.8 | 
         
        
            | 
4.250             | 
            1,129.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,222.8 | 
                                1,221.4 | 
                             
                            
                                | PP | 
                                1,220.8 | 
                                1,218.0 | 
                             
                            
                                | S1 | 
                                1,218.8 | 
                                1,214.7 | 
                             
             
         |