| Trading Metrics calculated at close of trading on 02-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2010 | 
                    02-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,217.0 | 
                        1,224.9 | 
                        7.9 | 
                        0.6% | 
                        1,178.1 | 
                     
                    
                        | High | 
                        1,228.2 | 
                        1,225.8 | 
                        -2.4 | 
                        -0.2% | 
                        1,218.5 | 
                     
                    
                        | Low | 
                        1,209.3 | 
                        1,213.2 | 
                        3.9 | 
                        0.3% | 
                        1,176.8 | 
                     
                    
                        | Close | 
                        1,224.8 | 
                        1,220.6 | 
                        -4.2 | 
                        -0.3% | 
                        1,212.2 | 
                     
                    
                        | Range | 
                        18.9 | 
                        12.6 | 
                        -6.3 | 
                        -33.3% | 
                        41.7 | 
                     
                    
                        | ATR | 
                        20.8 | 
                        20.2 | 
                        -0.6 | 
                        -2.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        12,895 | 
                        4,547 | 
                        -8,348 | 
                        -64.7% | 
                        911,833 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,257.7 | 
                1,251.7 | 
                1,227.5 | 
                 | 
             
            
                | R3 | 
                1,245.1 | 
                1,239.1 | 
                1,224.1 | 
                 | 
             
            
                | R2 | 
                1,232.5 | 
                1,232.5 | 
                1,222.9 | 
                 | 
             
            
                | R1 | 
                1,226.5 | 
                1,226.5 | 
                1,221.8 | 
                1,223.2 | 
             
            
                | PP | 
                1,219.9 | 
                1,219.9 | 
                1,219.9 | 
                1,218.2 | 
             
            
                | S1 | 
                1,213.9 | 
                1,213.9 | 
                1,219.4 | 
                1,210.6 | 
             
            
                | S2 | 
                1,207.3 | 
                1,207.3 | 
                1,218.3 | 
                 | 
             
            
                | S3 | 
                1,194.7 | 
                1,201.3 | 
                1,217.1 | 
                 | 
             
            
                | S4 | 
                1,182.1 | 
                1,188.7 | 
                1,213.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,201.0 | 
                27.2 | 
                2.2% | 
                14.8 | 
                1.2% | 
                72% | 
                False | 
                False | 
                116,571 | 
                 
                
                | 10 | 
                1,228.2 | 
                1,166.0 | 
                62.2 | 
                5.1% | 
                19.7 | 
                1.6% | 
                88% | 
                False | 
                False | 
                155,879 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,156.2 | 
                93.5 | 
                7.7% | 
                22.6 | 
                1.9% | 
                69% | 
                False | 
                False | 
                180,896 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,124.3 | 
                125.4 | 
                10.3% | 
                19.4 | 
                1.6% | 
                77% | 
                False | 
                False | 
                156,001 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.4% | 
                18.4 | 
                1.5% | 
                82% | 
                False | 
                False | 
                118,498 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,063.2 | 
                186.5 | 
                15.3% | 
                18.6 | 
                1.5% | 
                84% | 
                False | 
                False | 
                90,457 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.7% | 
                19.3 | 
                1.6% | 
                86% | 
                False | 
                False | 
                73,147 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.7% | 
                19.3 | 
                1.6% | 
                86% | 
                False | 
                False | 
                61,435 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,279.4 | 
         
        
            | 
2.618             | 
            1,258.8 | 
         
        
            | 
1.618             | 
            1,246.2 | 
         
        
            | 
1.000             | 
            1,238.4 | 
         
        
            | 
0.618             | 
            1,233.6 | 
         
        
            | 
HIGH             | 
            1,225.8 | 
         
        
            | 
0.618             | 
            1,221.0 | 
         
        
            | 
0.500             | 
            1,219.5 | 
         
        
            | 
0.382             | 
            1,218.0 | 
         
        
            | 
LOW             | 
            1,213.2 | 
         
        
            | 
0.618             | 
            1,205.4 | 
         
        
            | 
1.000             | 
            1,200.6 | 
         
        
            | 
1.618             | 
            1,192.8 | 
         
        
            | 
2.618             | 
            1,180.2 | 
         
        
            | 
4.250             | 
            1,159.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,220.2 | 
                                1,218.6 | 
                             
                            
                                | PP | 
                                1,219.9 | 
                                1,216.6 | 
                             
                            
                                | S1 | 
                                1,219.5 | 
                                1,214.7 | 
                             
             
         |