| Trading Metrics calculated at close of trading on 03-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jun-2010 | 
                    03-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,224.9 | 
                        1,223.7 | 
                        -1.2 | 
                        -0.1% | 
                        1,178.1 | 
                     
                    
                        | High | 
                        1,225.8 | 
                        1,224.0 | 
                        -1.8 | 
                        -0.1% | 
                        1,218.5 | 
                     
                    
                        | Low | 
                        1,213.2 | 
                        1,201.0 | 
                        -12.2 | 
                        -1.0% | 
                        1,176.8 | 
                     
                    
                        | Close | 
                        1,220.6 | 
                        1,208.3 | 
                        -12.3 | 
                        -1.0% | 
                        1,212.2 | 
                     
                    
                        | Range | 
                        12.6 | 
                        23.0 | 
                        10.4 | 
                        82.5% | 
                        41.7 | 
                     
                    
                        | ATR | 
                        20.2 | 
                        20.4 | 
                        0.2 | 
                        1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,547 | 
                        2,799 | 
                        -1,748 | 
                        -38.4% | 
                        911,833 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,280.1 | 
                1,267.2 | 
                1,221.0 | 
                 | 
             
            
                | R3 | 
                1,257.1 | 
                1,244.2 | 
                1,214.6 | 
                 | 
             
            
                | R2 | 
                1,234.1 | 
                1,234.1 | 
                1,212.5 | 
                 | 
             
            
                | R1 | 
                1,221.2 | 
                1,221.2 | 
                1,210.4 | 
                1,216.2 | 
             
            
                | PP | 
                1,211.1 | 
                1,211.1 | 
                1,211.1 | 
                1,208.6 | 
             
            
                | S1 | 
                1,198.2 | 
                1,198.2 | 
                1,206.2 | 
                1,193.2 | 
             
            
                | S2 | 
                1,188.1 | 
                1,188.1 | 
                1,204.1 | 
                 | 
             
            
                | S3 | 
                1,165.1 | 
                1,175.2 | 
                1,202.0 | 
                 | 
             
            
                | S4 | 
                1,142.1 | 
                1,152.2 | 
                1,195.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                2.3% | 
                16.3 | 
                1.3% | 
                27% | 
                False | 
                True | 
                73,434 | 
                 
                
                | 10 | 
                1,228.2 | 
                1,166.0 | 
                62.2 | 
                5.1% | 
                17.8 | 
                1.5% | 
                68% | 
                False | 
                False | 
                137,562 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,166.0 | 
                83.7 | 
                6.9% | 
                22.7 | 
                1.9% | 
                51% | 
                False | 
                False | 
                171,529 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,124.3 | 
                125.4 | 
                10.4% | 
                19.4 | 
                1.6% | 
                67% | 
                False | 
                False | 
                152,905 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.5% | 
                18.5 | 
                1.5% | 
                75% | 
                False | 
                False | 
                118,348 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,064.3 | 
                185.4 | 
                15.3% | 
                18.8 | 
                1.6% | 
                78% | 
                False | 
                False | 
                90,416 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.9% | 
                19.3 | 
                1.6% | 
                80% | 
                False | 
                False | 
                73,161 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.9% | 
                19.3 | 
                1.6% | 
                80% | 
                False | 
                False | 
                61,426 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,321.8 | 
         
        
            | 
2.618             | 
            1,284.2 | 
         
        
            | 
1.618             | 
            1,261.2 | 
         
        
            | 
1.000             | 
            1,247.0 | 
         
        
            | 
0.618             | 
            1,238.2 | 
         
        
            | 
HIGH             | 
            1,224.0 | 
         
        
            | 
0.618             | 
            1,215.2 | 
         
        
            | 
0.500             | 
            1,212.5 | 
         
        
            | 
0.382             | 
            1,209.8 | 
         
        
            | 
LOW             | 
            1,201.0 | 
         
        
            | 
0.618             | 
            1,186.8 | 
         
        
            | 
1.000             | 
            1,178.0 | 
         
        
            | 
1.618             | 
            1,163.8 | 
         
        
            | 
2.618             | 
            1,140.8 | 
         
        
            | 
4.250             | 
            1,103.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,212.5 | 
                                1,214.6 | 
                             
                            
                                | PP | 
                                1,211.1 | 
                                1,212.5 | 
                             
                            
                                | S1 | 
                                1,209.7 | 
                                1,210.4 | 
                             
             
         |