| Trading Metrics calculated at close of trading on 15-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2010 | 
                    15-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,230.2 | 
                        1,222.6 | 
                        -7.6 | 
                        -0.6% | 
                        1,220.4 | 
                     
                    
                        | High | 
                        1,232.7 | 
                        1,236.0 | 
                        3.3 | 
                        0.3% | 
                        1,252.1 | 
                     
                    
                        | Low | 
                        1,217.7 | 
                        1,222.4 | 
                        4.7 | 
                        0.4% | 
                        1,211.0 | 
                     
                    
                        | Close | 
                        1,223.3 | 
                        1,233.2 | 
                        9.9 | 
                        0.8% | 
                        1,228.9 | 
                     
                    
                        | Range | 
                        15.0 | 
                        13.6 | 
                        -1.4 | 
                        -9.3% | 
                        41.1 | 
                     
                    
                        | ATR | 
                        20.1 | 
                        19.6 | 
                        -0.5 | 
                        -2.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        481 | 
                        989 | 
                        508 | 
                        105.6% | 
                        3,626 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,271.3 | 
                1,265.9 | 
                1,240.7 | 
                 | 
             
            
                | R3 | 
                1,257.7 | 
                1,252.3 | 
                1,236.9 | 
                 | 
             
            
                | R2 | 
                1,244.1 | 
                1,244.1 | 
                1,235.7 | 
                 | 
             
            
                | R1 | 
                1,238.7 | 
                1,238.7 | 
                1,234.4 | 
                1,241.4 | 
             
            
                | PP | 
                1,230.5 | 
                1,230.5 | 
                1,230.5 | 
                1,231.9 | 
             
            
                | S1 | 
                1,225.1 | 
                1,225.1 | 
                1,232.0 | 
                1,227.8 | 
             
            
                | S2 | 
                1,216.9 | 
                1,216.9 | 
                1,230.7 | 
                 | 
             
            
                | S3 | 
                1,203.3 | 
                1,211.5 | 
                1,229.5 | 
                 | 
             
            
                | S4 | 
                1,189.7 | 
                1,197.9 | 
                1,225.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,354.0 | 
                1,332.5 | 
                1,251.5 | 
                 | 
             
            
                | R3 | 
                1,312.9 | 
                1,291.4 | 
                1,240.2 | 
                 | 
             
            
                | R2 | 
                1,271.8 | 
                1,271.8 | 
                1,236.4 | 
                 | 
             
            
                | R1 | 
                1,250.3 | 
                1,250.3 | 
                1,232.7 | 
                1,261.1 | 
             
            
                | PP | 
                1,230.7 | 
                1,230.7 | 
                1,230.7 | 
                1,236.0 | 
             
            
                | S1 | 
                1,209.2 | 
                1,209.2 | 
                1,225.1 | 
                1,220.0 | 
             
            
                | S2 | 
                1,189.6 | 
                1,189.6 | 
                1,221.4 | 
                 | 
             
            
                | S3 | 
                1,148.5 | 
                1,168.1 | 
                1,217.6 | 
                 | 
             
            
                | S4 | 
                1,107.4 | 
                1,127.0 | 
                1,206.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,238.2 | 
                1,215.1 | 
                23.1 | 
                1.9% | 
                15.0 | 
                1.2% | 
                78% | 
                False | 
                False | 
                633 | 
                 
                
                | 10 | 
                1,252.1 | 
                1,196.9 | 
                55.2 | 
                4.5% | 
                18.6 | 
                1.5% | 
                66% | 
                False | 
                False | 
                1,399 | 
                 
                
                | 20 | 
                1,252.1 | 
                1,166.0 | 
                86.1 | 
                7.0% | 
                19.7 | 
                1.6% | 
                78% | 
                False | 
                False | 
                86,749 | 
                 
                
                | 40 | 
                1,252.1 | 
                1,132.0 | 
                120.1 | 
                9.7% | 
                20.1 | 
                1.6% | 
                84% | 
                False | 
                False | 
                125,599 | 
                 
                
                | 60 | 
                1,252.1 | 
                1,086.1 | 
                166.0 | 
                13.5% | 
                18.6 | 
                1.5% | 
                89% | 
                False | 
                False | 
                115,996 | 
                 
                
                | 80 | 
                1,252.1 | 
                1,086.1 | 
                166.0 | 
                13.5% | 
                18.3 | 
                1.5% | 
                89% | 
                False | 
                False | 
                90,114 | 
                 
                
                | 100 | 
                1,252.1 | 
                1,045.6 | 
                206.5 | 
                16.7% | 
                19.1 | 
                1.5% | 
                91% | 
                False | 
                False | 
                72,853 | 
                 
                
                | 120 | 
                1,252.1 | 
                1,045.6 | 
                206.5 | 
                16.7% | 
                19.0 | 
                1.5% | 
                91% | 
                False | 
                False | 
                61,299 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,293.8 | 
         
        
            | 
2.618             | 
            1,271.6 | 
         
        
            | 
1.618             | 
            1,258.0 | 
         
        
            | 
1.000             | 
            1,249.6 | 
         
        
            | 
0.618             | 
            1,244.4 | 
         
        
            | 
HIGH             | 
            1,236.0 | 
         
        
            | 
0.618             | 
            1,230.8 | 
         
        
            | 
0.500             | 
            1,229.2 | 
         
        
            | 
0.382             | 
            1,227.6 | 
         
        
            | 
LOW             | 
            1,222.4 | 
         
        
            | 
0.618             | 
            1,214.0 | 
         
        
            | 
1.000             | 
            1,208.8 | 
         
        
            | 
1.618             | 
            1,200.4 | 
         
        
            | 
2.618             | 
            1,186.8 | 
         
        
            | 
4.250             | 
            1,164.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,231.9 | 
                                1,231.1 | 
                             
                            
                                | PP | 
                                1,230.5 | 
                                1,229.0 | 
                             
                            
                                | S1 | 
                                1,229.2 | 
                                1,226.9 | 
                             
             
         |