| Trading Metrics calculated at close of trading on 16-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jun-2010 | 
                    16-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,222.6 | 
                        1,232.0 | 
                        9.4 | 
                        0.8% | 
                        1,220.4 | 
                     
                    
                        | High | 
                        1,236.0 | 
                        1,237.6 | 
                        1.6 | 
                        0.1% | 
                        1,252.1 | 
                     
                    
                        | Low | 
                        1,222.4 | 
                        1,228.5 | 
                        6.1 | 
                        0.5% | 
                        1,211.0 | 
                     
                    
                        | Close | 
                        1,233.2 | 
                        1,229.3 | 
                        -3.9 | 
                        -0.3% | 
                        1,228.9 | 
                     
                    
                        | Range | 
                        13.6 | 
                        9.1 | 
                        -4.5 | 
                        -33.1% | 
                        41.1 | 
                     
                    
                        | ATR | 
                        19.6 | 
                        18.9 | 
                        -0.8 | 
                        -3.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        989 | 
                        251 | 
                        -738 | 
                        -74.6% | 
                        3,626 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,259.1 | 
                1,253.3 | 
                1,234.3 | 
                 | 
             
            
                | R3 | 
                1,250.0 | 
                1,244.2 | 
                1,231.8 | 
                 | 
             
            
                | R2 | 
                1,240.9 | 
                1,240.9 | 
                1,231.0 | 
                 | 
             
            
                | R1 | 
                1,235.1 | 
                1,235.1 | 
                1,230.1 | 
                1,233.5 | 
             
            
                | PP | 
                1,231.8 | 
                1,231.8 | 
                1,231.8 | 
                1,231.0 | 
             
            
                | S1 | 
                1,226.0 | 
                1,226.0 | 
                1,228.5 | 
                1,224.4 | 
             
            
                | S2 | 
                1,222.7 | 
                1,222.7 | 
                1,227.6 | 
                 | 
             
            
                | S3 | 
                1,213.6 | 
                1,216.9 | 
                1,226.8 | 
                 | 
             
            
                | S4 | 
                1,204.5 | 
                1,207.8 | 
                1,224.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,237.6 | 
                1,215.1 | 
                22.5 | 
                1.8% | 
                13.5 | 
                1.1% | 
                63% | 
                True | 
                False | 
                531 | 
                 
                
                | 10 | 
                1,252.1 | 
                1,196.9 | 
                55.2 | 
                4.5% | 
                18.2 | 
                1.5% | 
                59% | 
                False | 
                False | 
                969 | 
                 
                
                | 20 | 
                1,252.1 | 
                1,166.0 | 
                86.1 | 
                7.0% | 
                19.0 | 
                1.5% | 
                74% | 
                False | 
                False | 
                78,424 | 
                 
                
                | 40 | 
                1,252.1 | 
                1,132.0 | 
                120.1 | 
                9.8% | 
                20.0 | 
                1.6% | 
                81% | 
                False | 
                False | 
                122,497 | 
                 
                
                | 60 | 
                1,252.1 | 
                1,086.1 | 
                166.0 | 
                13.5% | 
                18.5 | 
                1.5% | 
                86% | 
                False | 
                False | 
                115,725 | 
                 
                
                | 80 | 
                1,252.1 | 
                1,086.1 | 
                166.0 | 
                13.5% | 
                18.2 | 
                1.5% | 
                86% | 
                False | 
                False | 
                90,041 | 
                 
                
                | 100 | 
                1,252.1 | 
                1,045.6 | 
                206.5 | 
                16.8% | 
                19.0 | 
                1.5% | 
                89% | 
                False | 
                False | 
                72,834 | 
                 
                
                | 120 | 
                1,252.1 | 
                1,045.6 | 
                206.5 | 
                16.8% | 
                18.8 | 
                1.5% | 
                89% | 
                False | 
                False | 
                61,262 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,276.3 | 
         
        
            | 
2.618             | 
            1,261.4 | 
         
        
            | 
1.618             | 
            1,252.3 | 
         
        
            | 
1.000             | 
            1,246.7 | 
         
        
            | 
0.618             | 
            1,243.2 | 
         
        
            | 
HIGH             | 
            1,237.6 | 
         
        
            | 
0.618             | 
            1,234.1 | 
         
        
            | 
0.500             | 
            1,233.1 | 
         
        
            | 
0.382             | 
            1,232.0 | 
         
        
            | 
LOW             | 
            1,228.5 | 
         
        
            | 
0.618             | 
            1,222.9 | 
         
        
            | 
1.000             | 
            1,219.4 | 
         
        
            | 
1.618             | 
            1,213.8 | 
         
        
            | 
2.618             | 
            1,204.7 | 
         
        
            | 
4.250             | 
            1,189.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,233.1 | 
                                1,228.8 | 
                             
                            
                                | PP | 
                                1,231.8 | 
                                1,228.2 | 
                             
                            
                                | S1 | 
                                1,230.6 | 
                                1,227.7 | 
                             
             
         |