| Trading Metrics calculated at close of trading on 18-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2010 | 
                    18-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,233.9 | 
                        1,247.7 | 
                        13.8 | 
                        1.1% | 
                        1,230.2 | 
                     
                    
                        | High | 
                        1,251.1 | 
                        1,261.5 | 
                        10.4 | 
                        0.8% | 
                        1,261.5 | 
                     
                    
                        | Low | 
                        1,233.9 | 
                        1,242.9 | 
                        9.0 | 
                        0.7% | 
                        1,217.7 | 
                     
                    
                        | Close | 
                        1,247.5 | 
                        1,257.2 | 
                        9.7 | 
                        0.8% | 
                        1,257.2 | 
                     
                    
                        | Range | 
                        17.2 | 
                        18.6 | 
                        1.4 | 
                        8.1% | 
                        43.8 | 
                     
                    
                        | ATR | 
                        19.1 | 
                        19.0 | 
                        0.0 | 
                        -0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        318 | 
                        266 | 
                        -52 | 
                        -16.4% | 
                        2,305 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,309.7 | 
                1,302.0 | 
                1,267.4 | 
                 | 
             
            
                | R3 | 
                1,291.1 | 
                1,283.4 | 
                1,262.3 | 
                 | 
             
            
                | R2 | 
                1,272.5 | 
                1,272.5 | 
                1,260.6 | 
                 | 
             
            
                | R1 | 
                1,264.8 | 
                1,264.8 | 
                1,258.9 | 
                1,268.7 | 
             
            
                | PP | 
                1,253.9 | 
                1,253.9 | 
                1,253.9 | 
                1,255.8 | 
             
            
                | S1 | 
                1,246.2 | 
                1,246.2 | 
                1,255.5 | 
                1,250.1 | 
             
            
                | S2 | 
                1,235.3 | 
                1,235.3 | 
                1,253.8 | 
                 | 
             
            
                | S3 | 
                1,216.7 | 
                1,227.6 | 
                1,252.1 | 
                 | 
             
            
                | S4 | 
                1,198.1 | 
                1,209.0 | 
                1,247.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,376.9 | 
                1,360.8 | 
                1,281.3 | 
                 | 
             
            
                | R3 | 
                1,333.1 | 
                1,317.0 | 
                1,269.2 | 
                 | 
             
            
                | R2 | 
                1,289.3 | 
                1,289.3 | 
                1,265.2 | 
                 | 
             
            
                | R1 | 
                1,273.2 | 
                1,273.2 | 
                1,261.2 | 
                1,281.3 | 
             
            
                | PP | 
                1,245.5 | 
                1,245.5 | 
                1,245.5 | 
                1,249.5 | 
             
            
                | S1 | 
                1,229.4 | 
                1,229.4 | 
                1,253.2 | 
                1,237.5 | 
             
            
                | S2 | 
                1,201.7 | 
                1,201.7 | 
                1,249.2 | 
                 | 
             
            
                | S3 | 
                1,157.9 | 
                1,185.6 | 
                1,245.2 | 
                 | 
             
            
                | S4 | 
                1,114.1 | 
                1,141.8 | 
                1,233.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,261.5 | 
                1,217.7 | 
                43.8 | 
                3.5% | 
                14.7 | 
                1.2% | 
                90% | 
                True | 
                False | 
                461 | 
                 
                
                | 10 | 
                1,261.5 | 
                1,211.0 | 
                50.5 | 
                4.0% | 
                17.1 | 
                1.4% | 
                91% | 
                True | 
                False | 
                593 | 
                 
                
                | 20 | 
                1,261.5 | 
                1,166.0 | 
                95.5 | 
                7.6% | 
                17.5 | 
                1.4% | 
                95% | 
                True | 
                False | 
                57,865 | 
                 
                
                | 40 | 
                1,261.5 | 
                1,135.2 | 
                126.3 | 
                10.0% | 
                20.1 | 
                1.6% | 
                97% | 
                True | 
                False | 
                116,695 | 
                 
                
                | 60 | 
                1,261.5 | 
                1,086.6 | 
                174.9 | 
                13.9% | 
                18.5 | 
                1.5% | 
                98% | 
                True | 
                False | 
                114,551 | 
                 
                
                | 80 | 
                1,261.5 | 
                1,086.1 | 
                175.4 | 
                14.0% | 
                18.1 | 
                1.4% | 
                98% | 
                True | 
                False | 
                89,895 | 
                 
                
                | 100 | 
                1,261.5 | 
                1,045.6 | 
                215.9 | 
                17.2% | 
                19.1 | 
                1.5% | 
                98% | 
                True | 
                False | 
                72,776 | 
                 
                
                | 120 | 
                1,261.5 | 
                1,045.6 | 
                215.9 | 
                17.2% | 
                18.9 | 
                1.5% | 
                98% | 
                True | 
                False | 
                61,234 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,340.6 | 
         
        
            | 
2.618             | 
            1,310.2 | 
         
        
            | 
1.618             | 
            1,291.6 | 
         
        
            | 
1.000             | 
            1,280.1 | 
         
        
            | 
0.618             | 
            1,273.0 | 
         
        
            | 
HIGH             | 
            1,261.5 | 
         
        
            | 
0.618             | 
            1,254.4 | 
         
        
            | 
0.500             | 
            1,252.2 | 
         
        
            | 
0.382             | 
            1,250.0 | 
         
        
            | 
LOW             | 
            1,242.9 | 
         
        
            | 
0.618             | 
            1,231.4 | 
         
        
            | 
1.000             | 
            1,224.3 | 
         
        
            | 
1.618             | 
            1,212.8 | 
         
        
            | 
2.618             | 
            1,194.2 | 
         
        
            | 
4.250             | 
            1,163.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,255.5 | 
                                1,253.1 | 
                             
                            
                                | PP | 
                                1,253.9 | 
                                1,249.1 | 
                             
                            
                                | S1 | 
                                1,252.2 | 
                                1,245.0 | 
                             
             
         |