| 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 | 
                        1,088.00 | 
                        1,064.00 | 
                        -24.00 | 
                        -2.2% | 
                        1,080.25 | 
                     
                    
                        | High | 
                        1,091.50 | 
                        1,094.00 | 
                        2.50 | 
                        0.2% | 
                        1,102.75 | 
                     
                    
                        | Low | 
                        1,064.25 | 
                        1,062.50 | 
                        -1.75 | 
                        -0.2% | 
                        1,032.75 | 
                     
                    
                        | Close | 
                        1,065.25 | 
                        1,092.50 | 
                        27.25 | 
                        2.6% | 
                        1,084.25 | 
                     
                    
                        | Range | 
                        27.25 | 
                        31.50 | 
                        4.25 | 
                        15.6% | 
                        70.00 | 
                     
                    
                        | ATR | 
                        30.41 | 
                        30.49 | 
                        0.08 | 
                        0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        21,138 | 
                        18,177 | 
                        -2,961 | 
                        -14.0% | 
                        107,910 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,177.50 | 
                1,166.50 | 
                1,109.75 | 
                 | 
             
            
                | R3 | 
                1,146.00 | 
                1,135.00 | 
                1,101.25 | 
                 | 
             
            
                | R2 | 
                1,114.50 | 
                1,114.50 | 
                1,098.25 | 
                 | 
             
            
                | R1 | 
                1,103.50 | 
                1,103.50 | 
                1,095.50 | 
                1,109.00 | 
             
            
                | PP | 
                1,083.00 | 
                1,083.00 | 
                1,083.00 | 
                1,085.75 | 
             
            
                | S1 | 
                1,072.00 | 
                1,072.00 | 
                1,089.50 | 
                1,077.50 | 
             
            
                | S2 | 
                1,051.50 | 
                1,051.50 | 
                1,086.75 | 
                 | 
             
            
                | S3 | 
                1,020.00 | 
                1,040.50 | 
                1,083.75 | 
                 | 
             
            
                | S4 | 
                988.50 | 
                1,009.00 | 
                1,075.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,283.25 | 
                1,253.75 | 
                1,122.75 | 
                 | 
             
            
                | R3 | 
                1,213.25 | 
                1,183.75 | 
                1,103.50 | 
                 | 
             
            
                | R2 | 
                1,143.25 | 
                1,143.25 | 
                1,097.00 | 
                 | 
             
            
                | R1 | 
                1,113.75 | 
                1,113.75 | 
                1,090.75 | 
                1,128.50 | 
             
            
                | PP | 
                1,073.25 | 
                1,073.25 | 
                1,073.25 | 
                1,080.50 | 
             
            
                | S1 | 
                1,043.75 | 
                1,043.75 | 
                1,077.75 | 
                1,058.50 | 
             
            
                | S2 | 
                1,003.25 | 
                1,003.25 | 
                1,071.50 | 
                 | 
             
            
                | S3 | 
                933.25 | 
                973.75 | 
                1,065.00 | 
                 | 
             
            
                | S4 | 
                863.25 | 
                903.75 | 
                1,045.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,102.75 | 
                1,045.00 | 
                57.75 | 
                5.3% | 
                33.00 | 
                3.0% | 
                82% | 
                False | 
                False | 
                26,332 | 
                 
                
                | 10 | 
                1,118.50 | 
                1,032.75 | 
                85.75 | 
                7.8% | 
                33.00 | 
                3.0% | 
                70% | 
                False | 
                False | 
                16,565 | 
                 
                
                | 20 | 
                1,170.25 | 
                1,032.75 | 
                137.50 | 
                12.6% | 
                36.00 | 
                3.3% | 
                43% | 
                False | 
                False | 
                11,760 | 
                 
                
                | 40 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.4% | 
                26.00 | 
                2.4% | 
                33% | 
                False | 
                False | 
                6,882 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.4% | 
                21.00 | 
                1.9% | 
                33% | 
                False | 
                False | 
                4,834 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.4% | 
                18.75 | 
                1.7% | 
                33% | 
                False | 
                False | 
                3,639 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,228.00 | 
         
        
            | 
2.618             | 
            1,176.50 | 
         
        
            | 
1.618             | 
            1,145.00 | 
         
        
            | 
1.000             | 
            1,125.50 | 
         
        
            | 
0.618             | 
            1,113.50 | 
         
        
            | 
HIGH             | 
            1,094.00 | 
         
        
            | 
0.618             | 
            1,082.00 | 
         
        
            | 
0.500             | 
            1,078.25 | 
         
        
            | 
0.382             | 
            1,074.50 | 
         
        
            | 
LOW             | 
            1,062.50 | 
         
        
            | 
0.618             | 
            1,043.00 | 
         
        
            | 
1.000             | 
            1,031.00 | 
         
        
            | 
1.618             | 
            1,011.50 | 
         
        
            | 
2.618             | 
            980.00 | 
         
        
            | 
4.250             | 
            928.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,087.75 | 
                                1,089.25 | 
                             
                            
                                | PP | 
                                1,083.00 | 
                                1,086.00 | 
                             
                            
                                | S1 | 
                                1,078.25 | 
                                1,082.50 | 
                             
             
         |