| 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 | 
                        1,064.00 | 
                        1,093.75 | 
                        29.75 | 
                        2.8% | 
                        1,080.25 | 
                     
                    
                        | High | 
                        1,094.00 | 
                        1,100.75 | 
                        6.75 | 
                        0.6% | 
                        1,102.75 | 
                     
                    
                        | Low | 
                        1,062.50 | 
                        1,086.75 | 
                        24.25 | 
                        2.3% | 
                        1,032.75 | 
                     
                    
                        | Close | 
                        1,092.50 | 
                        1,099.25 | 
                        6.75 | 
                        0.6% | 
                        1,084.25 | 
                     
                    
                        | Range | 
                        31.50 | 
                        14.00 | 
                        -17.50 | 
                        -55.6% | 
                        70.00 | 
                     
                    
                        | ATR | 
                        30.49 | 
                        29.31 | 
                        -1.18 | 
                        -3.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,177 | 
                        20,788 | 
                        2,611 | 
                        14.4% | 
                        107,910 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,137.50 | 
                1,132.50 | 
                1,107.00 | 
                 | 
             
            
                | R3 | 
                1,123.50 | 
                1,118.50 | 
                1,103.00 | 
                 | 
             
            
                | R2 | 
                1,109.50 | 
                1,109.50 | 
                1,101.75 | 
                 | 
             
            
                | R1 | 
                1,104.50 | 
                1,104.50 | 
                1,100.50 | 
                1,107.00 | 
             
            
                | PP | 
                1,095.50 | 
                1,095.50 | 
                1,095.50 | 
                1,097.00 | 
             
            
                | S1 | 
                1,090.50 | 
                1,090.50 | 
                1,098.00 | 
                1,093.00 | 
             
            
                | S2 | 
                1,081.50 | 
                1,081.50 | 
                1,096.75 | 
                 | 
             
            
                | S3 | 
                1,067.50 | 
                1,076.50 | 
                1,095.50 | 
                 | 
             
            
                | S4 | 
                1,053.50 | 
                1,062.50 | 
                1,091.50 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                30.00 | 
                2.7% | 
                94% | 
                False | 
                False | 
                24,098 | 
                 
                
                | 10 | 
                1,112.50 | 
                1,032.75 | 
                79.75 | 
                7.3% | 
                32.00 | 
                2.9% | 
                83% | 
                False | 
                False | 
                18,089 | 
                 
                
                | 20 | 
                1,170.00 | 
                1,032.75 | 
                137.25 | 
                12.5% | 
                35.75 | 
                3.2% | 
                48% | 
                False | 
                False | 
                12,549 | 
                 
                
                | 40 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.3% | 
                26.25 | 
                2.4% | 
                37% | 
                False | 
                False | 
                7,348 | 
                 
                
                | 60 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.3% | 
                21.00 | 
                1.9% | 
                37% | 
                False | 
                False | 
                5,180 | 
                 
                
                | 80 | 
                1,211.50 | 
                1,032.75 | 
                178.75 | 
                16.3% | 
                18.75 | 
                1.7% | 
                37% | 
                False | 
                False | 
                3,898 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,160.25 | 
         
        
            | 
2.618             | 
            1,137.50 | 
         
        
            | 
1.618             | 
            1,123.50 | 
         
        
            | 
1.000             | 
            1,114.75 | 
         
        
            | 
0.618             | 
            1,109.50 | 
         
        
            | 
HIGH             | 
            1,100.75 | 
         
        
            | 
0.618             | 
            1,095.50 | 
         
        
            | 
0.500             | 
            1,093.75 | 
         
        
            | 
0.382             | 
            1,092.00 | 
         
        
            | 
LOW             | 
            1,086.75 | 
         
        
            | 
0.618             | 
            1,078.00 | 
         
        
            | 
1.000             | 
            1,072.75 | 
         
        
            | 
1.618             | 
            1,064.00 | 
         
        
            | 
2.618             | 
            1,050.00 | 
         
        
            | 
4.250             | 
            1,027.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,097.50 | 
                                1,093.50 | 
                             
                            
                                | PP | 
                                1,095.50 | 
                                1,087.50 | 
                             
                            
                                | S1 | 
                                1,093.75 | 
                                1,081.50 | 
                             
             
         |