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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-May-2011 | 27-May-2011 | Change | Change % | Previous Week |  
                        | Open | 2,305.50 | 2,322.00 | 16.50 | 0.7% | 2,339.25 |  
                        | High | 2,326.50 | 2,334.50 | 8.00 | 0.3% | 2,339.25 |  
                        | Low | 2,299.25 | 2,319.00 | 19.75 | 0.9% | 2,277.75 |  
                        | Close | 2,321.50 | 2,328.75 | 7.25 | 0.3% | 2,328.75 |  
                        | Range | 27.25 | 15.50 | -11.75 | -43.1% | 61.50 |  
                        | ATR | 31.61 | 30.46 | -1.15 | -3.6% | 0.00 |  
                        | Volume | 328 | 275 | -53 | -16.2% | 1,256 |  | 
    
| 
        
            | Daily Pivots for day following 27-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,374.00 | 2,366.75 | 2,337.25 |  |  
                | R3 | 2,358.50 | 2,351.25 | 2,333.00 |  |  
                | R2 | 2,343.00 | 2,343.00 | 2,331.50 |  |  
                | R1 | 2,335.75 | 2,335.75 | 2,330.25 | 2,339.50 |  
                | PP | 2,327.50 | 2,327.50 | 2,327.50 | 2,329.25 |  
                | S1 | 2,320.25 | 2,320.25 | 2,327.25 | 2,324.00 |  
                | S2 | 2,312.00 | 2,312.00 | 2,326.00 |  |  
                | S3 | 2,296.50 | 2,304.75 | 2,324.50 |  |  
                | S4 | 2,281.00 | 2,289.25 | 2,320.25 |  |  | 
        
            | Weekly Pivots for week ending 27-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,499.75 | 2,475.75 | 2,362.50 |  |  
                | R3 | 2,438.25 | 2,414.25 | 2,345.75 |  |  
                | R2 | 2,376.75 | 2,376.75 | 2,340.00 |  |  
                | R1 | 2,352.75 | 2,352.75 | 2,334.50 | 2,334.00 |  
                | PP | 2,315.25 | 2,315.25 | 2,315.25 | 2,306.00 |  
                | S1 | 2,291.25 | 2,291.25 | 2,323.00 | 2,272.50 |  
                | S2 | 2,253.75 | 2,253.75 | 2,317.50 |  |  
                | S3 | 2,192.25 | 2,229.75 | 2,311.75 |  |  
                | S4 | 2,130.75 | 2,168.25 | 2,295.00 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,400.50 |  
            | 2.618 | 2,375.00 |  
            | 1.618 | 2,359.50 |  
            | 1.000 | 2,350.00 |  
            | 0.618 | 2,344.00 |  
            | HIGH | 2,334.50 |  
            | 0.618 | 2,328.50 |  
            | 0.500 | 2,326.75 |  
            | 0.382 | 2,325.00 |  
            | LOW | 2,319.00 |  
            | 0.618 | 2,309.50 |  
            | 1.000 | 2,303.50 |  
            | 1.618 | 2,294.00 |  
            | 2.618 | 2,278.50 |  
            | 4.250 | 2,253.00 |  
        |  |  |