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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jun-2011 | 21-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 5,660.0 | 5,666.0 | 6.0 | 0.1% | 5,734.0 |  
                        | High | 5,674.5 | 5,754.0 | 79.5 | 1.4% | 5,789.0 |  
                        | Low | 5,610.0 | 5,653.0 | 43.0 | 0.8% | 5,605.5 |  
                        | Close | 5,666.0 | 5,748.5 | 82.5 | 1.5% | 5,667.0 |  
                        | Range | 64.5 | 101.0 | 36.5 | 56.6% | 183.5 |  
                        | ATR | 79.8 | 81.3 | 1.5 | 1.9% | 0.0 |  
                        | Volume | 83,699 | 81,319 | -2,380 | -2.8% | 891,536 |  | 
    
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            | Daily Pivots for day following 21-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,021.5 | 5,986.0 | 5,804.0 |  |  
                | R3 | 5,920.5 | 5,885.0 | 5,776.5 |  |  
                | R2 | 5,819.5 | 5,819.5 | 5,767.0 |  |  
                | R1 | 5,784.0 | 5,784.0 | 5,758.0 | 5,802.0 |  
                | PP | 5,718.5 | 5,718.5 | 5,718.5 | 5,727.5 |  
                | S1 | 5,683.0 | 5,683.0 | 5,739.0 | 5,701.0 |  
                | S2 | 5,617.5 | 5,617.5 | 5,730.0 |  |  
                | S3 | 5,516.5 | 5,582.0 | 5,720.5 |  |  
                | S4 | 5,415.5 | 5,481.0 | 5,693.0 |  |  | 
        
            | Weekly Pivots for week ending 17-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,237.5 | 6,136.0 | 5,768.0 |  |  
                | R3 | 6,054.0 | 5,952.5 | 5,717.5 |  |  
                | R2 | 5,870.5 | 5,870.5 | 5,700.5 |  |  
                | R1 | 5,769.0 | 5,769.0 | 5,684.0 | 5,728.0 |  
                | PP | 5,687.0 | 5,687.0 | 5,687.0 | 5,667.0 |  
                | S1 | 5,585.5 | 5,585.5 | 5,650.0 | 5,544.5 |  
                | S2 | 5,503.5 | 5,503.5 | 5,633.5 |  |  
                | S3 | 5,320.0 | 5,402.0 | 5,616.5 |  |  
                | S4 | 5,136.5 | 5,218.5 | 5,566.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,778.0 | 5,605.5 | 172.5 | 3.0% | 93.5 | 1.6% | 83% | False | False | 137,875 |  
                | 10 | 5,841.5 | 5,605.5 | 236.0 | 4.1% | 87.5 | 1.5% | 61% | False | False | 117,463 |  
                | 20 | 5,957.0 | 5,605.5 | 351.5 | 6.1% | 72.0 | 1.3% | 41% | False | False | 60,132 |  
                | 40 | 6,042.0 | 5,605.5 | 436.5 | 7.6% | 67.0 | 1.2% | 33% | False | False | 30,106 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,183.0 |  
            | 2.618 | 6,018.5 |  
            | 1.618 | 5,917.5 |  
            | 1.000 | 5,855.0 |  
            | 0.618 | 5,816.5 |  
            | HIGH | 5,754.0 |  
            | 0.618 | 5,715.5 |  
            | 0.500 | 5,703.5 |  
            | 0.382 | 5,691.5 |  
            | LOW | 5,653.0 |  
            | 0.618 | 5,590.5 |  
            | 1.000 | 5,552.0 |  
            | 1.618 | 5,489.5 |  
            | 2.618 | 5,388.5 |  
            | 4.250 | 5,224.0 |  
        |  |  |