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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-May-2011 | 24-May-2011 | Change | Change % | Previous Week |  
                        | Open | 2,308.75 | 2,294.50 | -14.25 | -0.6% | 2,327.50 |  
                        | High | 2,310.50 | 2,294.50 | -16.00 | -0.7% | 2,361.75 |  
                        | Low | 2,308.75 | 2,294.50 | -14.25 | -0.6% | 2,318.50 |  
                        | Close | 2,308.25 | 2,294.50 | -13.75 | -0.6% | 2,336.25 |  
                        | Range | 1.75 | 0.00 | -1.75 | -100.0% | 43.25 |  
                        | ATR | 18.43 | 18.09 | -0.33 | -1.8% | 0.00 |  
                        | Volume | 1 | 2 | 1 | 100.0% | 7 |  | 
    
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            | Daily Pivots for day following 24-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,294.50 | 2,294.50 | 2,294.50 |  |  
                | R3 | 2,294.50 | 2,294.50 | 2,294.50 |  |  
                | R2 | 2,294.50 | 2,294.50 | 2,294.50 |  |  
                | R1 | 2,294.50 | 2,294.50 | 2,294.50 | 2,294.50 |  
                | PP | 2,294.50 | 2,294.50 | 2,294.50 | 2,294.50 |  
                | S1 | 2,294.50 | 2,294.50 | 2,294.50 | 2,294.50 |  
                | S2 | 2,294.50 | 2,294.50 | 2,294.50 |  |  
                | S3 | 2,294.50 | 2,294.50 | 2,294.50 |  |  
                | S4 | 2,294.50 | 2,294.50 | 2,294.50 |  |  | 
        
            | Weekly Pivots for week ending 20-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,468.50 | 2,445.75 | 2,360.00 |  |  
                | R3 | 2,425.25 | 2,402.50 | 2,348.25 |  |  
                | R2 | 2,382.00 | 2,382.00 | 2,344.25 |  |  
                | R1 | 2,359.25 | 2,359.25 | 2,340.25 | 2,370.50 |  
                | PP | 2,338.75 | 2,338.75 | 2,338.75 | 2,344.50 |  
                | S1 | 2,316.00 | 2,316.00 | 2,332.25 | 2,327.50 |  
                | S2 | 2,295.50 | 2,295.50 | 2,328.25 |  |  
                | S3 | 2,252.25 | 2,272.75 | 2,324.25 |  |  
                | S4 | 2,209.00 | 2,229.50 | 2,312.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 2,361.75 | 2,294.50 | 67.25 | 2.9% | 0.25 | 0.0% | 0% | False | True | 1 |  
                | 10 | 2,399.75 | 2,294.50 | 105.25 | 4.6% | 2.00 | 0.1% | 0% | False | True | 1 |  
                | 20 | 2,402.00 | 2,294.50 | 107.50 | 4.7% | 1.00 | 0.0% | 0% | False | True | 2 |  
                | 40 | 2,402.00 | 2,257.75 | 144.25 | 6.3% | 2.75 | 0.1% | 25% | False | False | 4 |  
                | 60 | 2,402.00 | 2,193.50 | 208.50 | 9.1% | 4.50 | 0.2% | 48% | False | False | 5 |  
                | 80 | 2,402.00 | 2,193.50 | 208.50 | 9.1% | 3.50 | 0.1% | 48% | False | False | 5 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,294.50 |  
            | 2.618 | 2,294.50 |  
            | 1.618 | 2,294.50 |  
            | 1.000 | 2,294.50 |  
            | 0.618 | 2,294.50 |  
            | HIGH | 2,294.50 |  
            | 0.618 | 2,294.50 |  
            | 0.500 | 2,294.50 |  
            | 0.382 | 2,294.50 |  
            | LOW | 2,294.50 |  
            | 0.618 | 2,294.50 |  
            | 1.000 | 2,294.50 |  
            | 1.618 | 2,294.50 |  
            | 2.618 | 2,294.50 |  
            | 4.250 | 2,294.50 |  
        |  |  |