| Trading Metrics calculated at close of trading on 08-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-May-2012 | 
                    08-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,641.6 | 
                        1,638.9 | 
                        -2.7 | 
                        -0.2% | 
                        1,663.0 | 
                     
                    
                        | High | 
                        1,644.0 | 
                        1,639.5 | 
                        -4.5 | 
                        -0.3% | 
                        1,672.3 | 
                     
                    
                        | Low | 
                        1,632.2 | 
                        1,595.5 | 
                        -36.7 | 
                        -2.2% | 
                        1,626.8 | 
                     
                    
                        | Close | 
                        1,639.1 | 
                        1,604.5 | 
                        -34.6 | 
                        -2.1% | 
                        1,645.2 | 
                     
                    
                        | Range | 
                        11.8 | 
                        44.0 | 
                        32.2 | 
                        272.9% | 
                        45.5 | 
                     
                    
                        | ATR | 
                        21.6 | 
                        23.2 | 
                        1.6 | 
                        7.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        88,034 | 
                        201,493 | 
                        113,459 | 
                        128.9% | 
                        612,679 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,745.2 | 
                1,718.8 | 
                1,628.7 | 
                 | 
             
            
                | R3 | 
                1,701.2 | 
                1,674.8 | 
                1,616.6 | 
                 | 
             
            
                | R2 | 
                1,657.2 | 
                1,657.2 | 
                1,612.6 | 
                 | 
             
            
                | R1 | 
                1,630.8 | 
                1,630.8 | 
                1,608.5 | 
                1,622.0 | 
             
            
                | PP | 
                1,613.2 | 
                1,613.2 | 
                1,613.2 | 
                1,608.8 | 
             
            
                | S1 | 
                1,586.8 | 
                1,586.8 | 
                1,600.5 | 
                1,578.0 | 
             
            
                | S2 | 
                1,569.2 | 
                1,569.2 | 
                1,596.4 | 
                 | 
             
            
                | S3 | 
                1,525.2 | 
                1,542.8 | 
                1,592.4 | 
                 | 
             
            
                | S4 | 
                1,481.2 | 
                1,498.8 | 
                1,580.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,784.6 | 
                1,760.4 | 
                1,670.2 | 
                 | 
             
            
                | R3 | 
                1,739.1 | 
                1,714.9 | 
                1,657.7 | 
                 | 
             
            
                | R2 | 
                1,693.6 | 
                1,693.6 | 
                1,653.5 | 
                 | 
             
            
                | R1 | 
                1,669.4 | 
                1,669.4 | 
                1,649.4 | 
                1,658.8 | 
             
            
                | PP | 
                1,648.1 | 
                1,648.1 | 
                1,648.1 | 
                1,642.8 | 
             
            
                | S1 | 
                1,623.9 | 
                1,623.9 | 
                1,641.0 | 
                1,613.3 | 
             
            
                | S2 | 
                1,602.6 | 
                1,602.6 | 
                1,636.9 | 
                 | 
             
            
                | S3 | 
                1,557.1 | 
                1,578.4 | 
                1,632.7 | 
                 | 
             
            
                | S4 | 
                1,511.6 | 
                1,532.9 | 
                1,620.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,663.9 | 
                1,595.5 | 
                68.4 | 
                4.3% | 
                23.6 | 
                1.5% | 
                13% | 
                False | 
                True | 
                138,757 | 
                 
                
                | 10 | 
                1,672.3 | 
                1,595.5 | 
                76.8 | 
                4.8% | 
                21.4 | 
                1.3% | 
                12% | 
                False | 
                True | 
                127,189 | 
                 
                
                | 20 | 
                1,681.3 | 
                1,595.5 | 
                85.8 | 
                5.3% | 
                20.6 | 
                1.3% | 
                10% | 
                False | 
                True | 
                120,644 | 
                 
                
                | 40 | 
                1,708.4 | 
                1,595.5 | 
                112.9 | 
                7.0% | 
                23.6 | 
                1.5% | 
                8% | 
                False | 
                True | 
                96,397 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,595.5 | 
                199.6 | 
                12.4% | 
                25.1 | 
                1.6% | 
                5% | 
                False | 
                True | 
                67,847 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,595.5 | 
                199.6 | 
                12.4% | 
                25.4 | 
                1.6% | 
                5% | 
                False | 
                True | 
                52,379 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.6% | 
                25.7 | 
                1.6% | 
                28% | 
                False | 
                False | 
                42,510 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.6% | 
                26.9 | 
                1.7% | 
                28% | 
                False | 
                False | 
                35,776 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,826.5 | 
         
        
            | 
2.618             | 
            1,754.7 | 
         
        
            | 
1.618             | 
            1,710.7 | 
         
        
            | 
1.000             | 
            1,683.5 | 
         
        
            | 
0.618             | 
            1,666.7 | 
         
        
            | 
HIGH             | 
            1,639.5 | 
         
        
            | 
0.618             | 
            1,622.7 | 
         
        
            | 
0.500             | 
            1,617.5 | 
         
        
            | 
0.382             | 
            1,612.3 | 
         
        
            | 
LOW             | 
            1,595.5 | 
         
        
            | 
0.618             | 
            1,568.3 | 
         
        
            | 
1.000             | 
            1,551.5 | 
         
        
            | 
1.618             | 
            1,524.3 | 
         
        
            | 
2.618             | 
            1,480.3 | 
         
        
            | 
4.250             | 
            1,408.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,617.5 | 
                                1,621.8 | 
                             
                            
                                | PP | 
                                1,613.2 | 
                                1,616.0 | 
                             
                            
                                | S1 | 
                                1,608.8 | 
                                1,610.3 | 
                             
             
         |