| Trading Metrics calculated at close of trading on 09-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-May-2012 | 
                    09-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,638.9 | 
                        1,605.9 | 
                        -33.0 | 
                        -2.0% | 
                        1,663.0 | 
                     
                    
                        | High | 
                        1,639.5 | 
                        1,607.0 | 
                        -32.5 | 
                        -2.0% | 
                        1,672.3 | 
                     
                    
                        | Low | 
                        1,595.5 | 
                        1,578.5 | 
                        -17.0 | 
                        -1.1% | 
                        1,626.8 | 
                     
                    
                        | Close | 
                        1,604.5 | 
                        1,594.2 | 
                        -10.3 | 
                        -0.6% | 
                        1,645.2 | 
                     
                    
                        | Range | 
                        44.0 | 
                        28.5 | 
                        -15.5 | 
                        -35.2% | 
                        45.5 | 
                     
                    
                        | ATR | 
                        23.2 | 
                        23.6 | 
                        0.4 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        201,493 | 
                        195,289 | 
                        -6,204 | 
                        -3.1% | 
                        612,679 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,678.7 | 
                1,665.0 | 
                1,609.9 | 
                 | 
             
            
                | R3 | 
                1,650.2 | 
                1,636.5 | 
                1,602.0 | 
                 | 
             
            
                | R2 | 
                1,621.7 | 
                1,621.7 | 
                1,599.4 | 
                 | 
             
            
                | R1 | 
                1,608.0 | 
                1,608.0 | 
                1,596.8 | 
                1,600.6 | 
             
            
                | PP | 
                1,593.2 | 
                1,593.2 | 
                1,593.2 | 
                1,589.6 | 
             
            
                | S1 | 
                1,579.5 | 
                1,579.5 | 
                1,591.6 | 
                1,572.1 | 
             
            
                | S2 | 
                1,564.7 | 
                1,564.7 | 
                1,589.0 | 
                 | 
             
            
                | S3 | 
                1,536.2 | 
                1,551.0 | 
                1,586.4 | 
                 | 
             
            
                | S4 | 
                1,507.7 | 
                1,522.5 | 
                1,578.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,654.3 | 
                1,578.5 | 
                75.8 | 
                4.8% | 
                25.7 | 
                1.6% | 
                21% | 
                False | 
                True | 
                152,803 | 
                 
                
                | 10 | 
                1,672.3 | 
                1,578.5 | 
                93.8 | 
                5.9% | 
                22.0 | 
                1.4% | 
                17% | 
                False | 
                True | 
                130,861 | 
                 
                
                | 20 | 
                1,681.3 | 
                1,578.5 | 
                102.8 | 
                6.4% | 
                21.5 | 
                1.3% | 
                15% | 
                False | 
                True | 
                125,480 | 
                 
                
                | 40 | 
                1,699.6 | 
                1,578.5 | 
                121.1 | 
                7.6% | 
                23.3 | 
                1.5% | 
                13% | 
                False | 
                True | 
                100,304 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,578.5 | 
                216.6 | 
                13.6% | 
                25.3 | 
                1.6% | 
                7% | 
                False | 
                True | 
                71,032 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,578.5 | 
                216.6 | 
                13.6% | 
                25.4 | 
                1.6% | 
                7% | 
                False | 
                True | 
                54,762 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.7% | 
                25.2 | 
                1.6% | 
                25% | 
                False | 
                False | 
                44,439 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.7% | 
                26.9 | 
                1.7% | 
                25% | 
                False | 
                False | 
                37,401 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,728.1 | 
         
        
            | 
2.618             | 
            1,681.6 | 
         
        
            | 
1.618             | 
            1,653.1 | 
         
        
            | 
1.000             | 
            1,635.5 | 
         
        
            | 
0.618             | 
            1,624.6 | 
         
        
            | 
HIGH             | 
            1,607.0 | 
         
        
            | 
0.618             | 
            1,596.1 | 
         
        
            | 
0.500             | 
            1,592.8 | 
         
        
            | 
0.382             | 
            1,589.4 | 
         
        
            | 
LOW             | 
            1,578.5 | 
         
        
            | 
0.618             | 
            1,560.9 | 
         
        
            | 
1.000             | 
            1,550.0 | 
         
        
            | 
1.618             | 
            1,532.4 | 
         
        
            | 
2.618             | 
            1,503.9 | 
         
        
            | 
4.250             | 
            1,457.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,593.7 | 
                                1,611.3 | 
                             
                            
                                | PP | 
                                1,593.2 | 
                                1,605.6 | 
                             
                            
                                | S1 | 
                                1,592.8 | 
                                1,599.9 | 
                             
             
         |