| Trading Metrics calculated at close of trading on 11-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2012 | 
                    11-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,589.7 | 
                        1,593.5 | 
                        3.8 | 
                        0.2% | 
                        1,641.6 | 
                     
                    
                        | High | 
                        1,602.2 | 
                        1,595.2 | 
                        -7.0 | 
                        -0.4% | 
                        1,644.0 | 
                     
                    
                        | Low | 
                        1,585.0 | 
                        1,572.0 | 
                        -13.0 | 
                        -0.8% | 
                        1,572.0 | 
                     
                    
                        | Close | 
                        1,595.5 | 
                        1,584.0 | 
                        -11.5 | 
                        -0.7% | 
                        1,584.0 | 
                     
                    
                        | Range | 
                        17.2 | 
                        23.2 | 
                        6.0 | 
                        34.9% | 
                        72.0 | 
                     
                    
                        | ATR | 
                        23.1 | 
                        23.2 | 
                        0.0 | 
                        0.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        132,226 | 
                        141,889 | 
                        9,663 | 
                        7.3% | 
                        758,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,653.3 | 
                1,641.9 | 
                1,596.8 | 
                 | 
             
            
                | R3 | 
                1,630.1 | 
                1,618.7 | 
                1,590.4 | 
                 | 
             
            
                | R2 | 
                1,606.9 | 
                1,606.9 | 
                1,588.3 | 
                 | 
             
            
                | R1 | 
                1,595.5 | 
                1,595.5 | 
                1,586.1 | 
                1,589.6 | 
             
            
                | PP | 
                1,583.7 | 
                1,583.7 | 
                1,583.7 | 
                1,580.8 | 
             
            
                | S1 | 
                1,572.3 | 
                1,572.3 | 
                1,581.9 | 
                1,566.4 | 
             
            
                | S2 | 
                1,560.5 | 
                1,560.5 | 
                1,579.7 | 
                 | 
             
            
                | S3 | 
                1,537.3 | 
                1,549.1 | 
                1,577.6 | 
                 | 
             
            
                | S4 | 
                1,514.1 | 
                1,525.9 | 
                1,571.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,816.0 | 
                1,772.0 | 
                1,623.6 | 
                 | 
             
            
                | R3 | 
                1,744.0 | 
                1,700.0 | 
                1,603.8 | 
                 | 
             
            
                | R2 | 
                1,672.0 | 
                1,672.0 | 
                1,597.2 | 
                 | 
             
            
                | R1 | 
                1,628.0 | 
                1,628.0 | 
                1,590.6 | 
                1,614.0 | 
             
            
                | PP | 
                1,600.0 | 
                1,600.0 | 
                1,600.0 | 
                1,593.0 | 
             
            
                | S1 | 
                1,556.0 | 
                1,556.0 | 
                1,577.4 | 
                1,542.0 | 
             
            
                | S2 | 
                1,528.0 | 
                1,528.0 | 
                1,570.8 | 
                 | 
             
            
                | S3 | 
                1,456.0 | 
                1,484.0 | 
                1,564.2 | 
                 | 
             
            
                | S4 | 
                1,384.0 | 
                1,412.0 | 
                1,544.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,644.0 | 
                1,572.0 | 
                72.0 | 
                4.5% | 
                24.9 | 
                1.6% | 
                17% | 
                False | 
                True | 
                151,786 | 
                 
                
                | 10 | 
                1,672.3 | 
                1,572.0 | 
                100.3 | 
                6.3% | 
                22.4 | 
                1.4% | 
                12% | 
                False | 
                True | 
                137,161 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,572.0 | 
                100.3 | 
                6.3% | 
                20.5 | 
                1.3% | 
                12% | 
                False | 
                True | 
                126,756 | 
                 
                
                | 40 | 
                1,699.6 | 
                1,572.0 | 
                127.6 | 
                8.1% | 
                22.3 | 
                1.4% | 
                9% | 
                False | 
                True | 
                105,832 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,572.0 | 
                223.1 | 
                14.1% | 
                25.4 | 
                1.6% | 
                5% | 
                False | 
                True | 
                75,425 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,572.0 | 
                223.1 | 
                14.1% | 
                25.3 | 
                1.6% | 
                5% | 
                False | 
                True | 
                57,972 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.8% | 
                25.0 | 
                1.6% | 
                21% | 
                False | 
                False | 
                47,133 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.8% | 
                26.6 | 
                1.7% | 
                21% | 
                False | 
                False | 
                39,664 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,693.8 | 
         
        
            | 
2.618             | 
            1,655.9 | 
         
        
            | 
1.618             | 
            1,632.7 | 
         
        
            | 
1.000             | 
            1,618.4 | 
         
        
            | 
0.618             | 
            1,609.5 | 
         
        
            | 
HIGH             | 
            1,595.2 | 
         
        
            | 
0.618             | 
            1,586.3 | 
         
        
            | 
0.500             | 
            1,583.6 | 
         
        
            | 
0.382             | 
            1,580.9 | 
         
        
            | 
LOW             | 
            1,572.0 | 
         
        
            | 
0.618             | 
            1,557.7 | 
         
        
            | 
1.000             | 
            1,548.8 | 
         
        
            | 
1.618             | 
            1,534.5 | 
         
        
            | 
2.618             | 
            1,511.3 | 
         
        
            | 
4.250             | 
            1,473.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,583.9 | 
                                1,589.5 | 
                             
                            
                                | PP | 
                                1,583.7 | 
                                1,587.7 | 
                             
                            
                                | S1 | 
                                1,583.6 | 
                                1,585.8 | 
                             
             
         |