| Trading Metrics calculated at close of trading on 15-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-May-2012 | 
                    15-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,585.5 | 
                        1,557.2 | 
                        -28.3 | 
                        -1.8% | 
                        1,641.6 | 
                     
                    
                        | High | 
                        1,585.8 | 
                        1,564.4 | 
                        -21.4 | 
                        -1.3% | 
                        1,644.0 | 
                     
                    
                        | Low | 
                        1,555.0 | 
                        1,541.2 | 
                        -13.8 | 
                        -0.9% | 
                        1,572.0 | 
                     
                    
                        | Close | 
                        1,561.0 | 
                        1,557.1 | 
                        -3.9 | 
                        -0.2% | 
                        1,584.0 | 
                     
                    
                        | Range | 
                        30.8 | 
                        23.2 | 
                        -7.6 | 
                        -24.7% | 
                        72.0 | 
                     
                    
                        | ATR | 
                        23.7 | 
                        23.7 | 
                        0.0 | 
                        -0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        151,965 | 
                        153,437 | 
                        1,472 | 
                        1.0% | 
                        758,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,623.8 | 
                1,613.7 | 
                1,569.9 | 
                 | 
             
            
                | R3 | 
                1,600.6 | 
                1,590.5 | 
                1,563.5 | 
                 | 
             
            
                | R2 | 
                1,577.4 | 
                1,577.4 | 
                1,561.4 | 
                 | 
             
            
                | R1 | 
                1,567.3 | 
                1,567.3 | 
                1,559.2 | 
                1,560.8 | 
             
            
                | PP | 
                1,554.2 | 
                1,554.2 | 
                1,554.2 | 
                1,551.0 | 
             
            
                | S1 | 
                1,544.1 | 
                1,544.1 | 
                1,555.0 | 
                1,537.6 | 
             
            
                | S2 | 
                1,531.0 | 
                1,531.0 | 
                1,552.8 | 
                 | 
             
            
                | S3 | 
                1,507.8 | 
                1,520.9 | 
                1,550.7 | 
                 | 
             
            
                | S4 | 
                1,484.6 | 
                1,497.7 | 
                1,544.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,607.0 | 
                1,541.2 | 
                65.8 | 
                4.2% | 
                24.6 | 
                1.6% | 
                24% | 
                False | 
                True | 
                154,961 | 
                 
                
                | 10 | 
                1,663.9 | 
                1,541.2 | 
                122.7 | 
                7.9% | 
                24.1 | 
                1.5% | 
                13% | 
                False | 
                True | 
                146,859 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,541.2 | 
                131.1 | 
                8.4% | 
                21.2 | 
                1.4% | 
                12% | 
                False | 
                True | 
                129,890 | 
                 
                
                | 40 | 
                1,699.6 | 
                1,541.2 | 
                158.4 | 
                10.2% | 
                22.6 | 
                1.5% | 
                10% | 
                False | 
                True | 
                112,093 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,541.2 | 
                253.9 | 
                16.3% | 
                25.6 | 
                1.6% | 
                6% | 
                False | 
                True | 
                80,339 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,541.2 | 
                253.9 | 
                16.3% | 
                25.5 | 
                1.6% | 
                6% | 
                False | 
                True | 
                61,590 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                17.1% | 
                25.1 | 
                1.6% | 
                11% | 
                False | 
                False | 
                50,146 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                17.1% | 
                26.4 | 
                1.7% | 
                11% | 
                False | 
                False | 
                42,184 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,663.0 | 
         
        
            | 
2.618             | 
            1,625.1 | 
         
        
            | 
1.618             | 
            1,601.9 | 
         
        
            | 
1.000             | 
            1,587.6 | 
         
        
            | 
0.618             | 
            1,578.7 | 
         
        
            | 
HIGH             | 
            1,564.4 | 
         
        
            | 
0.618             | 
            1,555.5 | 
         
        
            | 
0.500             | 
            1,552.8 | 
         
        
            | 
0.382             | 
            1,550.1 | 
         
        
            | 
LOW             | 
            1,541.2 | 
         
        
            | 
0.618             | 
            1,526.9 | 
         
        
            | 
1.000             | 
            1,518.0 | 
         
        
            | 
1.618             | 
            1,503.7 | 
         
        
            | 
2.618             | 
            1,480.5 | 
         
        
            | 
4.250             | 
            1,442.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,555.7 | 
                                1,568.2 | 
                             
                            
                                | PP | 
                                1,554.2 | 
                                1,564.5 | 
                             
                            
                                | S1 | 
                                1,552.8 | 
                                1,560.8 | 
                             
             
         |