| Trading Metrics calculated at close of trading on 16-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-May-2012 | 
                    16-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,557.2 | 
                        1,544.9 | 
                        -12.3 | 
                        -0.8% | 
                        1,641.6 | 
                     
                    
                        | High | 
                        1,564.4 | 
                        1,552.2 | 
                        -12.2 | 
                        -0.8% | 
                        1,644.0 | 
                     
                    
                        | Low | 
                        1,541.2 | 
                        1,526.7 | 
                        -14.5 | 
                        -0.9% | 
                        1,572.0 | 
                     
                    
                        | Close | 
                        1,557.1 | 
                        1,536.6 | 
                        -20.5 | 
                        -1.3% | 
                        1,584.0 | 
                     
                    
                        | Range | 
                        23.2 | 
                        25.5 | 
                        2.3 | 
                        9.9% | 
                        72.0 | 
                     
                    
                        | ATR | 
                        23.7 | 
                        24.2 | 
                        0.5 | 
                        2.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        153,437 | 
                        241,140 | 
                        87,703 | 
                        57.2% | 
                        758,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,615.0 | 
                1,601.3 | 
                1,550.6 | 
                 | 
             
            
                | R3 | 
                1,589.5 | 
                1,575.8 | 
                1,543.6 | 
                 | 
             
            
                | R2 | 
                1,564.0 | 
                1,564.0 | 
                1,541.3 | 
                 | 
             
            
                | R1 | 
                1,550.3 | 
                1,550.3 | 
                1,538.9 | 
                1,544.4 | 
             
            
                | PP | 
                1,538.5 | 
                1,538.5 | 
                1,538.5 | 
                1,535.6 | 
             
            
                | S1 | 
                1,524.8 | 
                1,524.8 | 
                1,534.3 | 
                1,518.9 | 
             
            
                | S2 | 
                1,513.0 | 
                1,513.0 | 
                1,531.9 | 
                 | 
             
            
                | S3 | 
                1,487.5 | 
                1,499.3 | 
                1,529.6 | 
                 | 
             
            
                | S4 | 
                1,462.0 | 
                1,473.8 | 
                1,522.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,602.2 | 
                1,526.7 | 
                75.5 | 
                4.9% | 
                24.0 | 
                1.6% | 
                13% | 
                False | 
                True | 
                164,131 | 
                 
                
                | 10 | 
                1,654.3 | 
                1,526.7 | 
                127.6 | 
                8.3% | 
                24.8 | 
                1.6% | 
                8% | 
                False | 
                True | 
                158,467 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.5% | 
                21.6 | 
                1.4% | 
                7% | 
                False | 
                True | 
                136,988 | 
                 
                
                | 40 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                11.3% | 
                22.7 | 
                1.5% | 
                6% | 
                False | 
                True | 
                117,571 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.5% | 
                25.5 | 
                1.7% | 
                4% | 
                False | 
                True | 
                84,282 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.5% | 
                25.6 | 
                1.7% | 
                4% | 
                False | 
                True | 
                64,550 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.5% | 
                25.1 | 
                1.6% | 
                4% | 
                False | 
                True | 
                52,534 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.5% | 
                26.4 | 
                1.7% | 
                4% | 
                False | 
                True | 
                44,166 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,660.6 | 
         
        
            | 
2.618             | 
            1,619.0 | 
         
        
            | 
1.618             | 
            1,593.5 | 
         
        
            | 
1.000             | 
            1,577.7 | 
         
        
            | 
0.618             | 
            1,568.0 | 
         
        
            | 
HIGH             | 
            1,552.2 | 
         
        
            | 
0.618             | 
            1,542.5 | 
         
        
            | 
0.500             | 
            1,539.5 | 
         
        
            | 
0.382             | 
            1,536.4 | 
         
        
            | 
LOW             | 
            1,526.7 | 
         
        
            | 
0.618             | 
            1,510.9 | 
         
        
            | 
1.000             | 
            1,501.2 | 
         
        
            | 
1.618             | 
            1,485.4 | 
         
        
            | 
2.618             | 
            1,459.9 | 
         
        
            | 
4.250             | 
            1,418.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,539.5 | 
                                1,556.3 | 
                             
                            
                                | PP | 
                                1,538.5 | 
                                1,549.7 | 
                             
                            
                                | S1 | 
                                1,537.6 | 
                                1,543.2 | 
                             
             
         |