| Trading Metrics calculated at close of trading on 17-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-May-2012 | 
                    17-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,544.9 | 
                        1,538.6 | 
                        -6.3 | 
                        -0.4% | 
                        1,641.6 | 
                     
                    
                        | High | 
                        1,552.2 | 
                        1,579.8 | 
                        27.6 | 
                        1.8% | 
                        1,644.0 | 
                     
                    
                        | Low | 
                        1,526.7 | 
                        1,538.4 | 
                        11.7 | 
                        0.8% | 
                        1,572.0 | 
                     
                    
                        | Close | 
                        1,536.6 | 
                        1,574.9 | 
                        38.3 | 
                        2.5% | 
                        1,584.0 | 
                     
                    
                        | Range | 
                        25.5 | 
                        41.4 | 
                        15.9 | 
                        62.4% | 
                        72.0 | 
                     
                    
                        | ATR | 
                        24.2 | 
                        25.5 | 
                        1.4 | 
                        5.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        241,140 | 
                        202,392 | 
                        -38,748 | 
                        -16.1% | 
                        758,931 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,688.6 | 
                1,673.1 | 
                1,597.7 | 
                 | 
             
            
                | R3 | 
                1,647.2 | 
                1,631.7 | 
                1,586.3 | 
                 | 
             
            
                | R2 | 
                1,605.8 | 
                1,605.8 | 
                1,582.5 | 
                 | 
             
            
                | R1 | 
                1,590.3 | 
                1,590.3 | 
                1,578.7 | 
                1,598.1 | 
             
            
                | PP | 
                1,564.4 | 
                1,564.4 | 
                1,564.4 | 
                1,568.2 | 
             
            
                | S1 | 
                1,548.9 | 
                1,548.9 | 
                1,571.1 | 
                1,556.7 | 
             
            
                | S2 | 
                1,523.0 | 
                1,523.0 | 
                1,567.3 | 
                 | 
             
            
                | S3 | 
                1,481.6 | 
                1,507.5 | 
                1,563.5 | 
                 | 
             
            
                | S4 | 
                1,440.2 | 
                1,466.1 | 
                1,552.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,595.2 | 
                1,526.7 | 
                68.5 | 
                4.3% | 
                28.8 | 
                1.8% | 
                70% | 
                False | 
                False | 
                178,164 | 
                 
                
                | 10 | 
                1,648.0 | 
                1,526.7 | 
                121.3 | 
                7.7% | 
                26.7 | 
                1.7% | 
                40% | 
                False | 
                False | 
                164,565 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.2% | 
                22.5 | 
                1.4% | 
                33% | 
                False | 
                False | 
                139,506 | 
                 
                
                | 40 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                11.0% | 
                23.3 | 
                1.5% | 
                28% | 
                False | 
                False | 
                122,115 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                25.7 | 
                1.6% | 
                18% | 
                False | 
                False | 
                87,553 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                25.9 | 
                1.6% | 
                18% | 
                False | 
                False | 
                67,021 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                25.3 | 
                1.6% | 
                18% | 
                False | 
                False | 
                54,542 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                26.5 | 
                1.7% | 
                18% | 
                False | 
                False | 
                45,843 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,755.8 | 
         
        
            | 
2.618             | 
            1,688.2 | 
         
        
            | 
1.618             | 
            1,646.8 | 
         
        
            | 
1.000             | 
            1,621.2 | 
         
        
            | 
0.618             | 
            1,605.4 | 
         
        
            | 
HIGH             | 
            1,579.8 | 
         
        
            | 
0.618             | 
            1,564.0 | 
         
        
            | 
0.500             | 
            1,559.1 | 
         
        
            | 
0.382             | 
            1,554.2 | 
         
        
            | 
LOW             | 
            1,538.4 | 
         
        
            | 
0.618             | 
            1,512.8 | 
         
        
            | 
1.000             | 
            1,497.0 | 
         
        
            | 
1.618             | 
            1,471.4 | 
         
        
            | 
2.618             | 
            1,430.0 | 
         
        
            | 
4.250             | 
            1,362.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,569.6 | 
                                1,567.7 | 
                             
                            
                                | PP | 
                                1,564.4 | 
                                1,560.5 | 
                             
                            
                                | S1 | 
                                1,559.1 | 
                                1,553.3 | 
                             
             
         |