| Trading Metrics calculated at close of trading on 22-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2012 | 
                    22-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,590.2 | 
                        1,593.0 | 
                        2.8 | 
                        0.2% | 
                        1,585.5 | 
                     
                    
                        | High | 
                        1,599.0 | 
                        1,594.4 | 
                        -4.6 | 
                        -0.3% | 
                        1,597.5 | 
                     
                    
                        | Low | 
                        1,584.5 | 
                        1,561.0 | 
                        -23.5 | 
                        -1.5% | 
                        1,526.7 | 
                     
                    
                        | Close | 
                        1,588.7 | 
                        1,576.6 | 
                        -12.1 | 
                        -0.8% | 
                        1,591.9 | 
                     
                    
                        | Range | 
                        14.5 | 
                        33.4 | 
                        18.9 | 
                        130.3% | 
                        70.8 | 
                     
                    
                        | ATR | 
                        25.0 | 
                        25.6 | 
                        0.6 | 
                        2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        131,205 | 
                        165,889 | 
                        34,684 | 
                        26.4% | 
                        911,982 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,677.5 | 
                1,660.5 | 
                1,595.0 | 
                 | 
             
            
                | R3 | 
                1,644.1 | 
                1,627.1 | 
                1,585.8 | 
                 | 
             
            
                | R2 | 
                1,610.7 | 
                1,610.7 | 
                1,582.7 | 
                 | 
             
            
                | R1 | 
                1,593.7 | 
                1,593.7 | 
                1,579.7 | 
                1,585.5 | 
             
            
                | PP | 
                1,577.3 | 
                1,577.3 | 
                1,577.3 | 
                1,573.3 | 
             
            
                | S1 | 
                1,560.3 | 
                1,560.3 | 
                1,573.5 | 
                1,552.1 | 
             
            
                | S2 | 
                1,543.9 | 
                1,543.9 | 
                1,570.5 | 
                 | 
             
            
                | S3 | 
                1,510.5 | 
                1,526.9 | 
                1,567.4 | 
                 | 
             
            
                | S4 | 
                1,477.1 | 
                1,493.5 | 
                1,558.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,784.4 | 
                1,759.0 | 
                1,630.8 | 
                 | 
             
            
                | R3 | 
                1,713.6 | 
                1,688.2 | 
                1,611.4 | 
                 | 
             
            
                | R2 | 
                1,642.8 | 
                1,642.8 | 
                1,604.9 | 
                 | 
             
            
                | R1 | 
                1,617.4 | 
                1,617.4 | 
                1,598.4 | 
                1,630.1 | 
             
            
                | PP | 
                1,572.0 | 
                1,572.0 | 
                1,572.0 | 
                1,578.4 | 
             
            
                | S1 | 
                1,546.6 | 
                1,546.6 | 
                1,585.4 | 
                1,559.3 | 
             
            
                | S2 | 
                1,501.2 | 
                1,501.2 | 
                1,578.9 | 
                 | 
             
            
                | S3 | 
                1,430.4 | 
                1,475.8 | 
                1,572.4 | 
                 | 
             
            
                | S4 | 
                1,359.6 | 
                1,405.0 | 
                1,553.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,599.0 | 
                1,526.7 | 
                72.3 | 
                4.6% | 
                28.9 | 
                1.8% | 
                69% | 
                False | 
                False | 
                180,734 | 
                 
                
                | 10 | 
                1,607.0 | 
                1,526.7 | 
                80.3 | 
                5.1% | 
                26.7 | 
                1.7% | 
                62% | 
                False | 
                False | 
                167,848 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.2% | 
                24.1 | 
                1.5% | 
                34% | 
                False | 
                False | 
                147,518 | 
                 
                
                | 40 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                11.0% | 
                23.0 | 
                1.5% | 
                29% | 
                False | 
                False | 
                132,136 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                26.2 | 
                1.7% | 
                19% | 
                False | 
                False | 
                94,726 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                25.5 | 
                1.6% | 
                19% | 
                False | 
                False | 
                72,505 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                25.5 | 
                1.6% | 
                19% | 
                False | 
                False | 
                59,119 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.0% | 
                26.6 | 
                1.7% | 
                19% | 
                False | 
                False | 
                49,634 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,736.4 | 
         
        
            | 
2.618             | 
            1,681.8 | 
         
        
            | 
1.618             | 
            1,648.4 | 
         
        
            | 
1.000             | 
            1,627.8 | 
         
        
            | 
0.618             | 
            1,615.0 | 
         
        
            | 
HIGH             | 
            1,594.4 | 
         
        
            | 
0.618             | 
            1,581.6 | 
         
        
            | 
0.500             | 
            1,577.7 | 
         
        
            | 
0.382             | 
            1,573.8 | 
         
        
            | 
LOW             | 
            1,561.0 | 
         
        
            | 
0.618             | 
            1,540.4 | 
         
        
            | 
1.000             | 
            1,527.6 | 
         
        
            | 
1.618             | 
            1,507.0 | 
         
        
            | 
2.618             | 
            1,473.6 | 
         
        
            | 
4.250             | 
            1,419.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,577.7 | 
                                1,580.0 | 
                             
                            
                                | PP | 
                                1,577.3 | 
                                1,578.9 | 
                             
                            
                                | S1 | 
                                1,577.0 | 
                                1,577.7 | 
                             
             
         |