| Trading Metrics calculated at close of trading on 25-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-May-2012 | 
                    25-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,560.8 | 
                        1,557.6 | 
                        -3.2 | 
                        -0.2% | 
                        1,590.2 | 
                     
                    
                        | High | 
                        1,577.7 | 
                        1,573.7 | 
                        -4.0 | 
                        -0.3% | 
                        1,599.0 | 
                     
                    
                        | Low | 
                        1,551.0 | 
                        1,550.7 | 
                        -0.3 | 
                        0.0% | 
                        1,532.8 | 
                     
                    
                        | Close | 
                        1,557.5 | 
                        1,568.9 | 
                        11.4 | 
                        0.7% | 
                        1,568.9 | 
                     
                    
                        | Range | 
                        26.7 | 
                        23.0 | 
                        -3.7 | 
                        -13.9% | 
                        66.2 | 
                     
                    
                        | ATR | 
                        27.1 | 
                        26.8 | 
                        -0.3 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        186,126 | 
                        145,568 | 
                        -40,558 | 
                        -21.8% | 
                        872,494 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,633.4 | 
                1,624.2 | 
                1,581.6 | 
                 | 
             
            
                | R3 | 
                1,610.4 | 
                1,601.2 | 
                1,575.2 | 
                 | 
             
            
                | R2 | 
                1,587.4 | 
                1,587.4 | 
                1,573.1 | 
                 | 
             
            
                | R1 | 
                1,578.2 | 
                1,578.2 | 
                1,571.0 | 
                1,582.8 | 
             
            
                | PP | 
                1,564.4 | 
                1,564.4 | 
                1,564.4 | 
                1,566.8 | 
             
            
                | S1 | 
                1,555.2 | 
                1,555.2 | 
                1,566.8 | 
                1,559.8 | 
             
            
                | S2 | 
                1,541.4 | 
                1,541.4 | 
                1,564.7 | 
                 | 
             
            
                | S3 | 
                1,518.4 | 
                1,532.2 | 
                1,562.6 | 
                 | 
             
            
                | S4 | 
                1,495.4 | 
                1,509.2 | 
                1,556.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,765.5 | 
                1,733.4 | 
                1,605.3 | 
                 | 
             
            
                | R3 | 
                1,699.3 | 
                1,667.2 | 
                1,587.1 | 
                 | 
             
            
                | R2 | 
                1,633.1 | 
                1,633.1 | 
                1,581.0 | 
                 | 
             
            
                | R1 | 
                1,601.0 | 
                1,601.0 | 
                1,575.0 | 
                1,584.0 | 
             
            
                | PP | 
                1,566.9 | 
                1,566.9 | 
                1,566.9 | 
                1,558.4 | 
             
            
                | S1 | 
                1,534.8 | 
                1,534.8 | 
                1,562.8 | 
                1,517.8 | 
             
            
                | S2 | 
                1,500.7 | 
                1,500.7 | 
                1,556.8 | 
                 | 
             
            
                | S3 | 
                1,434.5 | 
                1,468.6 | 
                1,550.7 | 
                 | 
             
            
                | S4 | 
                1,368.3 | 
                1,402.4 | 
                1,532.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,532.8 | 
                66.2 | 
                4.2% | 
                26.7 | 
                1.7% | 
                55% | 
                False | 
                False | 
                174,498 | 
                 
                
                | 10 | 
                1,599.0 | 
                1,526.7 | 
                72.3 | 
                4.6% | 
                28.4 | 
                1.8% | 
                58% | 
                False | 
                False | 
                178,447 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.3% | 
                25.4 | 
                1.6% | 
                29% | 
                False | 
                False | 
                157,804 | 
                 
                
                | 40 | 
                1,685.4 | 
                1,526.7 | 
                158.7 | 
                10.1% | 
                23.4 | 
                1.5% | 
                27% | 
                False | 
                False | 
                138,964 | 
                 
                
                | 60 | 
                1,727.6 | 
                1,526.7 | 
                200.9 | 
                12.8% | 
                24.8 | 
                1.6% | 
                21% | 
                False | 
                False | 
                103,814 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.1% | 
                25.8 | 
                1.6% | 
                16% | 
                False | 
                False | 
                79,401 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.1% | 
                25.4 | 
                1.6% | 
                16% | 
                False | 
                False | 
                64,829 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.1% | 
                26.5 | 
                1.7% | 
                16% | 
                False | 
                False | 
                54,342 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,671.5 | 
         
        
            | 
2.618             | 
            1,633.9 | 
         
        
            | 
1.618             | 
            1,610.9 | 
         
        
            | 
1.000             | 
            1,596.7 | 
         
        
            | 
0.618             | 
            1,587.9 | 
         
        
            | 
HIGH             | 
            1,573.7 | 
         
        
            | 
0.618             | 
            1,564.9 | 
         
        
            | 
0.500             | 
            1,562.2 | 
         
        
            | 
0.382             | 
            1,559.5 | 
         
        
            | 
LOW             | 
            1,550.7 | 
         
        
            | 
0.618             | 
            1,536.5 | 
         
        
            | 
1.000             | 
            1,527.7 | 
         
        
            | 
1.618             | 
            1,513.5 | 
         
        
            | 
2.618             | 
            1,490.5 | 
         
        
            | 
4.250             | 
            1,453.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,566.7 | 
                                1,564.4 | 
                             
                            
                                | PP | 
                                1,564.4 | 
                                1,559.8 | 
                             
                            
                                | S1 | 
                                1,562.2 | 
                                1,555.3 | 
                             
             
         |