| Trading Metrics calculated at close of trading on 29-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2012 | 
                    29-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,557.6 | 
                        1,573.6 | 
                        16.0 | 
                        1.0% | 
                        1,590.2 | 
                     
                    
                        | High | 
                        1,573.7 | 
                        1,583.5 | 
                        9.8 | 
                        0.6% | 
                        1,599.0 | 
                     
                    
                        | Low | 
                        1,550.7 | 
                        1,545.7 | 
                        -5.0 | 
                        -0.3% | 
                        1,532.8 | 
                     
                    
                        | Close | 
                        1,568.9 | 
                        1,548.7 | 
                        -20.2 | 
                        -1.3% | 
                        1,568.9 | 
                     
                    
                        | Range | 
                        23.0 | 
                        37.8 | 
                        14.8 | 
                        64.3% | 
                        66.2 | 
                     
                    
                        | ATR | 
                        26.8 | 
                        27.6 | 
                        0.8 | 
                        2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        145,568 | 
                        246,677 | 
                        101,109 | 
                        69.5% | 
                        872,494 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,672.7 | 
                1,648.5 | 
                1,569.5 | 
                 | 
             
            
                | R3 | 
                1,634.9 | 
                1,610.7 | 
                1,559.1 | 
                 | 
             
            
                | R2 | 
                1,597.1 | 
                1,597.1 | 
                1,555.6 | 
                 | 
             
            
                | R1 | 
                1,572.9 | 
                1,572.9 | 
                1,552.2 | 
                1,566.1 | 
             
            
                | PP | 
                1,559.3 | 
                1,559.3 | 
                1,559.3 | 
                1,555.9 | 
             
            
                | S1 | 
                1,535.1 | 
                1,535.1 | 
                1,545.2 | 
                1,528.3 | 
             
            
                | S2 | 
                1,521.5 | 
                1,521.5 | 
                1,541.8 | 
                 | 
             
            
                | S3 | 
                1,483.7 | 
                1,497.3 | 
                1,538.3 | 
                 | 
             
            
                | S4 | 
                1,445.9 | 
                1,459.5 | 
                1,527.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,594.4 | 
                1,532.8 | 
                61.6 | 
                4.0% | 
                31.3 | 
                2.0% | 
                26% | 
                False | 
                False | 
                197,593 | 
                 
                
                | 10 | 
                1,599.0 | 
                1,526.7 | 
                72.3 | 
                4.7% | 
                29.1 | 
                1.9% | 
                30% | 
                False | 
                False | 
                187,918 | 
                 
                
                | 20 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.4% | 
                26.2 | 
                1.7% | 
                15% | 
                False | 
                False | 
                164,678 | 
                 
                
                | 40 | 
                1,685.4 | 
                1,526.7 | 
                158.7 | 
                10.2% | 
                24.0 | 
                1.6% | 
                14% | 
                False | 
                False | 
                142,594 | 
                 
                
                | 60 | 
                1,720.0 | 
                1,526.7 | 
                193.3 | 
                12.5% | 
                25.1 | 
                1.6% | 
                11% | 
                False | 
                False | 
                107,717 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.3% | 
                26.0 | 
                1.7% | 
                8% | 
                False | 
                False | 
                82,458 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.3% | 
                25.5 | 
                1.6% | 
                8% | 
                False | 
                False | 
                67,208 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                17.3% | 
                26.5 | 
                1.7% | 
                8% | 
                False | 
                False | 
                56,377 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,744.2 | 
         
        
            | 
2.618             | 
            1,682.5 | 
         
        
            | 
1.618             | 
            1,644.7 | 
         
        
            | 
1.000             | 
            1,621.3 | 
         
        
            | 
0.618             | 
            1,606.9 | 
         
        
            | 
HIGH             | 
            1,583.5 | 
         
        
            | 
0.618             | 
            1,569.1 | 
         
        
            | 
0.500             | 
            1,564.6 | 
         
        
            | 
0.382             | 
            1,560.1 | 
         
        
            | 
LOW             | 
            1,545.7 | 
         
        
            | 
0.618             | 
            1,522.3 | 
         
        
            | 
1.000             | 
            1,507.9 | 
         
        
            | 
1.618             | 
            1,484.5 | 
         
        
            | 
2.618             | 
            1,446.7 | 
         
        
            | 
4.250             | 
            1,385.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,564.6 | 
                                1,564.6 | 
                             
                            
                                | PP | 
                                1,559.3 | 
                                1,559.3 | 
                             
                            
                                | S1 | 
                                1,554.0 | 
                                1,554.0 | 
                             
             
         |