| Trading Metrics calculated at close of trading on 01-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-May-2012 | 
                    01-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,562.7 | 
                        1,560.0 | 
                        -2.7 | 
                        -0.2% | 
                        1,573.6 | 
                     
                    
                        | High | 
                        1,572.6 | 
                        1,630.0 | 
                        57.4 | 
                        3.7% | 
                        1,630.0 | 
                     
                    
                        | Low | 
                        1,551.8 | 
                        1,545.5 | 
                        -6.3 | 
                        -0.4% | 
                        1,530.4 | 
                     
                    
                        | Close | 
                        1,562.6 | 
                        1,620.5 | 
                        57.9 | 
                        3.7% | 
                        1,620.5 | 
                     
                    
                        | Range | 
                        20.8 | 
                        84.5 | 
                        63.7 | 
                        306.3% | 
                        99.6 | 
                     
                    
                        | ATR | 
                        27.8 | 
                        31.9 | 
                        4.0 | 
                        14.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        5,888 | 
                        2,809 | 
                        -3,079 | 
                        -52.3% | 
                        331,941 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,852.2 | 
                1,820.8 | 
                1,667.0 | 
                 | 
             
            
                | R3 | 
                1,767.7 | 
                1,736.3 | 
                1,643.7 | 
                 | 
             
            
                | R2 | 
                1,683.2 | 
                1,683.2 | 
                1,636.0 | 
                 | 
             
            
                | R1 | 
                1,651.8 | 
                1,651.8 | 
                1,628.2 | 
                1,667.5 | 
             
            
                | PP | 
                1,598.7 | 
                1,598.7 | 
                1,598.7 | 
                1,606.5 | 
             
            
                | S1 | 
                1,567.3 | 
                1,567.3 | 
                1,612.8 | 
                1,583.0 | 
             
            
                | S2 | 
                1,514.2 | 
                1,514.2 | 
                1,605.0 | 
                 | 
             
            
                | S3 | 
                1,429.7 | 
                1,482.8 | 
                1,597.3 | 
                 | 
             
            
                | S4 | 
                1,345.2 | 
                1,398.3 | 
                1,574.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,892.4 | 
                1,856.1 | 
                1,675.3 | 
                 | 
             
            
                | R3 | 
                1,792.8 | 
                1,756.5 | 
                1,647.9 | 
                 | 
             
            
                | R2 | 
                1,693.2 | 
                1,693.2 | 
                1,638.8 | 
                 | 
             
            
                | R1 | 
                1,656.9 | 
                1,656.9 | 
                1,629.6 | 
                1,675.1 | 
             
            
                | PP | 
                1,593.6 | 
                1,593.6 | 
                1,593.6 | 
                1,602.7 | 
             
            
                | S1 | 
                1,557.3 | 
                1,557.3 | 
                1,611.4 | 
                1,575.5 | 
             
            
                | S2 | 
                1,494.0 | 
                1,494.0 | 
                1,602.2 | 
                 | 
             
            
                | S3 | 
                1,394.4 | 
                1,457.7 | 
                1,593.1 | 
                 | 
             
            
                | S4 | 
                1,294.8 | 
                1,358.1 | 
                1,565.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,630.0 | 
                1,530.4 | 
                99.6 | 
                6.1% | 
                40.9 | 
                2.5% | 
                90% | 
                True | 
                False | 
                95,501 | 
                 
                
                | 10 | 
                1,630.0 | 
                1,530.4 | 
                99.6 | 
                6.1% | 
                34.5 | 
                2.1% | 
                90% | 
                True | 
                False | 
                136,748 | 
                 
                
                | 20 | 
                1,648.0 | 
                1,526.7 | 
                121.3 | 
                7.5% | 
                30.6 | 
                1.9% | 
                77% | 
                False | 
                False | 
                150,656 | 
                 
                
                | 40 | 
                1,681.3 | 
                1,526.7 | 
                154.6 | 
                9.5% | 
                25.1 | 
                1.6% | 
                61% | 
                False | 
                False | 
                133,960 | 
                 
                
                | 60 | 
                1,720.0 | 
                1,526.7 | 
                193.3 | 
                11.9% | 
                26.1 | 
                1.6% | 
                49% | 
                False | 
                False | 
                108,455 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.5 | 
                1.6% | 
                35% | 
                False | 
                False | 
                83,403 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.3 | 
                1.6% | 
                35% | 
                False | 
                False | 
                67,910 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.9 | 
                1.7% | 
                35% | 
                False | 
                False | 
                57,053 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,989.1 | 
         
        
            | 
2.618             | 
            1,851.2 | 
         
        
            | 
1.618             | 
            1,766.7 | 
         
        
            | 
1.000             | 
            1,714.5 | 
         
        
            | 
0.618             | 
            1,682.2 | 
         
        
            | 
HIGH             | 
            1,630.0 | 
         
        
            | 
0.618             | 
            1,597.7 | 
         
        
            | 
0.500             | 
            1,587.8 | 
         
        
            | 
0.382             | 
            1,577.8 | 
         
        
            | 
LOW             | 
            1,545.5 | 
         
        
            | 
0.618             | 
            1,493.3 | 
         
        
            | 
1.000             | 
            1,461.0 | 
         
        
            | 
1.618             | 
            1,408.8 | 
         
        
            | 
2.618             | 
            1,324.3 | 
         
        
            | 
4.250             | 
            1,186.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,609.6 | 
                                1,607.1 | 
                             
                            
                                | PP | 
                                1,598.7 | 
                                1,593.6 | 
                             
                            
                                | S1 | 
                                1,587.8 | 
                                1,580.2 | 
                             
             
         |