| Trading Metrics calculated at close of trading on 04-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2012 | 
                    04-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,560.0 | 
                        1,623.0 | 
                        63.0 | 
                        4.0% | 
                        1,573.6 | 
                     
                    
                        | High | 
                        1,630.0 | 
                        1,627.9 | 
                        -2.1 | 
                        -0.1% | 
                        1,630.0 | 
                     
                    
                        | Low | 
                        1,545.5 | 
                        1,609.0 | 
                        63.5 | 
                        4.1% | 
                        1,530.4 | 
                     
                    
                        | Close | 
                        1,620.5 | 
                        1,612.2 | 
                        -8.3 | 
                        -0.5% | 
                        1,620.5 | 
                     
                    
                        | Range | 
                        84.5 | 
                        18.9 | 
                        -65.6 | 
                        -77.6% | 
                        99.6 | 
                     
                    
                        | ATR | 
                        31.9 | 
                        30.9 | 
                        -0.9 | 
                        -2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,809 | 
                        2,089 | 
                        -720 | 
                        -25.6% | 
                        331,941 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,673.1 | 
                1,661.5 | 
                1,622.6 | 
                 | 
             
            
                | R3 | 
                1,654.2 | 
                1,642.6 | 
                1,617.4 | 
                 | 
             
            
                | R2 | 
                1,635.3 | 
                1,635.3 | 
                1,615.7 | 
                 | 
             
            
                | R1 | 
                1,623.7 | 
                1,623.7 | 
                1,613.9 | 
                1,620.1 | 
             
            
                | PP | 
                1,616.4 | 
                1,616.4 | 
                1,616.4 | 
                1,614.5 | 
             
            
                | S1 | 
                1,604.8 | 
                1,604.8 | 
                1,610.5 | 
                1,601.2 | 
             
            
                | S2 | 
                1,597.5 | 
                1,597.5 | 
                1,608.7 | 
                 | 
             
            
                | S3 | 
                1,578.6 | 
                1,585.9 | 
                1,607.0 | 
                 | 
             
            
                | S4 | 
                1,559.7 | 
                1,567.0 | 
                1,601.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                6.2% | 
                40.1 | 
                2.5% | 
                82% | 
                False | 
                False | 
                66,806 | 
                 
                
                | 10 | 
                1,630.0 | 
                1,530.4 | 
                99.6 | 
                6.2% | 
                33.4 | 
                2.1% | 
                82% | 
                False | 
                False | 
                120,652 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,526.7 | 
                117.3 | 
                7.3% | 
                30.5 | 
                1.9% | 
                73% | 
                False | 
                False | 
                143,871 | 
                 
                
                | 40 | 
                1,681.3 | 
                1,526.7 | 
                154.6 | 
                9.6% | 
                25.3 | 
                1.6% | 
                55% | 
                False | 
                False | 
                131,180 | 
                 
                
                | 60 | 
                1,720.0 | 
                1,526.7 | 
                193.3 | 
                12.0% | 
                26.1 | 
                1.6% | 
                44% | 
                False | 
                False | 
                108,108 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.5 | 
                1.6% | 
                32% | 
                False | 
                False | 
                83,342 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.2 | 
                1.6% | 
                32% | 
                False | 
                False | 
                67,888 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.9 | 
                1.7% | 
                32% | 
                False | 
                False | 
                57,041 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,708.2 | 
         
        
            | 
2.618             | 
            1,677.4 | 
         
        
            | 
1.618             | 
            1,658.5 | 
         
        
            | 
1.000             | 
            1,646.8 | 
         
        
            | 
0.618             | 
            1,639.6 | 
         
        
            | 
HIGH             | 
            1,627.9 | 
         
        
            | 
0.618             | 
            1,620.7 | 
         
        
            | 
0.500             | 
            1,618.5 | 
         
        
            | 
0.382             | 
            1,616.2 | 
         
        
            | 
LOW             | 
            1,609.0 | 
         
        
            | 
0.618             | 
            1,597.3 | 
         
        
            | 
1.000             | 
            1,590.1 | 
         
        
            | 
1.618             | 
            1,578.4 | 
         
        
            | 
2.618             | 
            1,559.5 | 
         
        
            | 
4.250             | 
            1,528.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,618.5 | 
                                1,604.1 | 
                             
                            
                                | PP | 
                                1,616.4 | 
                                1,595.9 | 
                             
                            
                                | S1 | 
                                1,614.3 | 
                                1,587.8 | 
                             
             
         |