| Trading Metrics calculated at close of trading on 06-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jun-2012 | 
                    06-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,619.3 | 
                        1,619.7 | 
                        0.4 | 
                        0.0% | 
                        1,573.6 | 
                     
                    
                        | High | 
                        1,622.7 | 
                        1,639.7 | 
                        17.0 | 
                        1.0% | 
                        1,630.0 | 
                     
                    
                        | Low | 
                        1,612.9 | 
                        1,616.5 | 
                        3.6 | 
                        0.2% | 
                        1,530.4 | 
                     
                    
                        | Close | 
                        1,615.2 | 
                        1,632.8 | 
                        17.6 | 
                        1.1% | 
                        1,620.5 | 
                     
                    
                        | Range | 
                        9.8 | 
                        23.2 | 
                        13.4 | 
                        136.7% | 
                        99.6 | 
                     
                    
                        | ATR | 
                        29.5 | 
                        29.1 | 
                        -0.4 | 
                        -1.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        604 | 
                        419 | 
                        -185 | 
                        -30.6% | 
                        331,941 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,699.3 | 
                1,689.2 | 
                1,645.6 | 
                 | 
             
            
                | R3 | 
                1,676.1 | 
                1,666.0 | 
                1,639.2 | 
                 | 
             
            
                | R2 | 
                1,652.9 | 
                1,652.9 | 
                1,637.1 | 
                 | 
             
            
                | R1 | 
                1,642.8 | 
                1,642.8 | 
                1,634.9 | 
                1,647.9 | 
             
            
                | PP | 
                1,629.7 | 
                1,629.7 | 
                1,629.7 | 
                1,632.2 | 
             
            
                | S1 | 
                1,619.6 | 
                1,619.6 | 
                1,630.7 | 
                1,624.7 | 
             
            
                | S2 | 
                1,606.5 | 
                1,606.5 | 
                1,628.5 | 
                 | 
             
            
                | S3 | 
                1,583.3 | 
                1,596.4 | 
                1,626.4 | 
                 | 
             
            
                | S4 | 
                1,560.1 | 
                1,573.2 | 
                1,620.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,639.7 | 
                1,545.5 | 
                94.2 | 
                5.8% | 
                31.4 | 
                1.9% | 
                93% | 
                True | 
                False | 
                2,361 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.7% | 
                31.9 | 
                2.0% | 
                94% | 
                True | 
                False | 
                91,045 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,526.7 | 
                113.0 | 
                6.9% | 
                29.3 | 
                1.8% | 
                94% | 
                True | 
                False | 
                129,446 | 
                 
                
                | 40 | 
                1,681.3 | 
                1,526.7 | 
                154.6 | 
                9.5% | 
                24.9 | 
                1.5% | 
                69% | 
                False | 
                False | 
                125,045 | 
                 
                
                | 60 | 
                1,708.4 | 
                1,526.7 | 
                181.7 | 
                11.1% | 
                25.5 | 
                1.6% | 
                58% | 
                False | 
                False | 
                107,413 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.4% | 
                26.2 | 
                1.6% | 
                40% | 
                False | 
                False | 
                83,247 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.4% | 
                26.1 | 
                1.6% | 
                40% | 
                False | 
                False | 
                67,793 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.4% | 
                26.3 | 
                1.6% | 
                40% | 
                False | 
                False | 
                56,999 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,738.3 | 
         
        
            | 
2.618             | 
            1,700.4 | 
         
        
            | 
1.618             | 
            1,677.2 | 
         
        
            | 
1.000             | 
            1,662.9 | 
         
        
            | 
0.618             | 
            1,654.0 | 
         
        
            | 
HIGH             | 
            1,639.7 | 
         
        
            | 
0.618             | 
            1,630.8 | 
         
        
            | 
0.500             | 
            1,628.1 | 
         
        
            | 
0.382             | 
            1,625.4 | 
         
        
            | 
LOW             | 
            1,616.5 | 
         
        
            | 
0.618             | 
            1,602.2 | 
         
        
            | 
1.000             | 
            1,593.3 | 
         
        
            | 
1.618             | 
            1,579.0 | 
         
        
            | 
2.618             | 
            1,555.8 | 
         
        
            | 
4.250             | 
            1,517.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,631.2 | 
                                1,630.0 | 
                             
                            
                                | PP | 
                                1,629.7 | 
                                1,627.2 | 
                             
                            
                                | S1 | 
                                1,628.1 | 
                                1,624.4 | 
                             
             
         |