| Trading Metrics calculated at close of trading on 07-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2012 | 
                    07-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,619.7 | 
                        1,622.6 | 
                        2.9 | 
                        0.2% | 
                        1,573.6 | 
                     
                    
                        | High | 
                        1,639.7 | 
                        1,627.2 | 
                        -12.5 | 
                        -0.8% | 
                        1,630.0 | 
                     
                    
                        | Low | 
                        1,616.5 | 
                        1,581.9 | 
                        -34.6 | 
                        -2.1% | 
                        1,530.4 | 
                     
                    
                        | Close | 
                        1,632.8 | 
                        1,586.6 | 
                        -46.2 | 
                        -2.8% | 
                        1,620.5 | 
                     
                    
                        | Range | 
                        23.2 | 
                        45.3 | 
                        22.1 | 
                        95.3% | 
                        99.6 | 
                     
                    
                        | ATR | 
                        29.1 | 
                        30.7 | 
                        1.6 | 
                        5.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        419 | 
                        1,200 | 
                        781 | 
                        186.4% | 
                        331,941 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,734.5 | 
                1,705.8 | 
                1,611.5 | 
                 | 
             
            
                | R3 | 
                1,689.2 | 
                1,660.5 | 
                1,599.1 | 
                 | 
             
            
                | R2 | 
                1,643.9 | 
                1,643.9 | 
                1,594.9 | 
                 | 
             
            
                | R1 | 
                1,615.2 | 
                1,615.2 | 
                1,590.8 | 
                1,606.9 | 
             
            
                | PP | 
                1,598.6 | 
                1,598.6 | 
                1,598.6 | 
                1,594.4 | 
             
            
                | S1 | 
                1,569.9 | 
                1,569.9 | 
                1,582.4 | 
                1,561.6 | 
             
            
                | S2 | 
                1,553.3 | 
                1,553.3 | 
                1,578.3 | 
                 | 
             
            
                | S3 | 
                1,508.0 | 
                1,524.6 | 
                1,574.1 | 
                 | 
             
            
                | S4 | 
                1,462.7 | 
                1,479.3 | 
                1,561.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                5.9% | 
                36.3 | 
                2.3% | 
                44% | 
                False | 
                False | 
                1,424 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.9% | 
                32.9 | 
                2.1% | 
                51% | 
                False | 
                False | 
                66,794 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,526.7 | 
                113.0 | 
                7.1% | 
                30.2 | 
                1.9% | 
                53% | 
                False | 
                False | 
                119,742 | 
                 
                
                | 40 | 
                1,681.3 | 
                1,526.7 | 
                154.6 | 
                9.7% | 
                25.8 | 
                1.6% | 
                39% | 
                False | 
                False | 
                122,611 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.9% | 
                25.6 | 
                1.6% | 
                35% | 
                False | 
                False | 
                106,783 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.9% | 
                26.5 | 
                1.7% | 
                22% | 
                False | 
                False | 
                83,209 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.9% | 
                26.4 | 
                1.7% | 
                22% | 
                False | 
                False | 
                67,758 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.9% | 
                26.0 | 
                1.6% | 
                22% | 
                False | 
                False | 
                56,990 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,819.7 | 
         
        
            | 
2.618             | 
            1,745.8 | 
         
        
            | 
1.618             | 
            1,700.5 | 
         
        
            | 
1.000             | 
            1,672.5 | 
         
        
            | 
0.618             | 
            1,655.2 | 
         
        
            | 
HIGH             | 
            1,627.2 | 
         
        
            | 
0.618             | 
            1,609.9 | 
         
        
            | 
0.500             | 
            1,604.6 | 
         
        
            | 
0.382             | 
            1,599.2 | 
         
        
            | 
LOW             | 
            1,581.9 | 
         
        
            | 
0.618             | 
            1,553.9 | 
         
        
            | 
1.000             | 
            1,536.6 | 
         
        
            | 
1.618             | 
            1,508.6 | 
         
        
            | 
2.618             | 
            1,463.3 | 
         
        
            | 
4.250             | 
            1,389.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,604.6 | 
                                1,610.8 | 
                             
                            
                                | PP | 
                                1,598.6 | 
                                1,602.7 | 
                             
                            
                                | S1 | 
                                1,592.6 | 
                                1,594.7 | 
                             
             
         |