| Trading Metrics calculated at close of trading on 08-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jun-2012 | 
                    08-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,622.6 | 
                        1,589.9 | 
                        -32.7 | 
                        -2.0% | 
                        1,623.0 | 
                     
                    
                        | High | 
                        1,627.2 | 
                        1,593.9 | 
                        -33.3 | 
                        -2.0% | 
                        1,639.7 | 
                     
                    
                        | Low | 
                        1,581.9 | 
                        1,566.5 | 
                        -15.4 | 
                        -1.0% | 
                        1,566.5 | 
                     
                    
                        | Close | 
                        1,586.6 | 
                        1,590.1 | 
                        3.5 | 
                        0.2% | 
                        1,590.1 | 
                     
                    
                        | Range | 
                        45.3 | 
                        27.4 | 
                        -17.9 | 
                        -39.5% | 
                        73.2 | 
                     
                    
                        | ATR | 
                        30.7 | 
                        30.4 | 
                        -0.2 | 
                        -0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,200 | 
                        157 | 
                        -1,043 | 
                        -86.9% | 
                        4,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,665.7 | 
                1,655.3 | 
                1,605.2 | 
                 | 
             
            
                | R3 | 
                1,638.3 | 
                1,627.9 | 
                1,597.6 | 
                 | 
             
            
                | R2 | 
                1,610.9 | 
                1,610.9 | 
                1,595.1 | 
                 | 
             
            
                | R1 | 
                1,600.5 | 
                1,600.5 | 
                1,592.6 | 
                1,605.7 | 
             
            
                | PP | 
                1,583.5 | 
                1,583.5 | 
                1,583.5 | 
                1,586.1 | 
             
            
                | S1 | 
                1,573.1 | 
                1,573.1 | 
                1,587.6 | 
                1,578.3 | 
             
            
                | S2 | 
                1,556.1 | 
                1,556.1 | 
                1,585.1 | 
                 | 
             
            
                | S3 | 
                1,528.7 | 
                1,545.7 | 
                1,582.6 | 
                 | 
             
            
                | S4 | 
                1,501.3 | 
                1,518.3 | 
                1,575.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,818.4 | 
                1,777.4 | 
                1,630.4 | 
                 | 
             
            
                | R3 | 
                1,745.2 | 
                1,704.2 | 
                1,610.2 | 
                 | 
             
            
                | R2 | 
                1,672.0 | 
                1,672.0 | 
                1,603.5 | 
                 | 
             
            
                | R1 | 
                1,631.0 | 
                1,631.0 | 
                1,596.8 | 
                1,614.9 | 
             
            
                | PP | 
                1,598.8 | 
                1,598.8 | 
                1,598.8 | 
                1,590.7 | 
             
            
                | S1 | 
                1,557.8 | 
                1,557.8 | 
                1,583.4 | 
                1,541.7 | 
             
            
                | S2 | 
                1,525.6 | 
                1,525.6 | 
                1,576.7 | 
                 | 
             
            
                | S3 | 
                1,452.4 | 
                1,484.6 | 
                1,570.0 | 
                 | 
             
            
                | S4 | 
                1,379.2 | 
                1,411.4 | 
                1,549.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,566.5 | 
                73.2 | 
                4.6% | 
                24.9 | 
                1.6% | 
                32% | 
                False | 
                True | 
                893 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.9% | 
                32.9 | 
                2.1% | 
                55% | 
                False | 
                False | 
                48,197 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,526.7 | 
                113.0 | 
                7.1% | 
                30.7 | 
                1.9% | 
                56% | 
                False | 
                False | 
                113,138 | 
                 
                
                | 40 | 
                1,679.2 | 
                1,526.7 | 
                152.5 | 
                9.6% | 
                25.7 | 
                1.6% | 
                42% | 
                False | 
                False | 
                119,427 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.9% | 
                25.2 | 
                1.6% | 
                37% | 
                False | 
                False | 
                106,456 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.9% | 
                26.7 | 
                1.7% | 
                24% | 
                False | 
                False | 
                83,182 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.9% | 
                26.3 | 
                1.7% | 
                24% | 
                False | 
                False | 
                67,673 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.9% | 
                26.0 | 
                1.6% | 
                24% | 
                False | 
                False | 
                56,966 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,710.4 | 
         
        
            | 
2.618             | 
            1,665.6 | 
         
        
            | 
1.618             | 
            1,638.2 | 
         
        
            | 
1.000             | 
            1,621.3 | 
         
        
            | 
0.618             | 
            1,610.8 | 
         
        
            | 
HIGH             | 
            1,593.9 | 
         
        
            | 
0.618             | 
            1,583.4 | 
         
        
            | 
0.500             | 
            1,580.2 | 
         
        
            | 
0.382             | 
            1,577.0 | 
         
        
            | 
LOW             | 
            1,566.5 | 
         
        
            | 
0.618             | 
            1,549.6 | 
         
        
            | 
1.000             | 
            1,539.1 | 
         
        
            | 
1.618             | 
            1,522.2 | 
         
        
            | 
2.618             | 
            1,494.8 | 
         
        
            | 
4.250             | 
            1,450.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,586.8 | 
                                1,603.1 | 
                             
                            
                                | PP | 
                                1,583.5 | 
                                1,598.8 | 
                             
                            
                                | S1 | 
                                1,580.2 | 
                                1,594.4 | 
                             
             
         |