| Trading Metrics calculated at close of trading on 11-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jun-2012 | 
                    11-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,589.9 | 
                        1,608.0 | 
                        18.1 | 
                        1.1% | 
                        1,623.0 | 
                     
                    
                        | High | 
                        1,593.9 | 
                        1,608.0 | 
                        14.1 | 
                        0.9% | 
                        1,639.7 | 
                     
                    
                        | Low | 
                        1,566.5 | 
                        1,583.0 | 
                        16.5 | 
                        1.1% | 
                        1,566.5 | 
                     
                    
                        | Close | 
                        1,590.1 | 
                        1,595.5 | 
                        5.4 | 
                        0.3% | 
                        1,590.1 | 
                     
                    
                        | Range | 
                        27.4 | 
                        25.0 | 
                        -2.4 | 
                        -8.8% | 
                        73.2 | 
                     
                    
                        | ATR | 
                        30.4 | 
                        30.1 | 
                        -0.4 | 
                        -1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        157 | 
                        129 | 
                        -28 | 
                        -17.8% | 
                        4,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,670.5 | 
                1,658.0 | 
                1,609.3 | 
                 | 
             
            
                | R3 | 
                1,645.5 | 
                1,633.0 | 
                1,602.4 | 
                 | 
             
            
                | R2 | 
                1,620.5 | 
                1,620.5 | 
                1,600.1 | 
                 | 
             
            
                | R1 | 
                1,608.0 | 
                1,608.0 | 
                1,597.8 | 
                1,601.8 | 
             
            
                | PP | 
                1,595.5 | 
                1,595.5 | 
                1,595.5 | 
                1,592.4 | 
             
            
                | S1 | 
                1,583.0 | 
                1,583.0 | 
                1,593.2 | 
                1,576.8 | 
             
            
                | S2 | 
                1,570.5 | 
                1,570.5 | 
                1,590.9 | 
                 | 
             
            
                | S3 | 
                1,545.5 | 
                1,558.0 | 
                1,588.6 | 
                 | 
             
            
                | S4 | 
                1,520.5 | 
                1,533.0 | 
                1,581.8 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                26.1 | 
                1.6% | 
                40% | 
                False | 
                False | 
                501 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.9% | 
                33.1 | 
                2.1% | 
                60% | 
                False | 
                False | 
                33,653 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,526.7 | 
                113.0 | 
                7.1% | 
                30.8 | 
                1.9% | 
                61% | 
                False | 
                False | 
                106,050 | 
                 
                
                | 40 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.1% | 
                25.6 | 
                1.6% | 
                47% | 
                False | 
                False | 
                116,403 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.8% | 
                25.1 | 
                1.6% | 
                40% | 
                False | 
                False | 
                105,905 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.8% | 
                26.8 | 
                1.7% | 
                26% | 
                False | 
                False | 
                83,081 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.8% | 
                26.4 | 
                1.7% | 
                26% | 
                False | 
                False | 
                67,588 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.8% | 
                26.0 | 
                1.6% | 
                26% | 
                False | 
                False | 
                56,952 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,714.3 | 
         
        
            | 
2.618             | 
            1,673.5 | 
         
        
            | 
1.618             | 
            1,648.5 | 
         
        
            | 
1.000             | 
            1,633.0 | 
         
        
            | 
0.618             | 
            1,623.5 | 
         
        
            | 
HIGH             | 
            1,608.0 | 
         
        
            | 
0.618             | 
            1,598.5 | 
         
        
            | 
0.500             | 
            1,595.5 | 
         
        
            | 
0.382             | 
            1,592.6 | 
         
        
            | 
LOW             | 
            1,583.0 | 
         
        
            | 
0.618             | 
            1,567.6 | 
         
        
            | 
1.000             | 
            1,558.0 | 
         
        
            | 
1.618             | 
            1,542.6 | 
         
        
            | 
2.618             | 
            1,517.6 | 
         
        
            | 
4.250             | 
            1,476.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,595.5 | 
                                1,596.9 | 
                             
                            
                                | PP | 
                                1,595.5 | 
                                1,596.4 | 
                             
                            
                                | S1 | 
                                1,595.5 | 
                                1,596.0 | 
                             
             
         |