| Trading Metrics calculated at close of trading on 12-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2012 | 
                    12-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,608.0 | 
                        1,594.1 | 
                        -13.9 | 
                        -0.9% | 
                        1,623.0 | 
                     
                    
                        | High | 
                        1,608.0 | 
                        1,612.8 | 
                        4.8 | 
                        0.3% | 
                        1,639.7 | 
                     
                    
                        | Low | 
                        1,583.0 | 
                        1,588.5 | 
                        5.5 | 
                        0.3% | 
                        1,566.5 | 
                     
                    
                        | Close | 
                        1,595.5 | 
                        1,612.7 | 
                        17.2 | 
                        1.1% | 
                        1,590.1 | 
                     
                    
                        | Range | 
                        25.0 | 
                        24.3 | 
                        -0.7 | 
                        -2.8% | 
                        73.2 | 
                     
                    
                        | ATR | 
                        30.1 | 
                        29.6 | 
                        -0.4 | 
                        -1.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        129 | 
                        168 | 
                        39 | 
                        30.2% | 
                        4,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,677.6 | 
                1,669.4 | 
                1,626.1 | 
                 | 
             
            
                | R3 | 
                1,653.3 | 
                1,645.1 | 
                1,619.4 | 
                 | 
             
            
                | R2 | 
                1,629.0 | 
                1,629.0 | 
                1,617.2 | 
                 | 
             
            
                | R1 | 
                1,620.8 | 
                1,620.8 | 
                1,614.9 | 
                1,624.9 | 
             
            
                | PP | 
                1,604.7 | 
                1,604.7 | 
                1,604.7 | 
                1,606.7 | 
             
            
                | S1 | 
                1,596.5 | 
                1,596.5 | 
                1,610.5 | 
                1,600.6 | 
             
            
                | S2 | 
                1,580.4 | 
                1,580.4 | 
                1,608.2 | 
                 | 
             
            
                | S3 | 
                1,556.1 | 
                1,572.2 | 
                1,606.0 | 
                 | 
             
            
                | S4 | 
                1,531.8 | 
                1,547.9 | 
                1,599.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.5% | 
                29.0 | 
                1.8% | 
                63% | 
                False | 
                False | 
                414 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.8% | 
                31.8 | 
                2.0% | 
                75% | 
                False | 
                False | 
                9,003 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,526.7 | 
                113.0 | 
                7.0% | 
                30.4 | 
                1.9% | 
                76% | 
                False | 
                False | 
                98,460 | 
                 
                
                | 40 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.0% | 
                25.8 | 
                1.6% | 
                59% | 
                False | 
                False | 
                113,690 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.7% | 
                25.1 | 
                1.6% | 
                50% | 
                False | 
                False | 
                105,481 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.8 | 
                1.7% | 
                32% | 
                False | 
                False | 
                83,016 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.4 | 
                1.6% | 
                32% | 
                False | 
                False | 
                67,528 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.0 | 
                1.6% | 
                32% | 
                False | 
                False | 
                56,938 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,716.1 | 
         
        
            | 
2.618             | 
            1,676.4 | 
         
        
            | 
1.618             | 
            1,652.1 | 
         
        
            | 
1.000             | 
            1,637.1 | 
         
        
            | 
0.618             | 
            1,627.8 | 
         
        
            | 
HIGH             | 
            1,612.8 | 
         
        
            | 
0.618             | 
            1,603.5 | 
         
        
            | 
0.500             | 
            1,600.7 | 
         
        
            | 
0.382             | 
            1,597.8 | 
         
        
            | 
LOW             | 
            1,588.5 | 
         
        
            | 
0.618             | 
            1,573.5 | 
         
        
            | 
1.000             | 
            1,564.2 | 
         
        
            | 
1.618             | 
            1,549.2 | 
         
        
            | 
2.618             | 
            1,524.9 | 
         
        
            | 
4.250             | 
            1,485.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,608.7 | 
                                1,605.0 | 
                             
                            
                                | PP | 
                                1,604.7 | 
                                1,597.3 | 
                             
                            
                                | S1 | 
                                1,600.7 | 
                                1,589.7 | 
                             
             
         |