| Trading Metrics calculated at close of trading on 13-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2012 | 
                    13-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,594.1 | 
                        1,608.2 | 
                        14.1 | 
                        0.9% | 
                        1,623.0 | 
                     
                    
                        | High | 
                        1,612.8 | 
                        1,622.4 | 
                        9.6 | 
                        0.6% | 
                        1,639.7 | 
                     
                    
                        | Low | 
                        1,588.5 | 
                        1,608.2 | 
                        19.7 | 
                        1.2% | 
                        1,566.5 | 
                     
                    
                        | Close | 
                        1,612.7 | 
                        1,618.1 | 
                        5.4 | 
                        0.3% | 
                        1,590.1 | 
                     
                    
                        | Range | 
                        24.3 | 
                        14.2 | 
                        -10.1 | 
                        -41.6% | 
                        73.2 | 
                     
                    
                        | ATR | 
                        29.6 | 
                        28.5 | 
                        -1.1 | 
                        -3.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        168 | 
                        305 | 
                        137 | 
                        81.5% | 
                        4,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,658.8 | 
                1,652.7 | 
                1,625.9 | 
                 | 
             
            
                | R3 | 
                1,644.6 | 
                1,638.5 | 
                1,622.0 | 
                 | 
             
            
                | R2 | 
                1,630.4 | 
                1,630.4 | 
                1,620.7 | 
                 | 
             
            
                | R1 | 
                1,624.3 | 
                1,624.3 | 
                1,619.4 | 
                1,627.4 | 
             
            
                | PP | 
                1,616.2 | 
                1,616.2 | 
                1,616.2 | 
                1,617.8 | 
             
            
                | S1 | 
                1,610.1 | 
                1,610.1 | 
                1,616.8 | 
                1,613.2 | 
             
            
                | S2 | 
                1,602.0 | 
                1,602.0 | 
                1,615.5 | 
                 | 
             
            
                | S3 | 
                1,587.8 | 
                1,595.9 | 
                1,614.2 | 
                 | 
             
            
                | S4 | 
                1,573.6 | 
                1,581.7 | 
                1,610.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,627.2 | 
                1,566.5 | 
                60.7 | 
                3.8% | 
                27.2 | 
                1.7% | 
                85% | 
                False | 
                False | 
                391 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,545.5 | 
                94.2 | 
                5.8% | 
                29.3 | 
                1.8% | 
                77% | 
                False | 
                False | 
                1,376 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,526.7 | 
                113.0 | 
                7.0% | 
                30.0 | 
                1.9% | 
                81% | 
                False | 
                False | 
                90,804 | 
                 
                
                | 40 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.0% | 
                25.6 | 
                1.6% | 
                63% | 
                False | 
                False | 
                110,347 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.7% | 
                25.1 | 
                1.5% | 
                53% | 
                False | 
                False | 
                104,996 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.7 | 
                1.7% | 
                34% | 
                False | 
                False | 
                82,955 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.4 | 
                1.6% | 
                34% | 
                False | 
                False | 
                67,433 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                25.9 | 
                1.6% | 
                34% | 
                False | 
                False | 
                56,922 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,682.8 | 
         
        
            | 
2.618             | 
            1,659.6 | 
         
        
            | 
1.618             | 
            1,645.4 | 
         
        
            | 
1.000             | 
            1,636.6 | 
         
        
            | 
0.618             | 
            1,631.2 | 
         
        
            | 
HIGH             | 
            1,622.4 | 
         
        
            | 
0.618             | 
            1,617.0 | 
         
        
            | 
0.500             | 
            1,615.3 | 
         
        
            | 
0.382             | 
            1,613.6 | 
         
        
            | 
LOW             | 
            1,608.2 | 
         
        
            | 
0.618             | 
            1,599.4 | 
         
        
            | 
1.000             | 
            1,594.0 | 
         
        
            | 
1.618             | 
            1,585.2 | 
         
        
            | 
2.618             | 
            1,571.0 | 
         
        
            | 
4.250             | 
            1,547.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,617.2 | 
                                1,613.0 | 
                             
                            
                                | PP | 
                                1,616.2 | 
                                1,607.8 | 
                             
                            
                                | S1 | 
                                1,615.3 | 
                                1,602.7 | 
                             
             
         |