| Trading Metrics calculated at close of trading on 14-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jun-2012 | 
                    14-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,608.2 | 
                        1,621.2 | 
                        13.0 | 
                        0.8% | 
                        1,623.0 | 
                     
                    
                        | High | 
                        1,622.4 | 
                        1,626.4 | 
                        4.0 | 
                        0.2% | 
                        1,639.7 | 
                     
                    
                        | Low | 
                        1,608.2 | 
                        1,610.1 | 
                        1.9 | 
                        0.1% | 
                        1,566.5 | 
                     
                    
                        | Close | 
                        1,618.1 | 
                        1,618.4 | 
                        0.3 | 
                        0.0% | 
                        1,590.1 | 
                     
                    
                        | Range | 
                        14.2 | 
                        16.3 | 
                        2.1 | 
                        14.8% | 
                        73.2 | 
                     
                    
                        | ATR | 
                        28.5 | 
                        27.7 | 
                        -0.9 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        305 | 
                        493 | 
                        188 | 
                        61.6% | 
                        4,469 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,667.2 | 
                1,659.1 | 
                1,627.4 | 
                 | 
             
            
                | R3 | 
                1,650.9 | 
                1,642.8 | 
                1,622.9 | 
                 | 
             
            
                | R2 | 
                1,634.6 | 
                1,634.6 | 
                1,621.4 | 
                 | 
             
            
                | R1 | 
                1,626.5 | 
                1,626.5 | 
                1,619.9 | 
                1,622.4 | 
             
            
                | PP | 
                1,618.3 | 
                1,618.3 | 
                1,618.3 | 
                1,616.3 | 
             
            
                | S1 | 
                1,610.2 | 
                1,610.2 | 
                1,616.9 | 
                1,606.1 | 
             
            
                | S2 | 
                1,602.0 | 
                1,602.0 | 
                1,615.4 | 
                 | 
             
            
                | S3 | 
                1,585.7 | 
                1,593.9 | 
                1,613.9 | 
                 | 
             
            
                | S4 | 
                1,569.4 | 
                1,577.6 | 
                1,609.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,626.4 | 
                1,566.5 | 
                59.9 | 
                3.7% | 
                21.4 | 
                1.3% | 
                87% | 
                True | 
                False | 
                250 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,545.5 | 
                94.2 | 
                5.8% | 
                28.9 | 
                1.8% | 
                77% | 
                False | 
                False | 
                837 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.8% | 
                29.5 | 
                1.8% | 
                81% | 
                False | 
                False | 
                78,771 | 
                 
                
                | 40 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                9.0% | 
                25.6 | 
                1.6% | 
                63% | 
                False | 
                False | 
                107,880 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.7% | 
                25.0 | 
                1.5% | 
                53% | 
                False | 
                False | 
                104,638 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.5 | 
                1.6% | 
                34% | 
                False | 
                False | 
                82,904 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                26.4 | 
                1.6% | 
                34% | 
                False | 
                False | 
                67,394 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.6% | 
                25.8 | 
                1.6% | 
                34% | 
                False | 
                False | 
                56,907 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,695.7 | 
         
        
            | 
2.618             | 
            1,669.1 | 
         
        
            | 
1.618             | 
            1,652.8 | 
         
        
            | 
1.000             | 
            1,642.7 | 
         
        
            | 
0.618             | 
            1,636.5 | 
         
        
            | 
HIGH             | 
            1,626.4 | 
         
        
            | 
0.618             | 
            1,620.2 | 
         
        
            | 
0.500             | 
            1,618.3 | 
         
        
            | 
0.382             | 
            1,616.3 | 
         
        
            | 
LOW             | 
            1,610.1 | 
         
        
            | 
0.618             | 
            1,600.0 | 
         
        
            | 
1.000             | 
            1,593.8 | 
         
        
            | 
1.618             | 
            1,583.7 | 
         
        
            | 
2.618             | 
            1,567.4 | 
         
        
            | 
4.250             | 
            1,540.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,618.4 | 
                                1,614.8 | 
                             
                            
                                | PP | 
                                1,618.3 | 
                                1,611.1 | 
                             
                            
                                | S1 | 
                                1,618.3 | 
                                1,607.5 | 
                             
             
         |