| Trading Metrics calculated at close of trading on 15-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2012 | 
                    15-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,621.2 | 
                        1,624.3 | 
                        3.1 | 
                        0.2% | 
                        1,608.0 | 
                     
                    
                        | High | 
                        1,626.4 | 
                        1,630.0 | 
                        3.6 | 
                        0.2% | 
                        1,630.0 | 
                     
                    
                        | Low | 
                        1,610.1 | 
                        1,621.5 | 
                        11.4 | 
                        0.7% | 
                        1,583.0 | 
                     
                    
                        | Close | 
                        1,618.4 | 
                        1,627.0 | 
                        8.6 | 
                        0.5% | 
                        1,627.0 | 
                     
                    
                        | Range | 
                        16.3 | 
                        8.5 | 
                        -7.8 | 
                        -47.9% | 
                        47.0 | 
                     
                    
                        | ATR | 
                        27.7 | 
                        26.5 | 
                        -1.1 | 
                        -4.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        493 | 
                        35 | 
                        -458 | 
                        -92.9% | 
                        1,130 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,651.7 | 
                1,647.8 | 
                1,631.7 | 
                 | 
             
            
                | R3 | 
                1,643.2 | 
                1,639.3 | 
                1,629.3 | 
                 | 
             
            
                | R2 | 
                1,634.7 | 
                1,634.7 | 
                1,628.6 | 
                 | 
             
            
                | R1 | 
                1,630.8 | 
                1,630.8 | 
                1,627.8 | 
                1,632.8 | 
             
            
                | PP | 
                1,626.2 | 
                1,626.2 | 
                1,626.2 | 
                1,627.1 | 
             
            
                | S1 | 
                1,622.3 | 
                1,622.3 | 
                1,626.2 | 
                1,624.3 | 
             
            
                | S2 | 
                1,617.7 | 
                1,617.7 | 
                1,625.4 | 
                 | 
             
            
                | S3 | 
                1,609.2 | 
                1,613.8 | 
                1,624.7 | 
                 | 
             
            
                | S4 | 
                1,600.7 | 
                1,605.3 | 
                1,622.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,754.3 | 
                1,737.7 | 
                1,652.9 | 
                 | 
             
            
                | R3 | 
                1,707.3 | 
                1,690.7 | 
                1,639.9 | 
                 | 
             
            
                | R2 | 
                1,660.3 | 
                1,660.3 | 
                1,635.6 | 
                 | 
             
            
                | R1 | 
                1,643.7 | 
                1,643.7 | 
                1,631.3 | 
                1,652.0 | 
             
            
                | PP | 
                1,613.3 | 
                1,613.3 | 
                1,613.3 | 
                1,617.5 | 
             
            
                | S1 | 
                1,596.7 | 
                1,596.7 | 
                1,622.7 | 
                1,605.0 | 
             
            
                | S2 | 
                1,566.3 | 
                1,566.3 | 
                1,618.4 | 
                 | 
             
            
                | S3 | 
                1,519.3 | 
                1,549.7 | 
                1,614.1 | 
                 | 
             
            
                | S4 | 
                1,472.3 | 
                1,502.7 | 
                1,601.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,630.0 | 
                1,583.0 | 
                47.0 | 
                2.9% | 
                17.7 | 
                1.1% | 
                94% | 
                True | 
                False | 
                226 | 
                 
                
                | 10 | 
                1,639.7 | 
                1,566.5 | 
                73.2 | 
                4.5% | 
                21.3 | 
                1.3% | 
                83% | 
                False | 
                False | 
                559 | 
                 
                
                | 20 | 
                1,639.7 | 
                1,530.4 | 
                109.3 | 
                6.7% | 
                27.9 | 
                1.7% | 
                88% | 
                False | 
                False | 
                68,654 | 
                 
                
                | 40 | 
                1,672.3 | 
                1,526.7 | 
                145.6 | 
                8.9% | 
                25.2 | 
                1.5% | 
                69% | 
                False | 
                False | 
                104,080 | 
                 
                
                | 60 | 
                1,699.6 | 
                1,526.7 | 
                172.9 | 
                10.6% | 
                24.9 | 
                1.5% | 
                58% | 
                False | 
                False | 
                104,295 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.5% | 
                26.2 | 
                1.6% | 
                37% | 
                False | 
                False | 
                82,828 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.5% | 
                26.3 | 
                1.6% | 
                37% | 
                False | 
                False | 
                67,348 | 
                 
                
                | 120 | 
                1,795.1 | 
                1,526.7 | 
                268.4 | 
                16.5% | 
                25.8 | 
                1.6% | 
                37% | 
                False | 
                False | 
                56,894 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,666.1 | 
         
        
            | 
2.618             | 
            1,652.3 | 
         
        
            | 
1.618             | 
            1,643.8 | 
         
        
            | 
1.000             | 
            1,638.5 | 
         
        
            | 
0.618             | 
            1,635.3 | 
         
        
            | 
HIGH             | 
            1,630.0 | 
         
        
            | 
0.618             | 
            1,626.8 | 
         
        
            | 
0.500             | 
            1,625.8 | 
         
        
            | 
0.382             | 
            1,624.7 | 
         
        
            | 
LOW             | 
            1,621.5 | 
         
        
            | 
0.618             | 
            1,616.2 | 
         
        
            | 
1.000             | 
            1,613.0 | 
         
        
            | 
1.618             | 
            1,607.7 | 
         
        
            | 
2.618             | 
            1,599.2 | 
         
        
            | 
4.250             | 
            1,585.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,626.6 | 
                                1,624.4 | 
                             
                            
                                | PP | 
                                1,626.2 | 
                                1,621.7 | 
                             
                            
                                | S1 | 
                                1,625.8 | 
                                1,619.1 | 
                             
             
         |