| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-May-2012 | 16-May-2012 | Change | Change % | Previous Week |  
                        | Open | 6,474.0 | 6,334.0 | -140.0 | -2.2% | 6,435.0 |  
                        | High | 6,517.5 | 6,451.0 | -66.5 | -1.0% | 6,602.0 |  
                        | Low | 6,363.0 | 6,309.5 | -53.5 | -0.8% | 6,390.0 |  
                        | Close | 6,400.5 | 6,397.5 | -3.0 | 0.0% | 6,591.0 |  
                        | Range | 154.5 | 141.5 | -13.0 | -8.4% | 212.0 |  
                        | ATR | 145.0 | 144.8 | -0.3 | -0.2% | 0.0 |  
                        | Volume | 560 | 716 | 156 | 27.9% | 1,436 |  | 
    
| 
        
            | Daily Pivots for day following 16-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,810.5 | 6,745.5 | 6,475.3 |  |  
                | R3 | 6,669.0 | 6,604.0 | 6,436.4 |  |  
                | R2 | 6,527.5 | 6,527.5 | 6,423.4 |  |  
                | R1 | 6,462.5 | 6,462.5 | 6,410.5 | 6,495.0 |  
                | PP | 6,386.0 | 6,386.0 | 6,386.0 | 6,402.3 |  
                | S1 | 6,321.0 | 6,321.0 | 6,384.5 | 6,353.5 |  
                | S2 | 6,244.5 | 6,244.5 | 6,371.6 |  |  
                | S3 | 6,103.0 | 6,179.5 | 6,358.6 |  |  
                | S4 | 5,961.5 | 6,038.0 | 6,319.7 |  |  | 
        
            | Weekly Pivots for week ending 11-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,163.7 | 7,089.3 | 6,707.6 |  |  
                | R3 | 6,951.7 | 6,877.3 | 6,649.3 |  |  
                | R2 | 6,739.7 | 6,739.7 | 6,629.9 |  |  
                | R1 | 6,665.3 | 6,665.3 | 6,610.4 | 6,702.5 |  
                | PP | 6,527.7 | 6,527.7 | 6,527.7 | 6,546.3 |  
                | S1 | 6,453.3 | 6,453.3 | 6,571.6 | 6,490.5 |  
                | S2 | 6,315.7 | 6,315.7 | 6,552.1 |  |  
                | S3 | 6,103.7 | 6,241.3 | 6,532.7 |  |  
                | S4 | 5,891.7 | 6,029.3 | 6,474.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,599.0 | 6,309.5 | 289.5 | 4.5% | 127.9 | 2.0% | 30% | False | True | 394 |  
                | 10 | 6,805.0 | 6,309.5 | 495.5 | 7.7% | 141.6 | 2.2% | 18% | False | True | 370 |  
                | 20 | 6,885.0 | 6,309.5 | 575.5 | 9.0% | 140.3 | 2.2% | 15% | False | True | 316 |  
                | 40 | 7,189.5 | 6,309.5 | 880.0 | 13.8% | 135.0 | 2.1% | 10% | False | True | 249 |  
                | 60 | 7,217.5 | 6,309.5 | 908.0 | 14.2% | 117.3 | 1.8% | 10% | False | True | 853 |  
                | 80 | 7,217.5 | 6,309.5 | 908.0 | 14.2% | 103.9 | 1.6% | 10% | False | True | 650 |  
                | 100 | 7,217.5 | 5,819.0 | 1,398.5 | 21.9% | 94.9 | 1.5% | 41% | False | False | 527 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,052.4 |  
            | 2.618 | 6,821.4 |  
            | 1.618 | 6,679.9 |  
            | 1.000 | 6,592.5 |  
            | 0.618 | 6,538.4 |  
            | HIGH | 6,451.0 |  
            | 0.618 | 6,396.9 |  
            | 0.500 | 6,380.3 |  
            | 0.382 | 6,363.6 |  
            | LOW | 6,309.5 |  
            | 0.618 | 6,222.1 |  
            | 1.000 | 6,168.0 |  
            | 1.618 | 6,080.6 |  
            | 2.618 | 5,939.1 |  
            | 4.250 | 5,708.1 |  
        |  |  |