| Trading Metrics calculated at close of trading on 09-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-May-2012 | 
                    09-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,643.3 | 
                        1,610.4 | 
                        -32.9 | 
                        -2.0% | 
                        1,667.1 | 
                     
                    
                        | High | 
                        1,643.3 | 
                        1,610.4 | 
                        -32.9 | 
                        -2.0% | 
                        1,674.4 | 
                     
                    
                        | Low | 
                        1,601.0 | 
                        1,586.0 | 
                        -15.0 | 
                        -0.9% | 
                        1,636.0 | 
                     
                    
                        | Close | 
                        1,608.7 | 
                        1,598.4 | 
                        -10.3 | 
                        -0.6% | 
                        1,649.4 | 
                     
                    
                        | Range | 
                        42.3 | 
                        24.4 | 
                        -17.9 | 
                        -42.3% | 
                        38.4 | 
                     
                    
                        | ATR | 
                        20.0 | 
                        20.3 | 
                        0.3 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        678 | 
                        1,740 | 
                        1,062 | 
                        156.6% | 
                        7,020 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,671.5 | 
                1,659.3 | 
                1,611.8 | 
                 | 
             
            
                | R3 | 
                1,647.1 | 
                1,634.9 | 
                1,605.1 | 
                 | 
             
            
                | R2 | 
                1,622.7 | 
                1,622.7 | 
                1,602.9 | 
                 | 
             
            
                | R1 | 
                1,610.5 | 
                1,610.5 | 
                1,600.6 | 
                1,604.4 | 
             
            
                | PP | 
                1,598.3 | 
                1,598.3 | 
                1,598.3 | 
                1,595.2 | 
             
            
                | S1 | 
                1,586.1 | 
                1,586.1 | 
                1,596.2 | 
                1,580.0 | 
             
            
                | S2 | 
                1,573.9 | 
                1,573.9 | 
                1,593.9 | 
                 | 
             
            
                | S3 | 
                1,549.5 | 
                1,561.7 | 
                1,591.7 | 
                 | 
             
            
                | S4 | 
                1,525.1 | 
                1,537.3 | 
                1,585.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,768.5 | 
                1,747.3 | 
                1,670.5 | 
                 | 
             
            
                | R3 | 
                1,730.1 | 
                1,708.9 | 
                1,660.0 | 
                 | 
             
            
                | R2 | 
                1,691.7 | 
                1,691.7 | 
                1,656.4 | 
                 | 
             
            
                | R1 | 
                1,670.5 | 
                1,670.5 | 
                1,652.9 | 
                1,661.9 | 
             
            
                | PP | 
                1,653.3 | 
                1,653.3 | 
                1,653.3 | 
                1,649.0 | 
             
            
                | S1 | 
                1,632.1 | 
                1,632.1 | 
                1,645.9 | 
                1,623.5 | 
             
            
                | S2 | 
                1,614.9 | 
                1,614.9 | 
                1,642.4 | 
                 | 
             
            
                | S3 | 
                1,576.5 | 
                1,593.7 | 
                1,638.8 | 
                 | 
             
            
                | S4 | 
                1,538.1 | 
                1,555.3 | 
                1,628.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,657.3 | 
                1,586.0 | 
                71.3 | 
                4.5% | 
                21.6 | 
                1.4% | 
                17% | 
                False | 
                True | 
                1,079 | 
                 
                
                | 10 | 
                1,674.4 | 
                1,586.0 | 
                88.4 | 
                5.5% | 
                17.5 | 
                1.1% | 
                14% | 
                False | 
                True | 
                1,044 | 
                 
                
                | 20 | 
                1,685.3 | 
                1,586.0 | 
                99.3 | 
                6.2% | 
                17.6 | 
                1.1% | 
                12% | 
                False | 
                True | 
                1,081 | 
                 
                
                | 40 | 
                1,701.5 | 
                1,586.0 | 
                115.5 | 
                7.2% | 
                18.6 | 
                1.2% | 
                11% | 
                False | 
                True | 
                831 | 
                 
                
                | 60 | 
                1,799.5 | 
                1,586.0 | 
                213.5 | 
                13.4% | 
                18.3 | 
                1.1% | 
                6% | 
                False | 
                True | 
                797 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,586.0 | 
                213.5 | 
                13.4% | 
                16.9 | 
                1.1% | 
                6% | 
                False | 
                True | 
                678 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,536.2 | 
                263.3 | 
                16.5% | 
                16.4 | 
                1.0% | 
                24% | 
                False | 
                False | 
                643 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,714.1 | 
         
        
            | 
2.618             | 
            1,674.3 | 
         
        
            | 
1.618             | 
            1,649.9 | 
         
        
            | 
1.000             | 
            1,634.8 | 
         
        
            | 
0.618             | 
            1,625.5 | 
         
        
            | 
HIGH             | 
            1,610.4 | 
         
        
            | 
0.618             | 
            1,601.1 | 
         
        
            | 
0.500             | 
            1,598.2 | 
         
        
            | 
0.382             | 
            1,595.3 | 
         
        
            | 
LOW             | 
            1,586.0 | 
         
        
            | 
0.618             | 
            1,570.9 | 
         
        
            | 
1.000             | 
            1,561.6 | 
         
        
            | 
1.618             | 
            1,546.5 | 
         
        
            | 
2.618             | 
            1,522.1 | 
         
        
            | 
4.250             | 
            1,482.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,598.3 | 
                                1,615.5 | 
                             
                            
                                | PP | 
                                1,598.3 | 
                                1,609.8 | 
                             
                            
                                | S1 | 
                                1,598.2 | 
                                1,604.1 | 
                             
             
         |