| Trading Metrics calculated at close of trading on 14-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2012 | 
                    14-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,596.5 | 
                        1,588.5 | 
                        -8.0 | 
                        -0.5% | 
                        1,642.8 | 
                     
                    
                        | High | 
                        1,596.6 | 
                        1,588.5 | 
                        -8.1 | 
                        -0.5% | 
                        1,645.0 | 
                     
                    
                        | Low | 
                        1,581.6 | 
                        1,560.0 | 
                        -21.6 | 
                        -1.4% | 
                        1,581.6 | 
                     
                    
                        | Close | 
                        1,588.3 | 
                        1,565.2 | 
                        -23.1 | 
                        -1.5% | 
                        1,588.3 | 
                     
                    
                        | Range | 
                        15.0 | 
                        28.5 | 
                        13.5 | 
                        90.0% | 
                        63.4 | 
                     
                    
                        | ATR | 
                        19.3 | 
                        19.9 | 
                        0.7 | 
                        3.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,356 | 
                        715 | 
                        -641 | 
                        -47.3% | 
                        4,962 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,656.7 | 
                1,639.5 | 
                1,580.9 | 
                 | 
             
            
                | R3 | 
                1,628.2 | 
                1,611.0 | 
                1,573.0 | 
                 | 
             
            
                | R2 | 
                1,599.7 | 
                1,599.7 | 
                1,570.4 | 
                 | 
             
            
                | R1 | 
                1,582.5 | 
                1,582.5 | 
                1,567.8 | 
                1,576.9 | 
             
            
                | PP | 
                1,571.2 | 
                1,571.2 | 
                1,571.2 | 
                1,568.4 | 
             
            
                | S1 | 
                1,554.0 | 
                1,554.0 | 
                1,562.6 | 
                1,548.4 | 
             
            
                | S2 | 
                1,542.7 | 
                1,542.7 | 
                1,560.0 | 
                 | 
             
            
                | S3 | 
                1,514.2 | 
                1,525.5 | 
                1,557.4 | 
                 | 
             
            
                | S4 | 
                1,485.7 | 
                1,497.0 | 
                1,549.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,795.2 | 
                1,755.1 | 
                1,623.2 | 
                 | 
             
            
                | R3 | 
                1,731.8 | 
                1,691.7 | 
                1,605.7 | 
                 | 
             
            
                | R2 | 
                1,668.4 | 
                1,668.4 | 
                1,599.9 | 
                 | 
             
            
                | R1 | 
                1,628.3 | 
                1,628.3 | 
                1,594.1 | 
                1,616.7 | 
             
            
                | PP | 
                1,605.0 | 
                1,605.0 | 
                1,605.0 | 
                1,599.1 | 
             
            
                | S1 | 
                1,564.9 | 
                1,564.9 | 
                1,582.5 | 
                1,553.3 | 
             
            
                | S2 | 
                1,541.6 | 
                1,541.6 | 
                1,576.7 | 
                 | 
             
            
                | S3 | 
                1,478.2 | 
                1,501.5 | 
                1,570.9 | 
                 | 
             
            
                | S4 | 
                1,414.8 | 
                1,438.1 | 
                1,553.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,643.3 | 
                1,560.0 | 
                83.3 | 
                5.3% | 
                23.4 | 
                1.5% | 
                6% | 
                False | 
                True | 
                1,060 | 
                 
                
                | 10 | 
                1,674.4 | 
                1,560.0 | 
                114.4 | 
                7.3% | 
                17.8 | 
                1.1% | 
                5% | 
                False | 
                True | 
                1,237 | 
                 
                
                | 20 | 
                1,674.4 | 
                1,560.0 | 
                114.4 | 
                7.3% | 
                17.0 | 
                1.1% | 
                5% | 
                False | 
                True | 
                1,029 | 
                 
                
                | 40 | 
                1,701.5 | 
                1,560.0 | 
                141.5 | 
                9.0% | 
                17.8 | 
                1.1% | 
                4% | 
                False | 
                True | 
                858 | 
                 
                
                | 60 | 
                1,799.5 | 
                1,560.0 | 
                239.5 | 
                15.3% | 
                18.7 | 
                1.2% | 
                2% | 
                False | 
                True | 
                827 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,560.0 | 
                239.5 | 
                15.3% | 
                17.1 | 
                1.1% | 
                2% | 
                False | 
                True | 
                693 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,536.2 | 
                263.3 | 
                16.8% | 
                16.4 | 
                1.0% | 
                11% | 
                False | 
                False | 
                660 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,709.6 | 
         
        
            | 
2.618             | 
            1,663.1 | 
         
        
            | 
1.618             | 
            1,634.6 | 
         
        
            | 
1.000             | 
            1,617.0 | 
         
        
            | 
0.618             | 
            1,606.1 | 
         
        
            | 
HIGH             | 
            1,588.5 | 
         
        
            | 
0.618             | 
            1,577.6 | 
         
        
            | 
0.500             | 
            1,574.3 | 
         
        
            | 
0.382             | 
            1,570.9 | 
         
        
            | 
LOW             | 
            1,560.0 | 
         
        
            | 
0.618             | 
            1,542.4 | 
         
        
            | 
1.000             | 
            1,531.5 | 
         
        
            | 
1.618             | 
            1,513.9 | 
         
        
            | 
2.618             | 
            1,485.4 | 
         
        
            | 
4.250             | 
            1,438.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,574.3 | 
                                1,582.0 | 
                             
                            
                                | PP | 
                                1,571.2 | 
                                1,576.4 | 
                             
                            
                                | S1 | 
                                1,568.2 | 
                                1,570.8 | 
                             
             
         |