| Trading Metrics calculated at close of trading on 21-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-May-2012 | 
                    21-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,579.6 | 
                        1,597.3 | 
                        17.7 | 
                        1.1% | 
                        1,588.5 | 
                     
                    
                        | High | 
                        1,600.4 | 
                        1,603.0 | 
                        2.6 | 
                        0.2% | 
                        1,600.4 | 
                     
                    
                        | Low | 
                        1,573.3 | 
                        1,589.1 | 
                        15.8 | 
                        1.0% | 
                        1,534.3 | 
                     
                    
                        | Close | 
                        1,596.2 | 
                        1,593.0 | 
                        -3.2 | 
                        -0.2% | 
                        1,596.2 | 
                     
                    
                        | Range | 
                        27.1 | 
                        13.9 | 
                        -13.2 | 
                        -48.7% | 
                        66.1 | 
                     
                    
                        | ATR | 
                        22.5 | 
                        21.9 | 
                        -0.6 | 
                        -2.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,287 | 
                        1,752 | 
                        465 | 
                        36.1% | 
                        10,523 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,636.7 | 
                1,628.8 | 
                1,600.6 | 
                 | 
             
            
                | R3 | 
                1,622.8 | 
                1,614.9 | 
                1,596.8 | 
                 | 
             
            
                | R2 | 
                1,608.9 | 
                1,608.9 | 
                1,595.5 | 
                 | 
             
            
                | R1 | 
                1,601.0 | 
                1,601.0 | 
                1,594.3 | 
                1,598.0 | 
             
            
                | PP | 
                1,595.0 | 
                1,595.0 | 
                1,595.0 | 
                1,593.6 | 
             
            
                | S1 | 
                1,587.1 | 
                1,587.1 | 
                1,591.7 | 
                1,584.1 | 
             
            
                | S2 | 
                1,581.1 | 
                1,581.1 | 
                1,590.5 | 
                 | 
             
            
                | S3 | 
                1,567.2 | 
                1,573.2 | 
                1,589.2 | 
                 | 
             
            
                | S4 | 
                1,553.3 | 
                1,559.3 | 
                1,585.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,775.3 | 
                1,751.8 | 
                1,632.6 | 
                 | 
             
            
                | R3 | 
                1,709.2 | 
                1,685.7 | 
                1,614.4 | 
                 | 
             
            
                | R2 | 
                1,643.1 | 
                1,643.1 | 
                1,608.3 | 
                 | 
             
            
                | R1 | 
                1,619.6 | 
                1,619.6 | 
                1,602.3 | 
                1,631.4 | 
             
            
                | PP | 
                1,577.0 | 
                1,577.0 | 
                1,577.0 | 
                1,582.8 | 
             
            
                | S1 | 
                1,553.5 | 
                1,553.5 | 
                1,590.1 | 
                1,565.3 | 
             
            
                | S2 | 
                1,510.9 | 
                1,510.9 | 
                1,584.1 | 
                 | 
             
            
                | S3 | 
                1,444.8 | 
                1,487.4 | 
                1,578.0 | 
                 | 
             
            
                | S4 | 
                1,378.7 | 
                1,421.3 | 
                1,559.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,603.0 | 
                1,534.3 | 
                68.7 | 
                4.3% | 
                24.3 | 
                1.5% | 
                85% | 
                True | 
                False | 
                2,312 | 
                 
                
                | 10 | 
                1,643.3 | 
                1,534.3 | 
                109.0 | 
                6.8% | 
                23.9 | 
                1.5% | 
                54% | 
                False | 
                False | 
                1,686 | 
                 
                
                | 20 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.8% | 
                19.5 | 
                1.2% | 
                42% | 
                False | 
                False | 
                1,395 | 
                 
                
                | 40 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.5% | 
                18.9 | 
                1.2% | 
                35% | 
                False | 
                False | 
                1,105 | 
                 
                
                | 60 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.6% | 
                19.4 | 
                1.2% | 
                22% | 
                False | 
                False | 
                975 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.6% | 
                18.0 | 
                1.1% | 
                22% | 
                False | 
                False | 
                824 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.6% | 
                17.1 | 
                1.1% | 
                22% | 
                False | 
                False | 
                758 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,662.1 | 
         
        
            | 
2.618             | 
            1,639.4 | 
         
        
            | 
1.618             | 
            1,625.5 | 
         
        
            | 
1.000             | 
            1,616.9 | 
         
        
            | 
0.618             | 
            1,611.6 | 
         
        
            | 
HIGH             | 
            1,603.0 | 
         
        
            | 
0.618             | 
            1,597.7 | 
         
        
            | 
0.500             | 
            1,596.1 | 
         
        
            | 
0.382             | 
            1,594.4 | 
         
        
            | 
LOW             | 
            1,589.1 | 
         
        
            | 
0.618             | 
            1,580.5 | 
         
        
            | 
1.000             | 
            1,575.2 | 
         
        
            | 
1.618             | 
            1,566.6 | 
         
        
            | 
2.618             | 
            1,552.7 | 
         
        
            | 
4.250             | 
            1,530.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,596.1 | 
                                1,586.6 | 
                             
                            
                                | PP | 
                                1,595.0 | 
                                1,580.2 | 
                             
                            
                                | S1 | 
                                1,594.0 | 
                                1,573.8 | 
                             
             
         |