| Trading Metrics calculated at close of trading on 22-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2012 | 
                    22-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,597.3 | 
                        1,595.2 | 
                        -2.1 | 
                        -0.1% | 
                        1,588.5 | 
                     
                    
                        | High | 
                        1,603.0 | 
                        1,595.2 | 
                        -7.8 | 
                        -0.5% | 
                        1,600.4 | 
                     
                    
                        | Low | 
                        1,589.1 | 
                        1,565.6 | 
                        -23.5 | 
                        -1.5% | 
                        1,534.3 | 
                     
                    
                        | Close | 
                        1,593.0 | 
                        1,580.8 | 
                        -12.2 | 
                        -0.8% | 
                        1,596.2 | 
                     
                    
                        | Range | 
                        13.9 | 
                        29.6 | 
                        15.7 | 
                        112.9% | 
                        66.1 | 
                     
                    
                        | ATR | 
                        21.9 | 
                        22.5 | 
                        0.5 | 
                        2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,752 | 
                        854 | 
                        -898 | 
                        -51.3% | 
                        10,523 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,669.3 | 
                1,654.7 | 
                1,597.1 | 
                 | 
             
            
                | R3 | 
                1,639.7 | 
                1,625.1 | 
                1,588.9 | 
                 | 
             
            
                | R2 | 
                1,610.1 | 
                1,610.1 | 
                1,586.2 | 
                 | 
             
            
                | R1 | 
                1,595.5 | 
                1,595.5 | 
                1,583.5 | 
                1,588.0 | 
             
            
                | PP | 
                1,580.5 | 
                1,580.5 | 
                1,580.5 | 
                1,576.8 | 
             
            
                | S1 | 
                1,565.9 | 
                1,565.9 | 
                1,578.1 | 
                1,558.4 | 
             
            
                | S2 | 
                1,550.9 | 
                1,550.9 | 
                1,575.4 | 
                 | 
             
            
                | S3 | 
                1,521.3 | 
                1,536.3 | 
                1,572.7 | 
                 | 
             
            
                | S4 | 
                1,491.7 | 
                1,506.7 | 
                1,564.5 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                25.7 | 
                1.6% | 
                68% | 
                False | 
                False | 
                2,337 | 
                 
                
                | 10 | 
                1,610.4 | 
                1,534.3 | 
                76.1 | 
                4.8% | 
                22.6 | 
                1.4% | 
                61% | 
                False | 
                False | 
                1,703 | 
                 
                
                | 20 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.9% | 
                20.3 | 
                1.3% | 
                33% | 
                False | 
                False | 
                1,368 | 
                 
                
                | 40 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.6% | 
                18.8 | 
                1.2% | 
                28% | 
                False | 
                False | 
                1,120 | 
                 
                
                | 60 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                19.8 | 
                1.3% | 
                18% | 
                False | 
                False | 
                983 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                18.1 | 
                1.1% | 
                18% | 
                False | 
                False | 
                832 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                17.1 | 
                1.1% | 
                18% | 
                False | 
                False | 
                766 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,721.0 | 
         
        
            | 
2.618             | 
            1,672.7 | 
         
        
            | 
1.618             | 
            1,643.1 | 
         
        
            | 
1.000             | 
            1,624.8 | 
         
        
            | 
0.618             | 
            1,613.5 | 
         
        
            | 
HIGH             | 
            1,595.2 | 
         
        
            | 
0.618             | 
            1,583.9 | 
         
        
            | 
0.500             | 
            1,580.4 | 
         
        
            | 
0.382             | 
            1,576.9 | 
         
        
            | 
LOW             | 
            1,565.6 | 
         
        
            | 
0.618             | 
            1,547.3 | 
         
        
            | 
1.000             | 
            1,536.0 | 
         
        
            | 
1.618             | 
            1,517.7 | 
         
        
            | 
2.618             | 
            1,488.1 | 
         
        
            | 
4.250             | 
            1,439.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,580.7 | 
                                1,584.3 | 
                             
                            
                                | PP | 
                                1,580.5 | 
                                1,583.1 | 
                             
                            
                                | S1 | 
                                1,580.4 | 
                                1,582.0 | 
                             
             
         |