| Trading Metrics calculated at close of trading on 31-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-May-2012 | 
                    31-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,557.6 | 
                        1,568.1 | 
                        10.5 | 
                        0.7% | 
                        1,597.3 | 
                     
                    
                        | High | 
                        1,572.9 | 
                        1,575.9 | 
                        3.0 | 
                        0.2% | 
                        1,603.0 | 
                     
                    
                        | Low | 
                        1,534.5 | 
                        1,555.7 | 
                        21.2 | 
                        1.4% | 
                        1,539.1 | 
                     
                    
                        | Close | 
                        1,568.0 | 
                        1,566.4 | 
                        -1.6 | 
                        -0.1% | 
                        1,573.3 | 
                     
                    
                        | Range | 
                        38.4 | 
                        20.2 | 
                        -18.2 | 
                        -47.4% | 
                        63.9 | 
                     
                    
                        | ATR | 
                        25.7 | 
                        25.3 | 
                        -0.4 | 
                        -1.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,170 | 
                        4,824 | 
                        1,654 | 
                        52.2% | 
                        7,995 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,626.6 | 
                1,616.7 | 
                1,577.5 | 
                 | 
             
            
                | R3 | 
                1,606.4 | 
                1,596.5 | 
                1,572.0 | 
                 | 
             
            
                | R2 | 
                1,586.2 | 
                1,586.2 | 
                1,570.1 | 
                 | 
             
            
                | R1 | 
                1,576.3 | 
                1,576.3 | 
                1,568.3 | 
                1,571.2 | 
             
            
                | PP | 
                1,566.0 | 
                1,566.0 | 
                1,566.0 | 
                1,563.4 | 
             
            
                | S1 | 
                1,556.1 | 
                1,556.1 | 
                1,564.5 | 
                1,551.0 | 
             
            
                | S2 | 
                1,545.8 | 
                1,545.8 | 
                1,562.7 | 
                 | 
             
            
                | S3 | 
                1,525.6 | 
                1,535.9 | 
                1,560.8 | 
                 | 
             
            
                | S4 | 
                1,505.4 | 
                1,515.7 | 
                1,555.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,763.5 | 
                1,732.3 | 
                1,608.4 | 
                 | 
             
            
                | R3 | 
                1,699.6 | 
                1,668.4 | 
                1,590.9 | 
                 | 
             
            
                | R2 | 
                1,635.7 | 
                1,635.7 | 
                1,585.0 | 
                 | 
             
            
                | R1 | 
                1,604.5 | 
                1,604.5 | 
                1,579.2 | 
                1,588.2 | 
             
            
                | PP | 
                1,571.8 | 
                1,571.8 | 
                1,571.8 | 
                1,563.6 | 
             
            
                | S1 | 
                1,540.6 | 
                1,540.6 | 
                1,567.4 | 
                1,524.3 | 
             
            
                | S2 | 
                1,507.9 | 
                1,507.9 | 
                1,561.6 | 
                 | 
             
            
                | S3 | 
                1,444.0 | 
                1,476.7 | 
                1,555.7 | 
                 | 
             
            
                | S4 | 
                1,380.1 | 
                1,412.8 | 
                1,538.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,586.6 | 
                1,534.5 | 
                52.1 | 
                3.3% | 
                27.6 | 
                1.8% | 
                61% | 
                False | 
                False | 
                2,680 | 
                 
                
                | 10 | 
                1,603.0 | 
                1,534.5 | 
                68.5 | 
                4.4% | 
                28.0 | 
                1.8% | 
                47% | 
                False | 
                False | 
                2,601 | 
                 
                
                | 20 | 
                1,657.3 | 
                1,534.3 | 
                123.0 | 
                7.9% | 
                24.0 | 
                1.5% | 
                26% | 
                False | 
                False | 
                1,794 | 
                 
                
                | 40 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.6% | 
                20.4 | 
                1.3% | 
                21% | 
                False | 
                False | 
                1,425 | 
                 
                
                | 60 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.8% | 
                20.1 | 
                1.3% | 
                17% | 
                False | 
                False | 
                1,143 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                19.3 | 
                1.2% | 
                12% | 
                False | 
                False | 
                994 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                17.9 | 
                1.1% | 
                12% | 
                False | 
                False | 
                883 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,661.8 | 
         
        
            | 
2.618             | 
            1,628.8 | 
         
        
            | 
1.618             | 
            1,608.6 | 
         
        
            | 
1.000             | 
            1,596.1 | 
         
        
            | 
0.618             | 
            1,588.4 | 
         
        
            | 
HIGH             | 
            1,575.9 | 
         
        
            | 
0.618             | 
            1,568.2 | 
         
        
            | 
0.500             | 
            1,565.8 | 
         
        
            | 
0.382             | 
            1,563.4 | 
         
        
            | 
LOW             | 
            1,555.7 | 
         
        
            | 
0.618             | 
            1,543.2 | 
         
        
            | 
1.000             | 
            1,535.5 | 
         
        
            | 
1.618             | 
            1,523.0 | 
         
        
            | 
2.618             | 
            1,502.8 | 
         
        
            | 
4.250             | 
            1,469.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,566.2 | 
                                1,564.5 | 
                             
                            
                                | PP | 
                                1,566.0 | 
                                1,562.5 | 
                             
                            
                                | S1 | 
                                1,565.8 | 
                                1,560.6 | 
                             
             
         |