| Trading Metrics calculated at close of trading on 01-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-May-2012 | 
                    01-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,568.1 | 
                        1,560.2 | 
                        -7.9 | 
                        -0.5% | 
                        1,580.0 | 
                     
                    
                        | High | 
                        1,575.9 | 
                        1,632.8 | 
                        56.9 | 
                        3.6% | 
                        1,632.8 | 
                     
                    
                        | Low | 
                        1,555.7 | 
                        1,548.3 | 
                        -7.4 | 
                        -0.5% | 
                        1,534.5 | 
                     
                    
                        | Close | 
                        1,566.4 | 
                        1,624.3 | 
                        57.9 | 
                        3.7% | 
                        1,624.3 | 
                     
                    
                        | Range | 
                        20.2 | 
                        84.5 | 
                        64.3 | 
                        318.3% | 
                        98.3 | 
                     
                    
                        | ATR | 
                        25.3 | 
                        29.5 | 
                        4.2 | 
                        16.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,824 | 
                        2,229 | 
                        -2,595 | 
                        -53.8% | 
                        12,041 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,855.3 | 
                1,824.3 | 
                1,670.8 | 
                 | 
             
            
                | R3 | 
                1,770.8 | 
                1,739.8 | 
                1,647.5 | 
                 | 
             
            
                | R2 | 
                1,686.3 | 
                1,686.3 | 
                1,639.8 | 
                 | 
             
            
                | R1 | 
                1,655.3 | 
                1,655.3 | 
                1,632.0 | 
                1,670.8 | 
             
            
                | PP | 
                1,601.8 | 
                1,601.8 | 
                1,601.8 | 
                1,609.6 | 
             
            
                | S1 | 
                1,570.8 | 
                1,570.8 | 
                1,616.6 | 
                1,586.3 | 
             
            
                | S2 | 
                1,517.3 | 
                1,517.3 | 
                1,608.8 | 
                 | 
             
            
                | S3 | 
                1,432.8 | 
                1,486.3 | 
                1,601.1 | 
                 | 
             
            
                | S4 | 
                1,348.3 | 
                1,401.8 | 
                1,577.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,892.1 | 
                1,856.5 | 
                1,678.4 | 
                 | 
             
            
                | R3 | 
                1,793.8 | 
                1,758.2 | 
                1,651.3 | 
                 | 
             
            
                | R2 | 
                1,695.5 | 
                1,695.5 | 
                1,642.3 | 
                 | 
             
            
                | R1 | 
                1,659.9 | 
                1,659.9 | 
                1,633.3 | 
                1,677.7 | 
             
            
                | PP | 
                1,597.2 | 
                1,597.2 | 
                1,597.2 | 
                1,606.1 | 
             
            
                | S1 | 
                1,561.6 | 
                1,561.6 | 
                1,615.3 | 
                1,579.4 | 
             
            
                | S2 | 
                1,498.9 | 
                1,498.9 | 
                1,606.3 | 
                 | 
             
            
                | S3 | 
                1,400.6 | 
                1,463.3 | 
                1,597.3 | 
                 | 
             
            
                | S4 | 
                1,302.3 | 
                1,365.0 | 
                1,570.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,632.8 | 
                1,534.5 | 
                98.3 | 
                6.1% | 
                39.8 | 
                2.4% | 
                91% | 
                True | 
                False | 
                2,901 | 
                 
                
                | 10 | 
                1,632.8 | 
                1,534.5 | 
                98.3 | 
                6.1% | 
                32.5 | 
                2.0% | 
                91% | 
                True | 
                False | 
                2,132 | 
                 
                
                | 20 | 
                1,649.8 | 
                1,534.3 | 
                115.5 | 
                7.1% | 
                27.1 | 
                1.7% | 
                78% | 
                False | 
                False | 
                1,845 | 
                 
                
                | 40 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.3% | 
                21.7 | 
                1.3% | 
                60% | 
                False | 
                False | 
                1,466 | 
                 
                
                | 60 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.4% | 
                21.3 | 
                1.3% | 
                49% | 
                False | 
                False | 
                1,163 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                20.0 | 
                1.2% | 
                34% | 
                False | 
                False | 
                1,021 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                18.7 | 
                1.2% | 
                34% | 
                False | 
                False | 
                902 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,991.9 | 
         
        
            | 
2.618             | 
            1,854.0 | 
         
        
            | 
1.618             | 
            1,769.5 | 
         
        
            | 
1.000             | 
            1,717.3 | 
         
        
            | 
0.618             | 
            1,685.0 | 
         
        
            | 
HIGH             | 
            1,632.8 | 
         
        
            | 
0.618             | 
            1,600.5 | 
         
        
            | 
0.500             | 
            1,590.6 | 
         
        
            | 
0.382             | 
            1,580.6 | 
         
        
            | 
LOW             | 
            1,548.3 | 
         
        
            | 
0.618             | 
            1,496.1 | 
         
        
            | 
1.000             | 
            1,463.8 | 
         
        
            | 
1.618             | 
            1,411.6 | 
         
        
            | 
2.618             | 
            1,327.1 | 
         
        
            | 
4.250             | 
            1,189.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,613.1 | 
                                1,610.8 | 
                             
                            
                                | PP | 
                                1,601.8 | 
                                1,597.2 | 
                             
                            
                                | S1 | 
                                1,590.6 | 
                                1,583.7 | 
                             
             
         |