| Trading Metrics calculated at close of trading on 04-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2012 | 
                    04-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,560.2 | 
                        1,626.3 | 
                        66.1 | 
                        4.2% | 
                        1,580.0 | 
                     
                    
                        | High | 
                        1,632.8 | 
                        1,629.8 | 
                        -3.0 | 
                        -0.2% | 
                        1,632.8 | 
                     
                    
                        | Low | 
                        1,548.3 | 
                        1,613.3 | 
                        65.0 | 
                        4.2% | 
                        1,534.5 | 
                     
                    
                        | Close | 
                        1,624.3 | 
                        1,616.1 | 
                        -8.2 | 
                        -0.5% | 
                        1,624.3 | 
                     
                    
                        | Range | 
                        84.5 | 
                        16.5 | 
                        -68.0 | 
                        -80.5% | 
                        98.3 | 
                     
                    
                        | ATR | 
                        29.5 | 
                        28.6 | 
                        -0.9 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,229 | 
                        5,781 | 
                        3,552 | 
                        159.4% | 
                        12,041 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,669.2 | 
                1,659.2 | 
                1,625.2 | 
                 | 
             
            
                | R3 | 
                1,652.7 | 
                1,642.7 | 
                1,620.6 | 
                 | 
             
            
                | R2 | 
                1,636.2 | 
                1,636.2 | 
                1,619.1 | 
                 | 
             
            
                | R1 | 
                1,626.2 | 
                1,626.2 | 
                1,617.6 | 
                1,623.0 | 
             
            
                | PP | 
                1,619.7 | 
                1,619.7 | 
                1,619.7 | 
                1,618.1 | 
             
            
                | S1 | 
                1,609.7 | 
                1,609.7 | 
                1,614.6 | 
                1,606.5 | 
             
            
                | S2 | 
                1,603.2 | 
                1,603.2 | 
                1,613.1 | 
                 | 
             
            
                | S3 | 
                1,586.7 | 
                1,593.2 | 
                1,611.6 | 
                 | 
             
            
                | S4 | 
                1,570.2 | 
                1,576.7 | 
                1,607.0 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                39.1 | 
                2.4% | 
                83% | 
                False | 
                False | 
                3,564 | 
                 
                
                | 10 | 
                1,632.8 | 
                1,534.5 | 
                98.3 | 
                6.1% | 
                31.5 | 
                1.9% | 
                83% | 
                False | 
                False | 
                2,581 | 
                 
                
                | 20 | 
                1,645.0 | 
                1,534.3 | 
                110.7 | 
                6.8% | 
                27.4 | 
                1.7% | 
                74% | 
                False | 
                False | 
                2,065 | 
                 
                
                | 40 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.3% | 
                21.8 | 
                1.3% | 
                54% | 
                False | 
                False | 
                1,599 | 
                 
                
                | 60 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.5% | 
                21.4 | 
                1.3% | 
                44% | 
                False | 
                False | 
                1,242 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                19.9 | 
                1.2% | 
                31% | 
                False | 
                False | 
                1,090 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                18.7 | 
                1.2% | 
                31% | 
                False | 
                False | 
                951 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                18.9 | 
                1.2% | 
                31% | 
                False | 
                False | 
                859 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,699.9 | 
         
        
            | 
2.618             | 
            1,673.0 | 
         
        
            | 
1.618             | 
            1,656.5 | 
         
        
            | 
1.000             | 
            1,646.3 | 
         
        
            | 
0.618             | 
            1,640.0 | 
         
        
            | 
HIGH             | 
            1,629.8 | 
         
        
            | 
0.618             | 
            1,623.5 | 
         
        
            | 
0.500             | 
            1,621.6 | 
         
        
            | 
0.382             | 
            1,619.6 | 
         
        
            | 
LOW             | 
            1,613.3 | 
         
        
            | 
0.618             | 
            1,603.1 | 
         
        
            | 
1.000             | 
            1,596.8 | 
         
        
            | 
1.618             | 
            1,586.6 | 
         
        
            | 
2.618             | 
            1,570.1 | 
         
        
            | 
4.250             | 
            1,543.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,621.6 | 
                                1,607.6 | 
                             
                            
                                | PP | 
                                1,619.7 | 
                                1,599.1 | 
                             
                            
                                | S1 | 
                                1,617.9 | 
                                1,590.6 | 
                             
             
         |