| Trading Metrics calculated at close of trading on 06-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jun-2012 | 
                    06-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,624.4 | 
                        1,621.8 | 
                        -2.6 | 
                        -0.2% | 
                        1,580.0 | 
                     
                    
                        | High | 
                        1,626.9 | 
                        1,644.0 | 
                        17.1 | 
                        1.1% | 
                        1,632.8 | 
                     
                    
                        | Low | 
                        1,616.6 | 
                        1,619.8 | 
                        3.2 | 
                        0.2% | 
                        1,534.5 | 
                     
                    
                        | Close | 
                        1,619.1 | 
                        1,636.4 | 
                        17.3 | 
                        1.1% | 
                        1,624.3 | 
                     
                    
                        | Range | 
                        10.3 | 
                        24.2 | 
                        13.9 | 
                        135.0% | 
                        98.3 | 
                     
                    
                        | ATR | 
                        27.3 | 
                        27.1 | 
                        -0.2 | 
                        -0.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        929 | 
                        487 | 
                        -442 | 
                        -47.6% | 
                        12,041 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,706.0 | 
                1,695.4 | 
                1,649.7 | 
                 | 
             
            
                | R3 | 
                1,681.8 | 
                1,671.2 | 
                1,643.1 | 
                 | 
             
            
                | R2 | 
                1,657.6 | 
                1,657.6 | 
                1,640.8 | 
                 | 
             
            
                | R1 | 
                1,647.0 | 
                1,647.0 | 
                1,638.6 | 
                1,652.3 | 
             
            
                | PP | 
                1,633.4 | 
                1,633.4 | 
                1,633.4 | 
                1,636.1 | 
             
            
                | S1 | 
                1,622.8 | 
                1,622.8 | 
                1,634.2 | 
                1,628.1 | 
             
            
                | S2 | 
                1,609.2 | 
                1,609.2 | 
                1,632.0 | 
                 | 
             
            
                | S3 | 
                1,585.0 | 
                1,598.6 | 
                1,629.7 | 
                 | 
             
            
                | S4 | 
                1,560.8 | 
                1,574.4 | 
                1,623.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,644.0 | 
                1,548.3 | 
                95.7 | 
                5.8% | 
                31.1 | 
                1.9% | 
                92% | 
                True | 
                False | 
                2,850 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.7% | 
                30.6 | 
                1.9% | 
                93% | 
                True | 
                False | 
                2,462 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.7% | 
                26.6 | 
                1.6% | 
                93% | 
                True | 
                False | 
                2,083 | 
                 
                
                | 40 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.2% | 
                21.7 | 
                1.3% | 
                68% | 
                False | 
                False | 
                1,572 | 
                 
                
                | 60 | 
                1,703.6 | 
                1,534.3 | 
                169.3 | 
                10.3% | 
                21.3 | 
                1.3% | 
                60% | 
                False | 
                False | 
                1,239 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.2% | 
                20.1 | 
                1.2% | 
                38% | 
                False | 
                False | 
                1,105 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.2% | 
                18.7 | 
                1.1% | 
                38% | 
                False | 
                False | 
                951 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.2% | 
                18.5 | 
                1.1% | 
                38% | 
                False | 
                False | 
                870 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,746.9 | 
         
        
            | 
2.618             | 
            1,707.4 | 
         
        
            | 
1.618             | 
            1,683.2 | 
         
        
            | 
1.000             | 
            1,668.2 | 
         
        
            | 
0.618             | 
            1,659.0 | 
         
        
            | 
HIGH             | 
            1,644.0 | 
         
        
            | 
0.618             | 
            1,634.8 | 
         
        
            | 
0.500             | 
            1,631.9 | 
         
        
            | 
0.382             | 
            1,629.0 | 
         
        
            | 
LOW             | 
            1,619.8 | 
         
        
            | 
0.618             | 
            1,604.8 | 
         
        
            | 
1.000             | 
            1,595.6 | 
         
        
            | 
1.618             | 
            1,580.6 | 
         
        
            | 
2.618             | 
            1,556.4 | 
         
        
            | 
4.250             | 
            1,517.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,634.9 | 
                                1,633.8 | 
                             
                            
                                | PP | 
                                1,633.4 | 
                                1,631.2 | 
                             
                            
                                | S1 | 
                                1,631.9 | 
                                1,628.7 | 
                             
             
         |