| Trading Metrics calculated at close of trading on 07-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2012 | 
                    07-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,621.8 | 
                        1,629.1 | 
                        7.3 | 
                        0.5% | 
                        1,580.0 | 
                     
                    
                        | High | 
                        1,644.0 | 
                        1,631.2 | 
                        -12.8 | 
                        -0.8% | 
                        1,632.8 | 
                     
                    
                        | Low | 
                        1,619.8 | 
                        1,584.8 | 
                        -35.0 | 
                        -2.2% | 
                        1,534.5 | 
                     
                    
                        | Close | 
                        1,636.4 | 
                        1,590.1 | 
                        -46.3 | 
                        -2.8% | 
                        1,624.3 | 
                     
                    
                        | Range | 
                        24.2 | 
                        46.4 | 
                        22.2 | 
                        91.7% | 
                        98.3 | 
                     
                    
                        | ATR | 
                        27.1 | 
                        28.9 | 
                        1.7 | 
                        6.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        487 | 
                        649 | 
                        162 | 
                        33.3% | 
                        12,041 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,741.2 | 
                1,712.1 | 
                1,615.6 | 
                 | 
             
            
                | R3 | 
                1,694.8 | 
                1,665.7 | 
                1,602.9 | 
                 | 
             
            
                | R2 | 
                1,648.4 | 
                1,648.4 | 
                1,598.6 | 
                 | 
             
            
                | R1 | 
                1,619.3 | 
                1,619.3 | 
                1,594.4 | 
                1,610.7 | 
             
            
                | PP | 
                1,602.0 | 
                1,602.0 | 
                1,602.0 | 
                1,597.7 | 
             
            
                | S1 | 
                1,572.9 | 
                1,572.9 | 
                1,585.8 | 
                1,564.3 | 
             
            
                | S2 | 
                1,555.6 | 
                1,555.6 | 
                1,581.6 | 
                 | 
             
            
                | S3 | 
                1,509.2 | 
                1,526.5 | 
                1,577.3 | 
                 | 
             
            
                | S4 | 
                1,462.8 | 
                1,480.1 | 
                1,564.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                6.0% | 
                36.4 | 
                2.3% | 
                44% | 
                False | 
                False | 
                2,015 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.9% | 
                32.0 | 
                2.0% | 
                51% | 
                False | 
                False | 
                2,347 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.9% | 
                27.7 | 
                1.7% | 
                51% | 
                False | 
                False | 
                2,028 | 
                 
                
                | 40 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.5% | 
                22.6 | 
                1.4% | 
                37% | 
                False | 
                False | 
                1,554 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.5% | 
                21.6 | 
                1.4% | 
                33% | 
                False | 
                False | 
                1,230 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                20.6 | 
                1.3% | 
                21% | 
                False | 
                False | 
                1,105 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                19.1 | 
                1.2% | 
                21% | 
                False | 
                False | 
                948 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                18.3 | 
                1.2% | 
                21% | 
                False | 
                False | 
                874 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,828.4 | 
         
        
            | 
2.618             | 
            1,752.7 | 
         
        
            | 
1.618             | 
            1,706.3 | 
         
        
            | 
1.000             | 
            1,677.6 | 
         
        
            | 
0.618             | 
            1,659.9 | 
         
        
            | 
HIGH             | 
            1,631.2 | 
         
        
            | 
0.618             | 
            1,613.5 | 
         
        
            | 
0.500             | 
            1,608.0 | 
         
        
            | 
0.382             | 
            1,602.5 | 
         
        
            | 
LOW             | 
            1,584.8 | 
         
        
            | 
0.618             | 
            1,556.1 | 
         
        
            | 
1.000             | 
            1,538.4 | 
         
        
            | 
1.618             | 
            1,509.7 | 
         
        
            | 
2.618             | 
            1,463.3 | 
         
        
            | 
4.250             | 
            1,387.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,608.0 | 
                                1,614.4 | 
                             
                            
                                | PP | 
                                1,602.0 | 
                                1,606.3 | 
                             
                            
                                | S1 | 
                                1,596.1 | 
                                1,598.2 | 
                             
             
         |