| Trading Metrics calculated at close of trading on 13-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2012 | 
                    13-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,595.1 | 
                        1,612.8 | 
                        17.7 | 
                        1.1% | 
                        1,626.3 | 
                     
                    
                        | High | 
                        1,620.7 | 
                        1,627.0 | 
                        6.3 | 
                        0.4% | 
                        1,644.0 | 
                     
                    
                        | Low | 
                        1,590.1 | 
                        1,610.2 | 
                        20.1 | 
                        1.3% | 
                        1,558.4 | 
                     
                    
                        | Close | 
                        1,615.9 | 
                        1,621.5 | 
                        5.6 | 
                        0.3% | 
                        1,593.5 | 
                     
                    
                        | Range | 
                        30.6 | 
                        16.8 | 
                        -13.8 | 
                        -45.1% | 
                        85.6 | 
                     
                    
                        | ATR | 
                        29.2 | 
                        28.3 | 
                        -0.9 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        682 | 
                        552 | 
                        -130 | 
                        -19.1% | 
                        9,357 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,670.0 | 
                1,662.5 | 
                1,630.7 | 
                 | 
             
            
                | R3 | 
                1,653.2 | 
                1,645.7 | 
                1,626.1 | 
                 | 
             
            
                | R2 | 
                1,636.4 | 
                1,636.4 | 
                1,624.6 | 
                 | 
             
            
                | R1 | 
                1,628.9 | 
                1,628.9 | 
                1,623.0 | 
                1,632.7 | 
             
            
                | PP | 
                1,619.6 | 
                1,619.6 | 
                1,619.6 | 
                1,621.4 | 
             
            
                | S1 | 
                1,612.1 | 
                1,612.1 | 
                1,620.0 | 
                1,615.9 | 
             
            
                | S2 | 
                1,602.8 | 
                1,602.8 | 
                1,618.4 | 
                 | 
             
            
                | S3 | 
                1,586.0 | 
                1,595.3 | 
                1,616.9 | 
                 | 
             
            
                | S4 | 
                1,569.2 | 
                1,578.5 | 
                1,612.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,855.4 | 
                1,810.1 | 
                1,640.6 | 
                 | 
             
            
                | R3 | 
                1,769.8 | 
                1,724.5 | 
                1,617.0 | 
                 | 
             
            
                | R2 | 
                1,684.2 | 
                1,684.2 | 
                1,609.2 | 
                 | 
             
            
                | R1 | 
                1,638.9 | 
                1,638.9 | 
                1,601.3 | 
                1,618.8 | 
             
            
                | PP | 
                1,598.6 | 
                1,598.6 | 
                1,598.6 | 
                1,588.6 | 
             
            
                | S1 | 
                1,553.3 | 
                1,553.3 | 
                1,585.7 | 
                1,533.2 | 
             
            
                | S2 | 
                1,513.0 | 
                1,513.0 | 
                1,577.8 | 
                 | 
             
            
                | S3 | 
                1,427.4 | 
                1,467.7 | 
                1,570.0 | 
                 | 
             
            
                | S4 | 
                1,341.8 | 
                1,382.1 | 
                1,546.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,631.2 | 
                1,558.4 | 
                72.8 | 
                4.5% | 
                31.1 | 
                1.9% | 
                87% | 
                False | 
                False | 
                1,294 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,548.3 | 
                95.7 | 
                5.9% | 
                31.1 | 
                1.9% | 
                76% | 
                False | 
                False | 
                2,072 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.8% | 
                29.5 | 
                1.8% | 
                79% | 
                False | 
                False | 
                2,139 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.6% | 
                23.3 | 
                1.4% | 
                62% | 
                False | 
                False | 
                1,597 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.3% | 
                21.9 | 
                1.3% | 
                52% | 
                False | 
                False | 
                1,292 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                21.6 | 
                1.3% | 
                33% | 
                False | 
                False | 
                1,162 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                19.8 | 
                1.2% | 
                33% | 
                False | 
                False | 
                987 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                18.6 | 
                1.1% | 
                33% | 
                False | 
                False | 
                909 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,698.4 | 
         
        
            | 
2.618             | 
            1,671.0 | 
         
        
            | 
1.618             | 
            1,654.2 | 
         
        
            | 
1.000             | 
            1,643.8 | 
         
        
            | 
0.618             | 
            1,637.4 | 
         
        
            | 
HIGH             | 
            1,627.0 | 
         
        
            | 
0.618             | 
            1,620.6 | 
         
        
            | 
0.500             | 
            1,618.6 | 
         
        
            | 
0.382             | 
            1,616.6 | 
         
        
            | 
LOW             | 
            1,610.2 | 
         
        
            | 
0.618             | 
            1,599.8 | 
         
        
            | 
1.000             | 
            1,593.4 | 
         
        
            | 
1.618             | 
            1,583.0 | 
         
        
            | 
2.618             | 
            1,566.2 | 
         
        
            | 
4.250             | 
            1,538.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,620.5 | 
                                1,616.3 | 
                             
                            
                                | PP | 
                                1,619.6 | 
                                1,611.1 | 
                             
                            
                                | S1 | 
                                1,618.6 | 
                                1,606.0 | 
                             
             
         |