| Trading Metrics calculated at close of trading on 14-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jun-2012 | 
                    14-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,612.8 | 
                        1,619.0 | 
                        6.2 | 
                        0.4% | 
                        1,626.3 | 
                     
                    
                        | High | 
                        1,627.0 | 
                        1,630.1 | 
                        3.1 | 
                        0.2% | 
                        1,644.0 | 
                     
                    
                        | Low | 
                        1,610.2 | 
                        1,614.8 | 
                        4.6 | 
                        0.3% | 
                        1,558.4 | 
                     
                    
                        | Close | 
                        1,621.5 | 
                        1,621.7 | 
                        0.2 | 
                        0.0% | 
                        1,593.5 | 
                     
                    
                        | Range | 
                        16.8 | 
                        15.3 | 
                        -1.5 | 
                        -8.9% | 
                        85.6 | 
                     
                    
                        | ATR | 
                        28.3 | 
                        27.4 | 
                        -0.9 | 
                        -3.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        552 | 
                        759 | 
                        207 | 
                        37.5% | 
                        9,357 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,668.1 | 
                1,660.2 | 
                1,630.1 | 
                 | 
             
            
                | R3 | 
                1,652.8 | 
                1,644.9 | 
                1,625.9 | 
                 | 
             
            
                | R2 | 
                1,637.5 | 
                1,637.5 | 
                1,624.5 | 
                 | 
             
            
                | R1 | 
                1,629.6 | 
                1,629.6 | 
                1,623.1 | 
                1,633.6 | 
             
            
                | PP | 
                1,622.2 | 
                1,622.2 | 
                1,622.2 | 
                1,624.2 | 
             
            
                | S1 | 
                1,614.3 | 
                1,614.3 | 
                1,620.3 | 
                1,618.3 | 
             
            
                | S2 | 
                1,606.9 | 
                1,606.9 | 
                1,618.9 | 
                 | 
             
            
                | S3 | 
                1,591.6 | 
                1,599.0 | 
                1,617.5 | 
                 | 
             
            
                | S4 | 
                1,576.3 | 
                1,583.7 | 
                1,613.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,630.1 | 
                1,558.4 | 
                71.7 | 
                4.4% | 
                24.9 | 
                1.5% | 
                88% | 
                True | 
                False | 
                1,316 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,548.3 | 
                95.7 | 
                5.9% | 
                30.6 | 
                1.9% | 
                77% | 
                False | 
                False | 
                1,665 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.8% | 
                29.3 | 
                1.8% | 
                80% | 
                False | 
                False | 
                2,133 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.6% | 
                23.3 | 
                1.4% | 
                62% | 
                False | 
                False | 
                1,602 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.3% | 
                21.9 | 
                1.4% | 
                52% | 
                False | 
                False | 
                1,297 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                21.5 | 
                1.3% | 
                33% | 
                False | 
                False | 
                1,168 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                19.8 | 
                1.2% | 
                33% | 
                False | 
                False | 
                993 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                18.5 | 
                1.1% | 
                33% | 
                False | 
                False | 
                914 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,695.1 | 
         
        
            | 
2.618             | 
            1,670.2 | 
         
        
            | 
1.618             | 
            1,654.9 | 
         
        
            | 
1.000             | 
            1,645.4 | 
         
        
            | 
0.618             | 
            1,639.6 | 
         
        
            | 
HIGH             | 
            1,630.1 | 
         
        
            | 
0.618             | 
            1,624.3 | 
         
        
            | 
0.500             | 
            1,622.5 | 
         
        
            | 
0.382             | 
            1,620.6 | 
         
        
            | 
LOW             | 
            1,614.8 | 
         
        
            | 
0.618             | 
            1,605.3 | 
         
        
            | 
1.000             | 
            1,599.5 | 
         
        
            | 
1.618             | 
            1,590.0 | 
         
        
            | 
2.618             | 
            1,574.7 | 
         
        
            | 
4.250             | 
            1,549.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,622.5 | 
                                1,617.8 | 
                             
                            
                                | PP | 
                                1,622.2 | 
                                1,614.0 | 
                             
                            
                                | S1 | 
                                1,622.0 | 
                                1,610.1 | 
                             
             
         |