| Trading Metrics calculated at close of trading on 15-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2012 | 
                    15-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,619.0 | 
                        1,626.9 | 
                        7.9 | 
                        0.5% | 
                        1,605.0 | 
                     
                    
                        | High | 
                        1,630.1 | 
                        1,635.5 | 
                        5.4 | 
                        0.3% | 
                        1,635.5 | 
                     
                    
                        | Low | 
                        1,614.8 | 
                        1,624.3 | 
                        9.5 | 
                        0.6% | 
                        1,584.9 | 
                     
                    
                        | Close | 
                        1,621.7 | 
                        1,630.3 | 
                        8.6 | 
                        0.5% | 
                        1,630.3 | 
                     
                    
                        | Range | 
                        15.3 | 
                        11.2 | 
                        -4.1 | 
                        -26.8% | 
                        50.6 | 
                     
                    
                        | ATR | 
                        27.4 | 
                        26.4 | 
                        -1.0 | 
                        -3.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        759 | 
                        739 | 
                        -20 | 
                        -2.6% | 
                        5,810 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,663.6 | 
                1,658.2 | 
                1,636.5 | 
                 | 
             
            
                | R3 | 
                1,652.4 | 
                1,647.0 | 
                1,633.4 | 
                 | 
             
            
                | R2 | 
                1,641.2 | 
                1,641.2 | 
                1,632.4 | 
                 | 
             
            
                | R1 | 
                1,635.8 | 
                1,635.8 | 
                1,631.3 | 
                1,638.5 | 
             
            
                | PP | 
                1,630.0 | 
                1,630.0 | 
                1,630.0 | 
                1,631.4 | 
             
            
                | S1 | 
                1,624.6 | 
                1,624.6 | 
                1,629.3 | 
                1,627.3 | 
             
            
                | S2 | 
                1,618.8 | 
                1,618.8 | 
                1,628.2 | 
                 | 
             
            
                | S3 | 
                1,607.6 | 
                1,613.4 | 
                1,627.2 | 
                 | 
             
            
                | S4 | 
                1,596.4 | 
                1,602.2 | 
                1,624.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,768.7 | 
                1,750.1 | 
                1,658.1 | 
                 | 
             
            
                | R3 | 
                1,718.1 | 
                1,699.5 | 
                1,644.2 | 
                 | 
             
            
                | R2 | 
                1,667.5 | 
                1,667.5 | 
                1,639.6 | 
                 | 
             
            
                | R1 | 
                1,648.9 | 
                1,648.9 | 
                1,634.9 | 
                1,658.2 | 
             
            
                | PP | 
                1,616.9 | 
                1,616.9 | 
                1,616.9 | 
                1,621.6 | 
             
            
                | S1 | 
                1,598.3 | 
                1,598.3 | 
                1,625.7 | 
                1,607.6 | 
             
            
                | S2 | 
                1,566.3 | 
                1,566.3 | 
                1,621.0 | 
                 | 
             
            
                | S3 | 
                1,515.7 | 
                1,547.7 | 
                1,616.4 | 
                 | 
             
            
                | S4 | 
                1,465.1 | 
                1,497.1 | 
                1,602.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,635.5 | 
                1,584.9 | 
                50.6 | 
                3.1% | 
                19.2 | 
                1.2% | 
                90% | 
                True | 
                False | 
                1,162 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,558.4 | 
                85.6 | 
                5.3% | 
                23.3 | 
                1.4% | 
                84% | 
                False | 
                False | 
                1,516 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.7% | 
                27.9 | 
                1.7% | 
                87% | 
                False | 
                False | 
                1,824 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.6% | 
                23.1 | 
                1.4% | 
                69% | 
                False | 
                False | 
                1,612 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.3% | 
                22.0 | 
                1.3% | 
                57% | 
                False | 
                False | 
                1,302 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                21.2 | 
                1.3% | 
                36% | 
                False | 
                False | 
                1,171 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                19.8 | 
                1.2% | 
                36% | 
                False | 
                False | 
                999 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                18.6 | 
                1.1% | 
                36% | 
                False | 
                False | 
                916 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,683.1 | 
         
        
            | 
2.618             | 
            1,664.8 | 
         
        
            | 
1.618             | 
            1,653.6 | 
         
        
            | 
1.000             | 
            1,646.7 | 
         
        
            | 
0.618             | 
            1,642.4 | 
         
        
            | 
HIGH             | 
            1,635.5 | 
         
        
            | 
0.618             | 
            1,631.2 | 
         
        
            | 
0.500             | 
            1,629.9 | 
         
        
            | 
0.382             | 
            1,628.6 | 
         
        
            | 
LOW             | 
            1,624.3 | 
         
        
            | 
0.618             | 
            1,617.4 | 
         
        
            | 
1.000             | 
            1,613.1 | 
         
        
            | 
1.618             | 
            1,606.2 | 
         
        
            | 
2.618             | 
            1,595.0 | 
         
        
            | 
4.250             | 
            1,576.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,630.2 | 
                                1,627.8 | 
                             
                            
                                | PP | 
                                1,630.0 | 
                                1,625.3 | 
                             
                            
                                | S1 | 
                                1,629.9 | 
                                1,622.9 | 
                             
             
         |