| Trading Metrics calculated at close of trading on 18-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jun-2012 | 
                    18-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,626.9 | 
                        1,631.8 | 
                        4.9 | 
                        0.3% | 
                        1,605.0 | 
                     
                    
                        | High | 
                        1,635.5 | 
                        1,633.0 | 
                        -2.5 | 
                        -0.2% | 
                        1,635.5 | 
                     
                    
                        | Low | 
                        1,624.3 | 
                        1,616.2 | 
                        -8.1 | 
                        -0.5% | 
                        1,584.9 | 
                     
                    
                        | Close | 
                        1,630.3 | 
                        1,629.2 | 
                        -1.1 | 
                        -0.1% | 
                        1,630.3 | 
                     
                    
                        | Range | 
                        11.2 | 
                        16.8 | 
                        5.6 | 
                        50.0% | 
                        50.6 | 
                     
                    
                        | ATR | 
                        26.4 | 
                        25.7 | 
                        -0.7 | 
                        -2.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        739 | 
                        2,113 | 
                        1,374 | 
                        185.9% | 
                        5,810 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,676.5 | 
                1,669.7 | 
                1,638.4 | 
                 | 
             
            
                | R3 | 
                1,659.7 | 
                1,652.9 | 
                1,633.8 | 
                 | 
             
            
                | R2 | 
                1,642.9 | 
                1,642.9 | 
                1,632.3 | 
                 | 
             
            
                | R1 | 
                1,636.1 | 
                1,636.1 | 
                1,630.7 | 
                1,631.1 | 
             
            
                | PP | 
                1,626.1 | 
                1,626.1 | 
                1,626.1 | 
                1,623.7 | 
             
            
                | S1 | 
                1,619.3 | 
                1,619.3 | 
                1,627.7 | 
                1,614.3 | 
             
            
                | S2 | 
                1,609.3 | 
                1,609.3 | 
                1,626.1 | 
                 | 
             
            
                | S3 | 
                1,592.5 | 
                1,602.5 | 
                1,624.6 | 
                 | 
             
            
                | S4 | 
                1,575.7 | 
                1,585.7 | 
                1,620.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,590.1 | 
                45.4 | 
                2.8% | 
                18.1 | 
                1.1% | 
                86% | 
                False | 
                False | 
                969 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,558.4 | 
                85.6 | 
                5.3% | 
                23.3 | 
                1.4% | 
                83% | 
                False | 
                False | 
                1,149 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.7% | 
                27.4 | 
                1.7% | 
                86% | 
                False | 
                False | 
                1,865 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.6% | 
                23.4 | 
                1.4% | 
                68% | 
                False | 
                False | 
                1,630 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.3% | 
                21.9 | 
                1.3% | 
                57% | 
                False | 
                False | 
                1,337 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                21.3 | 
                1.3% | 
                36% | 
                False | 
                False | 
                1,183 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                19.9 | 
                1.2% | 
                36% | 
                False | 
                False | 
                1,020 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                18.7 | 
                1.1% | 
                36% | 
                False | 
                False | 
                930 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,704.4 | 
         
        
            | 
2.618             | 
            1,677.0 | 
         
        
            | 
1.618             | 
            1,660.2 | 
         
        
            | 
1.000             | 
            1,649.8 | 
         
        
            | 
0.618             | 
            1,643.4 | 
         
        
            | 
HIGH             | 
            1,633.0 | 
         
        
            | 
0.618             | 
            1,626.6 | 
         
        
            | 
0.500             | 
            1,624.6 | 
         
        
            | 
0.382             | 
            1,622.6 | 
         
        
            | 
LOW             | 
            1,616.2 | 
         
        
            | 
0.618             | 
            1,605.8 | 
         
        
            | 
1.000             | 
            1,599.4 | 
         
        
            | 
1.618             | 
            1,589.0 | 
         
        
            | 
2.618             | 
            1,572.2 | 
         
        
            | 
4.250             | 
            1,544.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,627.7 | 
                                1,627.9 | 
                             
                            
                                | PP | 
                                1,626.1 | 
                                1,626.5 | 
                             
                            
                                | S1 | 
                                1,624.6 | 
                                1,625.2 | 
                             
             
         |