| Trading Metrics calculated at close of trading on 19-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jun-2012 | 
                    19-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,631.8 | 
                        1,629.8 | 
                        -2.0 | 
                        -0.1% | 
                        1,605.0 | 
                     
                    
                        | High | 
                        1,633.0 | 
                        1,636.3 | 
                        3.3 | 
                        0.2% | 
                        1,635.5 | 
                     
                    
                        | Low | 
                        1,616.2 | 
                        1,620.9 | 
                        4.7 | 
                        0.3% | 
                        1,584.9 | 
                     
                    
                        | Close | 
                        1,629.2 | 
                        1,625.4 | 
                        -3.8 | 
                        -0.2% | 
                        1,630.3 | 
                     
                    
                        | Range | 
                        16.8 | 
                        15.4 | 
                        -1.4 | 
                        -8.3% | 
                        50.6 | 
                     
                    
                        | ATR | 
                        25.7 | 
                        25.0 | 
                        -0.7 | 
                        -2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,113 | 
                        1,032 | 
                        -1,081 | 
                        -51.2% | 
                        5,810 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,673.7 | 
                1,665.0 | 
                1,633.9 | 
                 | 
             
            
                | R3 | 
                1,658.3 | 
                1,649.6 | 
                1,629.6 | 
                 | 
             
            
                | R2 | 
                1,642.9 | 
                1,642.9 | 
                1,628.2 | 
                 | 
             
            
                | R1 | 
                1,634.2 | 
                1,634.2 | 
                1,626.8 | 
                1,630.9 | 
             
            
                | PP | 
                1,627.5 | 
                1,627.5 | 
                1,627.5 | 
                1,625.9 | 
             
            
                | S1 | 
                1,618.8 | 
                1,618.8 | 
                1,624.0 | 
                1,615.5 | 
             
            
                | S2 | 
                1,612.1 | 
                1,612.1 | 
                1,622.6 | 
                 | 
             
            
                | S3 | 
                1,596.7 | 
                1,603.4 | 
                1,621.2 | 
                 | 
             
            
                | S4 | 
                1,581.3 | 
                1,588.0 | 
                1,616.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,636.3 | 
                1,610.2 | 
                26.1 | 
                1.6% | 
                15.1 | 
                0.9% | 
                58% | 
                True | 
                False | 
                1,039 | 
                 
                
                | 10 | 
                1,644.0 | 
                1,558.4 | 
                85.6 | 
                5.3% | 
                23.8 | 
                1.5% | 
                78% | 
                False | 
                False | 
                1,160 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.7% | 
                27.5 | 
                1.7% | 
                83% | 
                False | 
                False | 
                1,829 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.6% | 
                23.5 | 
                1.4% | 
                65% | 
                False | 
                False | 
                1,612 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.3% | 
                21.8 | 
                1.3% | 
                54% | 
                False | 
                False | 
                1,346 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                21.4 | 
                1.3% | 
                34% | 
                False | 
                False | 
                1,189 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                19.9 | 
                1.2% | 
                34% | 
                False | 
                False | 
                1,025 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.3% | 
                18.8 | 
                1.2% | 
                34% | 
                False | 
                False | 
                937 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,701.8 | 
         
        
            | 
2.618             | 
            1,676.6 | 
         
        
            | 
1.618             | 
            1,661.2 | 
         
        
            | 
1.000             | 
            1,651.7 | 
         
        
            | 
0.618             | 
            1,645.8 | 
         
        
            | 
HIGH             | 
            1,636.3 | 
         
        
            | 
0.618             | 
            1,630.4 | 
         
        
            | 
0.500             | 
            1,628.6 | 
         
        
            | 
0.382             | 
            1,626.8 | 
         
        
            | 
LOW             | 
            1,620.9 | 
         
        
            | 
0.618             | 
            1,611.4 | 
         
        
            | 
1.000             | 
            1,605.5 | 
         
        
            | 
1.618             | 
            1,596.0 | 
         
        
            | 
2.618             | 
            1,580.6 | 
         
        
            | 
4.250             | 
            1,555.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,628.6 | 
                                1,626.3 | 
                             
                            
                                | PP | 
                                1,627.5 | 
                                1,626.0 | 
                             
                            
                                | S1 | 
                                1,626.5 | 
                                1,625.7 | 
                             
             
         |