| Trading Metrics calculated at close of trading on 20-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jun-2012 | 
                    20-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,629.8 | 
                        1,623.5 | 
                        -6.3 | 
                        -0.4% | 
                        1,605.0 | 
                     
                    
                        | High | 
                        1,636.3 | 
                        1,623.8 | 
                        -12.5 | 
                        -0.8% | 
                        1,635.5 | 
                     
                    
                        | Low | 
                        1,620.9 | 
                        1,594.7 | 
                        -26.2 | 
                        -1.6% | 
                        1,584.9 | 
                     
                    
                        | Close | 
                        1,625.4 | 
                        1,618.0 | 
                        -7.4 | 
                        -0.5% | 
                        1,630.3 | 
                     
                    
                        | Range | 
                        15.4 | 
                        29.1 | 
                        13.7 | 
                        89.0% | 
                        50.6 | 
                     
                    
                        | ATR | 
                        25.0 | 
                        25.4 | 
                        0.4 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,032 | 
                        2,029 | 
                        997 | 
                        96.6% | 
                        5,810 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,699.5 | 
                1,687.8 | 
                1,634.0 | 
                 | 
             
            
                | R3 | 
                1,670.4 | 
                1,658.7 | 
                1,626.0 | 
                 | 
             
            
                | R2 | 
                1,641.3 | 
                1,641.3 | 
                1,623.3 | 
                 | 
             
            
                | R1 | 
                1,629.6 | 
                1,629.6 | 
                1,620.7 | 
                1,620.9 | 
             
            
                | PP | 
                1,612.2 | 
                1,612.2 | 
                1,612.2 | 
                1,607.8 | 
             
            
                | S1 | 
                1,600.5 | 
                1,600.5 | 
                1,615.3 | 
                1,591.8 | 
             
            
                | S2 | 
                1,583.1 | 
                1,583.1 | 
                1,612.7 | 
                 | 
             
            
                | S3 | 
                1,554.0 | 
                1,571.4 | 
                1,610.0 | 
                 | 
             
            
                | S4 | 
                1,524.9 | 
                1,542.3 | 
                1,602.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,636.3 | 
                1,594.7 | 
                41.6 | 
                2.6% | 
                17.6 | 
                1.1% | 
                56% | 
                False | 
                True | 
                1,334 | 
                 
                
                | 10 | 
                1,636.3 | 
                1,558.4 | 
                77.9 | 
                4.8% | 
                24.3 | 
                1.5% | 
                77% | 
                False | 
                False | 
                1,314 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.8% | 
                27.5 | 
                1.7% | 
                76% | 
                False | 
                False | 
                1,888 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.7% | 
                23.9 | 
                1.5% | 
                60% | 
                False | 
                False | 
                1,628 | 
                 
                
                | 60 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.3% | 
                21.7 | 
                1.3% | 
                50% | 
                False | 
                False | 
                1,376 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                21.7 | 
                1.3% | 
                32% | 
                False | 
                False | 
                1,210 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                20.0 | 
                1.2% | 
                32% | 
                False | 
                False | 
                1,043 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                18.9 | 
                1.2% | 
                32% | 
                False | 
                False | 
                953 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,747.5 | 
         
        
            | 
2.618             | 
            1,700.0 | 
         
        
            | 
1.618             | 
            1,670.9 | 
         
        
            | 
1.000             | 
            1,652.9 | 
         
        
            | 
0.618             | 
            1,641.8 | 
         
        
            | 
HIGH             | 
            1,623.8 | 
         
        
            | 
0.618             | 
            1,612.7 | 
         
        
            | 
0.500             | 
            1,609.3 | 
         
        
            | 
0.382             | 
            1,605.8 | 
         
        
            | 
LOW             | 
            1,594.7 | 
         
        
            | 
0.618             | 
            1,576.7 | 
         
        
            | 
1.000             | 
            1,565.6 | 
         
        
            | 
1.618             | 
            1,547.6 | 
         
        
            | 
2.618             | 
            1,518.5 | 
         
        
            | 
4.250             | 
            1,471.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,615.1 | 
                                1,617.2 | 
                             
                            
                                | PP | 
                                1,612.2 | 
                                1,616.3 | 
                             
                            
                                | S1 | 
                                1,609.3 | 
                                1,615.5 | 
                             
             
         |