| Trading Metrics calculated at close of trading on 21-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jun-2012 | 
                    21-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,623.5 | 
                        1,608.3 | 
                        -15.2 | 
                        -0.9% | 
                        1,605.0 | 
                     
                    
                        | High | 
                        1,623.8 | 
                        1,609.0 | 
                        -14.8 | 
                        -0.9% | 
                        1,635.5 | 
                     
                    
                        | Low | 
                        1,594.7 | 
                        1,567.6 | 
                        -27.1 | 
                        -1.7% | 
                        1,584.9 | 
                     
                    
                        | Close | 
                        1,618.0 | 
                        1,567.6 | 
                        -50.4 | 
                        -3.1% | 
                        1,630.3 | 
                     
                    
                        | Range | 
                        29.1 | 
                        41.4 | 
                        12.3 | 
                        42.3% | 
                        50.6 | 
                     
                    
                        | ATR | 
                        25.4 | 
                        27.2 | 
                        1.8 | 
                        7.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,029 | 
                        1,179 | 
                        -850 | 
                        -41.9% | 
                        5,810 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,705.6 | 
                1,678.0 | 
                1,590.4 | 
                 | 
             
            
                | R3 | 
                1,664.2 | 
                1,636.6 | 
                1,579.0 | 
                 | 
             
            
                | R2 | 
                1,622.8 | 
                1,622.8 | 
                1,575.2 | 
                 | 
             
            
                | R1 | 
                1,595.2 | 
                1,595.2 | 
                1,571.4 | 
                1,588.3 | 
             
            
                | PP | 
                1,581.4 | 
                1,581.4 | 
                1,581.4 | 
                1,578.0 | 
             
            
                | S1 | 
                1,553.8 | 
                1,553.8 | 
                1,563.8 | 
                1,546.9 | 
             
            
                | S2 | 
                1,540.0 | 
                1,540.0 | 
                1,560.0 | 
                 | 
             
            
                | S3 | 
                1,498.6 | 
                1,512.4 | 
                1,556.2 | 
                 | 
             
            
                | S4 | 
                1,457.2 | 
                1,471.0 | 
                1,544.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,567.6 | 
                68.7 | 
                4.4% | 
                22.8 | 
                1.5% | 
                0% | 
                False | 
                True | 
                1,418 | 
                 
                
                | 10 | 
                1,636.3 | 
                1,558.4 | 
                77.9 | 
                5.0% | 
                23.8 | 
                1.5% | 
                12% | 
                False | 
                False | 
                1,367 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                7.0% | 
                27.9 | 
                1.8% | 
                30% | 
                False | 
                False | 
                1,857 | 
                 
                
                | 40 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.9% | 
                24.2 | 
                1.5% | 
                24% | 
                False | 
                False | 
                1,617 | 
                 
                
                | 60 | 
                1,687.7 | 
                1,534.3 | 
                153.4 | 
                9.8% | 
                22.2 | 
                1.4% | 
                22% | 
                False | 
                False | 
                1,392 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                22.0 | 
                1.4% | 
                13% | 
                False | 
                False | 
                1,217 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                20.3 | 
                1.3% | 
                13% | 
                False | 
                False | 
                1,048 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                19.0 | 
                1.2% | 
                13% | 
                False | 
                False | 
                961 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,785.0 | 
         
        
            | 
2.618             | 
            1,717.4 | 
         
        
            | 
1.618             | 
            1,676.0 | 
         
        
            | 
1.000             | 
            1,650.4 | 
         
        
            | 
0.618             | 
            1,634.6 | 
         
        
            | 
HIGH             | 
            1,609.0 | 
         
        
            | 
0.618             | 
            1,593.2 | 
         
        
            | 
0.500             | 
            1,588.3 | 
         
        
            | 
0.382             | 
            1,583.4 | 
         
        
            | 
LOW             | 
            1,567.6 | 
         
        
            | 
0.618             | 
            1,542.0 | 
         
        
            | 
1.000             | 
            1,526.2 | 
         
        
            | 
1.618             | 
            1,500.6 | 
         
        
            | 
2.618             | 
            1,459.2 | 
         
        
            | 
4.250             | 
            1,391.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,588.3 | 
                                1,602.0 | 
                             
                            
                                | PP | 
                                1,581.4 | 
                                1,590.5 | 
                             
                            
                                | S1 | 
                                1,574.5 | 
                                1,579.1 | 
                             
             
         |