| Trading Metrics calculated at close of trading on 27-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jun-2012 | 
                    27-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,587.8 | 
                        1,574.5 | 
                        -13.3 | 
                        -0.8% | 
                        1,631.8 | 
                     
                    
                        | High | 
                        1,589.4 | 
                        1,584.3 | 
                        -5.1 | 
                        -0.3% | 
                        1,636.3 | 
                     
                    
                        | Low | 
                        1,571.2 | 
                        1,566.0 | 
                        -5.2 | 
                        -0.3% | 
                        1,561.0 | 
                     
                    
                        | Close | 
                        1,577.1 | 
                        1,580.6 | 
                        3.5 | 
                        0.2% | 
                        1,569.0 | 
                     
                    
                        | Range | 
                        18.2 | 
                        18.3 | 
                        0.1 | 
                        0.5% | 
                        75.3 | 
                     
                    
                        | ATR | 
                        25.5 | 
                        25.0 | 
                        -0.5 | 
                        -2.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,453 | 
                        519 | 
                        -2,934 | 
                        -85.0% | 
                        7,292 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,631.9 | 
                1,624.5 | 
                1,590.7 | 
                 | 
             
            
                | R3 | 
                1,613.6 | 
                1,606.2 | 
                1,585.6 | 
                 | 
             
            
                | R2 | 
                1,595.3 | 
                1,595.3 | 
                1,584.0 | 
                 | 
             
            
                | R1 | 
                1,587.9 | 
                1,587.9 | 
                1,582.3 | 
                1,591.6 | 
             
            
                | PP | 
                1,577.0 | 
                1,577.0 | 
                1,577.0 | 
                1,578.8 | 
             
            
                | S1 | 
                1,569.6 | 
                1,569.6 | 
                1,578.9 | 
                1,573.3 | 
             
            
                | S2 | 
                1,558.7 | 
                1,558.7 | 
                1,577.2 | 
                 | 
             
            
                | S3 | 
                1,540.4 | 
                1,551.3 | 
                1,575.6 | 
                 | 
             
            
                | S4 | 
                1,522.1 | 
                1,533.0 | 
                1,570.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,814.7 | 
                1,767.1 | 
                1,610.4 | 
                 | 
             
            
                | R3 | 
                1,739.4 | 
                1,691.8 | 
                1,589.7 | 
                 | 
             
            
                | R2 | 
                1,664.1 | 
                1,664.1 | 
                1,582.8 | 
                 | 
             
            
                | R1 | 
                1,616.5 | 
                1,616.5 | 
                1,575.9 | 
                1,602.7 | 
             
            
                | PP | 
                1,588.8 | 
                1,588.8 | 
                1,588.8 | 
                1,581.8 | 
             
            
                | S1 | 
                1,541.2 | 
                1,541.2 | 
                1,562.1 | 
                1,527.4 | 
             
            
                | S2 | 
                1,513.5 | 
                1,513.5 | 
                1,555.2 | 
                 | 
             
            
                | S3 | 
                1,438.2 | 
                1,465.9 | 
                1,548.3 | 
                 | 
             
            
                | S4 | 
                1,362.9 | 
                1,390.6 | 
                1,527.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,609.0 | 
                1,561.0 | 
                48.0 | 
                3.0% | 
                22.8 | 
                1.4% | 
                41% | 
                False | 
                False | 
                1,443 | 
                 
                
                | 10 | 
                1,636.3 | 
                1,561.0 | 
                75.3 | 
                4.8% | 
                20.2 | 
                1.3% | 
                26% | 
                False | 
                False | 
                1,389 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,548.3 | 
                95.7 | 
                6.1% | 
                25.7 | 
                1.6% | 
                34% | 
                False | 
                False | 
                1,730 | 
                 
                
                | 40 | 
                1,664.0 | 
                1,534.3 | 
                129.7 | 
                8.2% | 
                24.6 | 
                1.6% | 
                36% | 
                False | 
                False | 
                1,697 | 
                 
                
                | 60 | 
                1,686.3 | 
                1,534.3 | 
                152.0 | 
                9.6% | 
                22.4 | 
                1.4% | 
                30% | 
                False | 
                False | 
                1,449 | 
                 
                
                | 80 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.7% | 
                21.5 | 
                1.4% | 
                25% | 
                False | 
                False | 
                1,257 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                20.4 | 
                1.3% | 
                17% | 
                False | 
                False | 
                1,097 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                19.1 | 
                1.2% | 
                17% | 
                False | 
                False | 
                987 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,662.1 | 
         
        
            | 
2.618             | 
            1,632.2 | 
         
        
            | 
1.618             | 
            1,613.9 | 
         
        
            | 
1.000             | 
            1,602.6 | 
         
        
            | 
0.618             | 
            1,595.6 | 
         
        
            | 
HIGH             | 
            1,584.3 | 
         
        
            | 
0.618             | 
            1,577.3 | 
         
        
            | 
0.500             | 
            1,575.2 | 
         
        
            | 
0.382             | 
            1,573.0 | 
         
        
            | 
LOW             | 
            1,566.0 | 
         
        
            | 
0.618             | 
            1,554.7 | 
         
        
            | 
1.000             | 
            1,547.7 | 
         
        
            | 
1.618             | 
            1,536.4 | 
         
        
            | 
2.618             | 
            1,518.1 | 
         
        
            | 
4.250             | 
            1,488.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,578.8 | 
                                1,579.9 | 
                             
                            
                                | PP | 
                                1,577.0 | 
                                1,579.2 | 
                             
                            
                                | S1 | 
                                1,575.2 | 
                                1,578.5 | 
                             
             
         |