| Trading Metrics calculated at close of trading on 28-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jun-2012 | 
                    28-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,574.5 | 
                        1,577.0 | 
                        2.5 | 
                        0.2% | 
                        1,631.8 | 
                     
                    
                        | High | 
                        1,584.3 | 
                        1,580.2 | 
                        -4.1 | 
                        -0.3% | 
                        1,636.3 | 
                     
                    
                        | Low | 
                        1,566.0 | 
                        1,550.0 | 
                        -16.0 | 
                        -1.0% | 
                        1,561.0 | 
                     
                    
                        | Close | 
                        1,580.6 | 
                        1,552.5 | 
                        -28.1 | 
                        -1.8% | 
                        1,569.0 | 
                     
                    
                        | Range | 
                        18.3 | 
                        30.2 | 
                        11.9 | 
                        65.0% | 
                        75.3 | 
                     
                    
                        | ATR | 
                        25.0 | 
                        25.4 | 
                        0.4 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        519 | 
                        630 | 
                        111 | 
                        21.4% | 
                        7,292 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,651.5 | 
                1,632.2 | 
                1,569.1 | 
                 | 
             
            
                | R3 | 
                1,621.3 | 
                1,602.0 | 
                1,560.8 | 
                 | 
             
            
                | R2 | 
                1,591.1 | 
                1,591.1 | 
                1,558.0 | 
                 | 
             
            
                | R1 | 
                1,571.8 | 
                1,571.8 | 
                1,555.3 | 
                1,566.4 | 
             
            
                | PP | 
                1,560.9 | 
                1,560.9 | 
                1,560.9 | 
                1,558.2 | 
             
            
                | S1 | 
                1,541.6 | 
                1,541.6 | 
                1,549.7 | 
                1,536.2 | 
             
            
                | S2 | 
                1,530.7 | 
                1,530.7 | 
                1,547.0 | 
                 | 
             
            
                | S3 | 
                1,500.5 | 
                1,511.4 | 
                1,544.2 | 
                 | 
             
            
                | S4 | 
                1,470.3 | 
                1,481.2 | 
                1,535.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,590.9 | 
                1,550.0 | 
                40.9 | 
                2.6% | 
                20.6 | 
                1.3% | 
                6% | 
                False | 
                True | 
                1,333 | 
                 
                
                | 10 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.6% | 
                21.7 | 
                1.4% | 
                3% | 
                False | 
                True | 
                1,376 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,548.3 | 
                95.7 | 
                6.2% | 
                26.2 | 
                1.7% | 
                4% | 
                False | 
                False | 
                1,520 | 
                 
                
                | 40 | 
                1,657.3 | 
                1,534.3 | 
                123.0 | 
                7.9% | 
                25.1 | 
                1.6% | 
                15% | 
                False | 
                False | 
                1,657 | 
                 
                
                | 60 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.7% | 
                22.3 | 
                1.4% | 
                12% | 
                False | 
                False | 
                1,457 | 
                 
                
                | 80 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.9% | 
                21.6 | 
                1.4% | 
                10% | 
                False | 
                False | 
                1,237 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                17.1% | 
                20.7 | 
                1.3% | 
                7% | 
                False | 
                False | 
                1,099 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                17.1% | 
                19.3 | 
                1.2% | 
                7% | 
                False | 
                False | 
                989 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,708.6 | 
         
        
            | 
2.618             | 
            1,659.3 | 
         
        
            | 
1.618             | 
            1,629.1 | 
         
        
            | 
1.000             | 
            1,610.4 | 
         
        
            | 
0.618             | 
            1,598.9 | 
         
        
            | 
HIGH             | 
            1,580.2 | 
         
        
            | 
0.618             | 
            1,568.7 | 
         
        
            | 
0.500             | 
            1,565.1 | 
         
        
            | 
0.382             | 
            1,561.5 | 
         
        
            | 
LOW             | 
            1,550.0 | 
         
        
            | 
0.618             | 
            1,531.3 | 
         
        
            | 
1.000             | 
            1,519.8 | 
         
        
            | 
1.618             | 
            1,501.1 | 
         
        
            | 
2.618             | 
            1,470.9 | 
         
        
            | 
4.250             | 
            1,421.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,565.1 | 
                                1,569.7 | 
                             
                            
                                | PP | 
                                1,560.9 | 
                                1,564.0 | 
                             
                            
                                | S1 | 
                                1,556.7 | 
                                1,558.2 | 
                             
             
         |