| Trading Metrics calculated at close of trading on 29-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jun-2012 | 
                    29-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,577.0 | 
                        1,557.2 | 
                        -19.8 | 
                        -1.3% | 
                        1,571.8 | 
                     
                    
                        | High | 
                        1,580.2 | 
                        1,609.7 | 
                        29.5 | 
                        1.9% | 
                        1,609.7 | 
                     
                    
                        | Low | 
                        1,550.0 | 
                        1,556.7 | 
                        6.7 | 
                        0.4% | 
                        1,550.0 | 
                     
                    
                        | Close | 
                        1,552.5 | 
                        1,606.4 | 
                        53.9 | 
                        3.5% | 
                        1,606.4 | 
                     
                    
                        | Range | 
                        30.2 | 
                        53.0 | 
                        22.8 | 
                        75.5% | 
                        59.7 | 
                     
                    
                        | ATR | 
                        25.4 | 
                        27.7 | 
                        2.3 | 
                        8.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        630 | 
                        3,619 | 
                        2,989 | 
                        474.4% | 
                        9,349 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,749.9 | 
                1,731.2 | 
                1,635.6 | 
                 | 
             
            
                | R3 | 
                1,696.9 | 
                1,678.2 | 
                1,621.0 | 
                 | 
             
            
                | R2 | 
                1,643.9 | 
                1,643.9 | 
                1,616.1 | 
                 | 
             
            
                | R1 | 
                1,625.2 | 
                1,625.2 | 
                1,611.3 | 
                1,634.6 | 
             
            
                | PP | 
                1,590.9 | 
                1,590.9 | 
                1,590.9 | 
                1,595.6 | 
             
            
                | S1 | 
                1,572.2 | 
                1,572.2 | 
                1,601.5 | 
                1,581.6 | 
             
            
                | S2 | 
                1,537.9 | 
                1,537.9 | 
                1,596.7 | 
                 | 
             
            
                | S3 | 
                1,484.9 | 
                1,519.2 | 
                1,591.8 | 
                 | 
             
            
                | S4 | 
                1,431.9 | 
                1,466.2 | 
                1,577.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,767.8 | 
                1,746.8 | 
                1,639.2 | 
                 | 
             
            
                | R3 | 
                1,708.1 | 
                1,687.1 | 
                1,622.8 | 
                 | 
             
            
                | R2 | 
                1,648.4 | 
                1,648.4 | 
                1,617.3 | 
                 | 
             
            
                | R1 | 
                1,627.4 | 
                1,627.4 | 
                1,611.9 | 
                1,637.9 | 
             
            
                | PP | 
                1,588.7 | 
                1,588.7 | 
                1,588.7 | 
                1,594.0 | 
             
            
                | S1 | 
                1,567.7 | 
                1,567.7 | 
                1,600.9 | 
                1,578.2 | 
             
            
                | S2 | 
                1,529.0 | 
                1,529.0 | 
                1,595.5 | 
                 | 
             
            
                | S3 | 
                1,469.3 | 
                1,508.0 | 
                1,590.0 | 
                 | 
             
            
                | S4 | 
                1,409.6 | 
                1,448.3 | 
                1,573.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,609.7 | 
                1,550.0 | 
                59.7 | 
                3.7% | 
                28.3 | 
                1.8% | 
                94% | 
                True | 
                False | 
                1,869 | 
                 
                
                | 10 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.4% | 
                25.9 | 
                1.6% | 
                65% | 
                False | 
                False | 
                1,664 | 
                 
                
                | 20 | 
                1,644.0 | 
                1,550.0 | 
                94.0 | 
                5.9% | 
                24.6 | 
                1.5% | 
                60% | 
                False | 
                False | 
                1,590 | 
                 
                
                | 40 | 
                1,649.8 | 
                1,534.3 | 
                115.5 | 
                7.2% | 
                25.9 | 
                1.6% | 
                62% | 
                False | 
                False | 
                1,717 | 
                 
                
                | 60 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.4% | 
                22.6 | 
                1.4% | 
                48% | 
                False | 
                False | 
                1,507 | 
                 
                
                | 80 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.5% | 
                22.1 | 
                1.4% | 
                39% | 
                False | 
                False | 
                1,270 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.5% | 
                20.9 | 
                1.3% | 
                27% | 
                False | 
                False | 
                1,135 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.5% | 
                19.7 | 
                1.2% | 
                27% | 
                False | 
                False | 
                1,017 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,835.0 | 
         
        
            | 
2.618             | 
            1,748.5 | 
         
        
            | 
1.618             | 
            1,695.5 | 
         
        
            | 
1.000             | 
            1,662.7 | 
         
        
            | 
0.618             | 
            1,642.5 | 
         
        
            | 
HIGH             | 
            1,609.7 | 
         
        
            | 
0.618             | 
            1,589.5 | 
         
        
            | 
0.500             | 
            1,583.2 | 
         
        
            | 
0.382             | 
            1,576.9 | 
         
        
            | 
LOW             | 
            1,556.7 | 
         
        
            | 
0.618             | 
            1,523.9 | 
         
        
            | 
1.000             | 
            1,503.7 | 
         
        
            | 
1.618             | 
            1,470.9 | 
         
        
            | 
2.618             | 
            1,417.9 | 
         
        
            | 
4.250             | 
            1,331.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,598.7 | 
                                1,597.6 | 
                             
                            
                                | PP | 
                                1,590.9 | 
                                1,588.7 | 
                             
                            
                                | S1 | 
                                1,583.2 | 
                                1,579.9 | 
                             
             
         |