| Trading Metrics calculated at close of trading on 05-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jul-2012 | 
                    05-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,597.8 | 
                        1,621.5 | 
                        23.7 | 
                        1.5% | 
                        1,571.8 | 
                     
                    
                        | High | 
                        1,626.9 | 
                        1,625.8 | 
                        -1.1 | 
                        -0.1% | 
                        1,609.7 | 
                     
                    
                        | Low | 
                        1,597.8 | 
                        1,600.0 | 
                        2.2 | 
                        0.1% | 
                        1,550.0 | 
                     
                    
                        | Close | 
                        1,624.0 | 
                        1,611.6 | 
                        -12.4 | 
                        -0.8% | 
                        1,606.4 | 
                     
                    
                        | Range | 
                        29.1 | 
                        25.8 | 
                        -3.3 | 
                        -11.3% | 
                        59.7 | 
                     
                    
                        | ATR | 
                        27.0 | 
                        26.9 | 
                        -0.1 | 
                        -0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,024 | 
                        2,002 | 
                        -22 | 
                        -1.1% | 
                        9,349 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,689.9 | 
                1,676.5 | 
                1,625.8 | 
                 | 
             
            
                | R3 | 
                1,664.1 | 
                1,650.7 | 
                1,618.7 | 
                 | 
             
            
                | R2 | 
                1,638.3 | 
                1,638.3 | 
                1,616.3 | 
                 | 
             
            
                | R1 | 
                1,624.9 | 
                1,624.9 | 
                1,614.0 | 
                1,618.7 | 
             
            
                | PP | 
                1,612.5 | 
                1,612.5 | 
                1,612.5 | 
                1,609.4 | 
             
            
                | S1 | 
                1,599.1 | 
                1,599.1 | 
                1,609.2 | 
                1,592.9 | 
             
            
                | S2 | 
                1,586.7 | 
                1,586.7 | 
                1,606.9 | 
                 | 
             
            
                | S3 | 
                1,560.9 | 
                1,573.3 | 
                1,604.5 | 
                 | 
             
            
                | S4 | 
                1,535.1 | 
                1,547.5 | 
                1,597.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.8% | 
                30.7 | 
                1.9% | 
                80% | 
                False | 
                False | 
                2,465 | 
                 
                
                | 10 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.8% | 
                26.8 | 
                1.7% | 
                80% | 
                False | 
                False | 
                1,954 | 
                 
                
                | 20 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.4% | 
                25.5 | 
                1.6% | 
                71% | 
                False | 
                False | 
                1,634 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.8% | 
                26.1 | 
                1.6% | 
                70% | 
                False | 
                False | 
                1,858 | 
                 
                
                | 60 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.4% | 
                23.0 | 
                1.4% | 
                51% | 
                False | 
                False | 
                1,592 | 
                 
                
                | 80 | 
                1,703.6 | 
                1,534.3 | 
                169.3 | 
                10.5% | 
                22.3 | 
                1.4% | 
                46% | 
                False | 
                False | 
                1,338 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.5% | 
                21.2 | 
                1.3% | 
                29% | 
                False | 
                False | 
                1,211 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.5% | 
                19.9 | 
                1.2% | 
                29% | 
                False | 
                False | 
                1,064 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,735.5 | 
         
        
            | 
2.618             | 
            1,693.3 | 
         
        
            | 
1.618             | 
            1,667.5 | 
         
        
            | 
1.000             | 
            1,651.6 | 
         
        
            | 
0.618             | 
            1,641.7 | 
         
        
            | 
HIGH             | 
            1,625.8 | 
         
        
            | 
0.618             | 
            1,615.9 | 
         
        
            | 
0.500             | 
            1,612.9 | 
         
        
            | 
0.382             | 
            1,609.9 | 
         
        
            | 
LOW             | 
            1,600.0 | 
         
        
            | 
0.618             | 
            1,584.1 | 
         
        
            | 
1.000             | 
            1,574.2 | 
         
        
            | 
1.618             | 
            1,558.3 | 
         
        
            | 
2.618             | 
            1,532.5 | 
         
        
            | 
4.250             | 
            1,490.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,612.9 | 
                                1,610.5 | 
                             
                            
                                | PP | 
                                1,612.5 | 
                                1,609.4 | 
                             
                            
                                | S1 | 
                                1,612.0 | 
                                1,608.4 | 
                             
             
         |