| Trading Metrics calculated at close of trading on 06-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jul-2012 | 
                    06-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,621.5 | 
                        1,607.6 | 
                        -13.9 | 
                        -0.9% | 
                        1,600.0 | 
                     
                    
                        | High | 
                        1,625.8 | 
                        1,610.9 | 
                        -14.9 | 
                        -0.9% | 
                        1,626.9 | 
                     
                    
                        | Low | 
                        1,600.0 | 
                        1,578.8 | 
                        -21.2 | 
                        -1.3% | 
                        1,578.8 | 
                     
                    
                        | Close | 
                        1,611.6 | 
                        1,581.1 | 
                        -30.5 | 
                        -1.9% | 
                        1,581.1 | 
                     
                    
                        | Range | 
                        25.8 | 
                        32.1 | 
                        6.3 | 
                        24.4% | 
                        48.1 | 
                     
                    
                        | ATR | 
                        26.9 | 
                        27.4 | 
                        0.4 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,002 | 
                        3,046 | 
                        1,044 | 
                        52.1% | 
                        11,122 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,686.6 | 
                1,665.9 | 
                1,598.8 | 
                 | 
             
            
                | R3 | 
                1,654.5 | 
                1,633.8 | 
                1,589.9 | 
                 | 
             
            
                | R2 | 
                1,622.4 | 
                1,622.4 | 
                1,587.0 | 
                 | 
             
            
                | R1 | 
                1,601.7 | 
                1,601.7 | 
                1,584.0 | 
                1,596.0 | 
             
            
                | PP | 
                1,590.3 | 
                1,590.3 | 
                1,590.3 | 
                1,587.4 | 
             
            
                | S1 | 
                1,569.6 | 
                1,569.6 | 
                1,578.2 | 
                1,563.9 | 
             
            
                | S2 | 
                1,558.2 | 
                1,558.2 | 
                1,575.2 | 
                 | 
             
            
                | S3 | 
                1,526.1 | 
                1,537.5 | 
                1,572.3 | 
                 | 
             
            
                | S4 | 
                1,494.0 | 
                1,505.4 | 
                1,563.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,739.9 | 
                1,708.6 | 
                1,607.6 | 
                 | 
             
            
                | R3 | 
                1,691.8 | 
                1,660.5 | 
                1,594.3 | 
                 | 
             
            
                | R2 | 
                1,643.7 | 
                1,643.7 | 
                1,589.9 | 
                 | 
             
            
                | R1 | 
                1,612.4 | 
                1,612.4 | 
                1,585.5 | 
                1,604.0 | 
             
            
                | PP | 
                1,595.6 | 
                1,595.6 | 
                1,595.6 | 
                1,591.4 | 
             
            
                | S1 | 
                1,564.3 | 
                1,564.3 | 
                1,576.7 | 
                1,555.9 | 
             
            
                | S2 | 
                1,547.5 | 
                1,547.5 | 
                1,572.3 | 
                 | 
             
            
                | S3 | 
                1,499.4 | 
                1,516.2 | 
                1,567.9 | 
                 | 
             
            
                | S4 | 
                1,451.3 | 
                1,468.1 | 
                1,554.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,556.7 | 
                70.2 | 
                4.4% | 
                31.0 | 
                2.0% | 
                35% | 
                False | 
                False | 
                2,948 | 
                 
                
                | 10 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.9% | 
                25.8 | 
                1.6% | 
                40% | 
                False | 
                False | 
                2,141 | 
                 
                
                | 20 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.5% | 
                24.8 | 
                1.6% | 
                36% | 
                False | 
                False | 
                1,754 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.9% | 
                26.3 | 
                1.7% | 
                43% | 
                False | 
                False | 
                1,891 | 
                 
                
                | 60 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.6% | 
                23.4 | 
                1.5% | 
                31% | 
                False | 
                False | 
                1,621 | 
                 
                
                | 80 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.6% | 
                22.4 | 
                1.4% | 
                28% | 
                False | 
                False | 
                1,361 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                21.5 | 
                1.4% | 
                18% | 
                False | 
                False | 
                1,235 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                20.0 | 
                1.3% | 
                18% | 
                False | 
                False | 
                1,082 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,747.3 | 
         
        
            | 
2.618             | 
            1,694.9 | 
         
        
            | 
1.618             | 
            1,662.8 | 
         
        
            | 
1.000             | 
            1,643.0 | 
         
        
            | 
0.618             | 
            1,630.7 | 
         
        
            | 
HIGH             | 
            1,610.9 | 
         
        
            | 
0.618             | 
            1,598.6 | 
         
        
            | 
0.500             | 
            1,594.9 | 
         
        
            | 
0.382             | 
            1,591.1 | 
         
        
            | 
LOW             | 
            1,578.8 | 
         
        
            | 
0.618             | 
            1,559.0 | 
         
        
            | 
1.000             | 
            1,546.7 | 
         
        
            | 
1.618             | 
            1,526.9 | 
         
        
            | 
2.618             | 
            1,494.8 | 
         
        
            | 
4.250             | 
            1,442.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,594.9 | 
                                1,602.9 | 
                             
                            
                                | PP | 
                                1,590.3 | 
                                1,595.6 | 
                             
                            
                                | S1 | 
                                1,585.7 | 
                                1,588.4 | 
                             
             
         |