| Trading Metrics calculated at close of trading on 09-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jul-2012 | 
                    09-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,607.6 | 
                        1,579.8 | 
                        -27.8 | 
                        -1.7% | 
                        1,600.0 | 
                     
                    
                        | High | 
                        1,610.9 | 
                        1,595.0 | 
                        -15.9 | 
                        -1.0% | 
                        1,626.9 | 
                     
                    
                        | Low | 
                        1,578.8 | 
                        1,579.3 | 
                        0.5 | 
                        0.0% | 
                        1,578.8 | 
                     
                    
                        | Close | 
                        1,581.1 | 
                        1,591.4 | 
                        10.3 | 
                        0.7% | 
                        1,581.1 | 
                     
                    
                        | Range | 
                        32.1 | 
                        15.7 | 
                        -16.4 | 
                        -51.1% | 
                        48.1 | 
                     
                    
                        | ATR | 
                        27.4 | 
                        26.5 | 
                        -0.8 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,046 | 
                        1,899 | 
                        -1,147 | 
                        -37.7% | 
                        11,122 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,635.7 | 
                1,629.2 | 
                1,600.0 | 
                 | 
             
            
                | R3 | 
                1,620.0 | 
                1,613.5 | 
                1,595.7 | 
                 | 
             
            
                | R2 | 
                1,604.3 | 
                1,604.3 | 
                1,594.3 | 
                 | 
             
            
                | R1 | 
                1,597.8 | 
                1,597.8 | 
                1,592.8 | 
                1,601.1 | 
             
            
                | PP | 
                1,588.6 | 
                1,588.6 | 
                1,588.6 | 
                1,590.2 | 
             
            
                | S1 | 
                1,582.1 | 
                1,582.1 | 
                1,590.0 | 
                1,585.4 | 
             
            
                | S2 | 
                1,572.9 | 
                1,572.9 | 
                1,588.5 | 
                 | 
             
            
                | S3 | 
                1,557.2 | 
                1,566.4 | 
                1,587.1 | 
                 | 
             
            
                | S4 | 
                1,541.5 | 
                1,550.7 | 
                1,582.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,578.8 | 
                48.1 | 
                3.0% | 
                23.6 | 
                1.5% | 
                26% | 
                False | 
                False | 
                2,604 | 
                 
                
                | 10 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.8% | 
                25.9 | 
                1.6% | 
                54% | 
                False | 
                False | 
                2,237 | 
                 
                
                | 20 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.4% | 
                23.6 | 
                1.5% | 
                48% | 
                False | 
                False | 
                1,773 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.9% | 
                26.5 | 
                1.7% | 
                52% | 
                False | 
                False | 
                1,918 | 
                 
                
                | 60 | 
                1,679.9 | 
                1,534.3 | 
                145.6 | 
                9.1% | 
                23.1 | 
                1.5% | 
                39% | 
                False | 
                False | 
                1,635 | 
                 
                
                | 80 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.5% | 
                22.1 | 
                1.4% | 
                34% | 
                False | 
                False | 
                1,379 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                21.6 | 
                1.4% | 
                22% | 
                False | 
                False | 
                1,248 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                20.1 | 
                1.3% | 
                22% | 
                False | 
                False | 
                1,089 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,661.7 | 
         
        
            | 
2.618             | 
            1,636.1 | 
         
        
            | 
1.618             | 
            1,620.4 | 
         
        
            | 
1.000             | 
            1,610.7 | 
         
        
            | 
0.618             | 
            1,604.7 | 
         
        
            | 
HIGH             | 
            1,595.0 | 
         
        
            | 
0.618             | 
            1,589.0 | 
         
        
            | 
0.500             | 
            1,587.2 | 
         
        
            | 
0.382             | 
            1,585.3 | 
         
        
            | 
LOW             | 
            1,579.3 | 
         
        
            | 
0.618             | 
            1,569.6 | 
         
        
            | 
1.000             | 
            1,563.6 | 
         
        
            | 
1.618             | 
            1,553.9 | 
         
        
            | 
2.618             | 
            1,538.2 | 
         
        
            | 
4.250             | 
            1,512.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,590.0 | 
                                1,602.3 | 
                             
                            
                                | PP | 
                                1,588.6 | 
                                1,598.7 | 
                             
                            
                                | S1 | 
                                1,587.2 | 
                                1,595.0 | 
                             
             
         |