| Trading Metrics calculated at close of trading on 10-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2012 | 
                    10-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,579.8 | 
                        1,590.0 | 
                        10.2 | 
                        0.6% | 
                        1,600.0 | 
                     
                    
                        | High | 
                        1,595.0 | 
                        1,603.5 | 
                        8.5 | 
                        0.5% | 
                        1,626.9 | 
                     
                    
                        | Low | 
                        1,579.3 | 
                        1,567.4 | 
                        -11.9 | 
                        -0.8% | 
                        1,578.8 | 
                     
                    
                        | Close | 
                        1,591.4 | 
                        1,582.1 | 
                        -9.3 | 
                        -0.6% | 
                        1,581.1 | 
                     
                    
                        | Range | 
                        15.7 | 
                        36.1 | 
                        20.4 | 
                        129.9% | 
                        48.1 | 
                     
                    
                        | ATR | 
                        26.5 | 
                        27.2 | 
                        0.7 | 
                        2.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,899 | 
                        3,467 | 
                        1,568 | 
                        82.6% | 
                        11,122 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,692.6 | 
                1,673.5 | 
                1,602.0 | 
                 | 
             
            
                | R3 | 
                1,656.5 | 
                1,637.4 | 
                1,592.0 | 
                 | 
             
            
                | R2 | 
                1,620.4 | 
                1,620.4 | 
                1,588.7 | 
                 | 
             
            
                | R1 | 
                1,601.3 | 
                1,601.3 | 
                1,585.4 | 
                1,592.8 | 
             
            
                | PP | 
                1,584.3 | 
                1,584.3 | 
                1,584.3 | 
                1,580.1 | 
             
            
                | S1 | 
                1,565.2 | 
                1,565.2 | 
                1,578.8 | 
                1,556.7 | 
             
            
                | S2 | 
                1,548.2 | 
                1,548.2 | 
                1,575.5 | 
                 | 
             
            
                | S3 | 
                1,512.1 | 
                1,529.1 | 
                1,572.2 | 
                 | 
             
            
                | S4 | 
                1,476.0 | 
                1,493.0 | 
                1,562.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,567.4 | 
                59.5 | 
                3.8% | 
                27.8 | 
                1.8% | 
                25% | 
                False | 
                True | 
                2,487 | 
                 
                
                | 10 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.9% | 
                27.4 | 
                1.7% | 
                42% | 
                False | 
                False | 
                2,470 | 
                 
                
                | 20 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.5% | 
                24.3 | 
                1.5% | 
                37% | 
                False | 
                False | 
                1,793 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.9% | 
                27.0 | 
                1.7% | 
                44% | 
                False | 
                False | 
                1,971 | 
                 
                
                | 60 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.9% | 
                23.4 | 
                1.5% | 
                34% | 
                False | 
                False | 
                1,658 | 
                 
                
                | 80 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.6% | 
                22.3 | 
                1.4% | 
                29% | 
                False | 
                False | 
                1,414 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                21.9 | 
                1.4% | 
                18% | 
                False | 
                False | 
                1,278 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                20.2 | 
                1.3% | 
                18% | 
                False | 
                False | 
                1,115 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,756.9 | 
         
        
            | 
2.618             | 
            1,698.0 | 
         
        
            | 
1.618             | 
            1,661.9 | 
         
        
            | 
1.000             | 
            1,639.6 | 
         
        
            | 
0.618             | 
            1,625.8 | 
         
        
            | 
HIGH             | 
            1,603.5 | 
         
        
            | 
0.618             | 
            1,589.7 | 
         
        
            | 
0.500             | 
            1,585.5 | 
         
        
            | 
0.382             | 
            1,581.2 | 
         
        
            | 
LOW             | 
            1,567.4 | 
         
        
            | 
0.618             | 
            1,545.1 | 
         
        
            | 
1.000             | 
            1,531.3 | 
         
        
            | 
1.618             | 
            1,509.0 | 
         
        
            | 
2.618             | 
            1,472.9 | 
         
        
            | 
4.250             | 
            1,414.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,585.5 | 
                                1,589.2 | 
                             
                            
                                | PP | 
                                1,584.3 | 
                                1,586.8 | 
                             
                            
                                | S1 | 
                                1,583.2 | 
                                1,584.5 | 
                             
             
         |