| Trading Metrics calculated at close of trading on 18-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jul-2012 | 
                    18-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,591.1 | 
                        1,585.3 | 
                        -5.8 | 
                        -0.4% | 
                        1,579.8 | 
                     
                    
                        | High | 
                        1,600.1 | 
                        1,587.0 | 
                        -13.1 | 
                        -0.8% | 
                        1,603.5 | 
                     
                    
                        | Low | 
                        1,573.5 | 
                        1,570.0 | 
                        -3.5 | 
                        -0.2% | 
                        1,557.0 | 
                     
                    
                        | Close | 
                        1,591.8 | 
                        1,573.1 | 
                        -18.7 | 
                        -1.2% | 
                        1,594.4 | 
                     
                    
                        | Range | 
                        26.6 | 
                        17.0 | 
                        -9.6 | 
                        -36.1% | 
                        46.5 | 
                     
                    
                        | ATR | 
                        25.9 | 
                        25.6 | 
                        -0.3 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,202 | 
                        1,514 | 
                        -688 | 
                        -31.2% | 
                        19,858 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,627.7 | 
                1,617.4 | 
                1,582.5 | 
                 | 
             
            
                | R3 | 
                1,610.7 | 
                1,600.4 | 
                1,577.8 | 
                 | 
             
            
                | R2 | 
                1,593.7 | 
                1,593.7 | 
                1,576.2 | 
                 | 
             
            
                | R1 | 
                1,583.4 | 
                1,583.4 | 
                1,574.7 | 
                1,580.1 | 
             
            
                | PP | 
                1,576.7 | 
                1,576.7 | 
                1,576.7 | 
                1,575.0 | 
             
            
                | S1 | 
                1,566.4 | 
                1,566.4 | 
                1,571.5 | 
                1,563.1 | 
             
            
                | S2 | 
                1,559.7 | 
                1,559.7 | 
                1,570.0 | 
                 | 
             
            
                | S3 | 
                1,542.7 | 
                1,549.4 | 
                1,568.4 | 
                 | 
             
            
                | S4 | 
                1,525.7 | 
                1,532.4 | 
                1,563.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,724.5 | 
                1,705.9 | 
                1,620.0 | 
                 | 
             
            
                | R3 | 
                1,678.0 | 
                1,659.4 | 
                1,607.2 | 
                 | 
             
            
                | R2 | 
                1,631.5 | 
                1,631.5 | 
                1,602.9 | 
                 | 
             
            
                | R1 | 
                1,612.9 | 
                1,612.9 | 
                1,598.7 | 
                1,622.2 | 
             
            
                | PP | 
                1,585.0 | 
                1,585.0 | 
                1,585.0 | 
                1,589.6 | 
             
            
                | S1 | 
                1,566.4 | 
                1,566.4 | 
                1,590.1 | 
                1,575.7 | 
             
            
                | S2 | 
                1,538.5 | 
                1,538.5 | 
                1,585.9 | 
                 | 
             
            
                | S3 | 
                1,492.0 | 
                1,519.9 | 
                1,581.6 | 
                 | 
             
            
                | S4 | 
                1,445.5 | 
                1,473.4 | 
                1,568.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,600.1 | 
                1,557.0 | 
                43.1 | 
                2.7% | 
                22.4 | 
                1.4% | 
                37% | 
                False | 
                False | 
                2,560 | 
                 
                
                | 10 | 
                1,625.8 | 
                1,557.0 | 
                68.8 | 
                4.4% | 
                23.7 | 
                1.5% | 
                23% | 
                False | 
                False | 
                2,943 | 
                 
                
                | 20 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.9% | 
                25.4 | 
                1.6% | 
                30% | 
                False | 
                False | 
                2,450 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                7.0% | 
                26.4 | 
                1.7% | 
                35% | 
                False | 
                False | 
                2,139 | 
                 
                
                | 60 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.9% | 
                24.1 | 
                1.5% | 
                28% | 
                False | 
                False | 
                1,891 | 
                 
                
                | 80 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.6% | 
                22.7 | 
                1.4% | 
                23% | 
                False | 
                False | 
                1,622 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                22.2 | 
                1.4% | 
                15% | 
                False | 
                False | 
                1,441 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.9% | 
                20.8 | 
                1.3% | 
                15% | 
                False | 
                False | 
                1,263 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,659.3 | 
         
        
            | 
2.618             | 
            1,631.5 | 
         
        
            | 
1.618             | 
            1,614.5 | 
         
        
            | 
1.000             | 
            1,604.0 | 
         
        
            | 
0.618             | 
            1,597.5 | 
         
        
            | 
HIGH             | 
            1,587.0 | 
         
        
            | 
0.618             | 
            1,580.5 | 
         
        
            | 
0.500             | 
            1,578.5 | 
         
        
            | 
0.382             | 
            1,576.5 | 
         
        
            | 
LOW             | 
            1,570.0 | 
         
        
            | 
0.618             | 
            1,559.5 | 
         
        
            | 
1.000             | 
            1,553.0 | 
         
        
            | 
1.618             | 
            1,542.5 | 
         
        
            | 
2.618             | 
            1,525.5 | 
         
        
            | 
4.250             | 
            1,497.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,578.5 | 
                                1,585.1 | 
                             
                            
                                | PP | 
                                1,576.7 | 
                                1,581.1 | 
                             
                            
                                | S1 | 
                                1,574.9 | 
                                1,577.1 | 
                             
             
         |