| Trading Metrics calculated at close of trading on 20-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jul-2012 | 
                    20-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,575.5 | 
                        1,584.1 | 
                        8.6 | 
                        0.5% | 
                        1,592.6 | 
                     
                    
                        | High | 
                        1,593.2 | 
                        1,588.8 | 
                        -4.4 | 
                        -0.3% | 
                        1,600.1 | 
                     
                    
                        | Low | 
                        1,575.0 | 
                        1,574.8 | 
                        -0.2 | 
                        0.0% | 
                        1,570.0 | 
                     
                    
                        | Close | 
                        1,582.7 | 
                        1,585.0 | 
                        2.3 | 
                        0.1% | 
                        1,585.0 | 
                     
                    
                        | Range | 
                        18.2 | 
                        14.0 | 
                        -4.2 | 
                        -23.1% | 
                        30.1 | 
                     
                    
                        | ATR | 
                        25.2 | 
                        24.4 | 
                        -0.8 | 
                        -3.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,306 | 
                        4,302 | 
                        996 | 
                        30.1% | 
                        12,135 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,624.9 | 
                1,618.9 | 
                1,592.7 | 
                 | 
             
            
                | R3 | 
                1,610.9 | 
                1,604.9 | 
                1,588.9 | 
                 | 
             
            
                | R2 | 
                1,596.9 | 
                1,596.9 | 
                1,587.6 | 
                 | 
             
            
                | R1 | 
                1,590.9 | 
                1,590.9 | 
                1,586.3 | 
                1,593.9 | 
             
            
                | PP | 
                1,582.9 | 
                1,582.9 | 
                1,582.9 | 
                1,584.4 | 
             
            
                | S1 | 
                1,576.9 | 
                1,576.9 | 
                1,583.7 | 
                1,579.9 | 
             
            
                | S2 | 
                1,568.9 | 
                1,568.9 | 
                1,582.4 | 
                 | 
             
            
                | S3 | 
                1,554.9 | 
                1,562.9 | 
                1,581.2 | 
                 | 
             
            
                | S4 | 
                1,540.9 | 
                1,548.9 | 
                1,577.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,675.3 | 
                1,660.3 | 
                1,601.6 | 
                 | 
             
            
                | R3 | 
                1,645.2 | 
                1,630.2 | 
                1,593.3 | 
                 | 
             
            
                | R2 | 
                1,615.1 | 
                1,615.1 | 
                1,590.5 | 
                 | 
             
            
                | R1 | 
                1,600.1 | 
                1,600.1 | 
                1,587.8 | 
                1,592.6 | 
             
            
                | PP | 
                1,585.0 | 
                1,585.0 | 
                1,585.0 | 
                1,581.3 | 
             
            
                | S1 | 
                1,570.0 | 
                1,570.0 | 
                1,582.2 | 
                1,562.5 | 
             
            
                | S2 | 
                1,554.9 | 
                1,554.9 | 
                1,579.5 | 
                 | 
             
            
                | S3 | 
                1,524.8 | 
                1,539.9 | 
                1,576.7 | 
                 | 
             
            
                | S4 | 
                1,494.7 | 
                1,509.8 | 
                1,568.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,570.0 | 
                30.1 | 
                1.9% | 
                18.6 | 
                1.2% | 
                50% | 
                False | 
                False | 
                2,427 | 
                 
                
                | 10 | 
                1,603.5 | 
                1,557.0 | 
                46.5 | 
                2.9% | 
                21.2 | 
                1.3% | 
                60% | 
                False | 
                False | 
                3,199 | 
                 
                
                | 20 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.9% | 
                23.5 | 
                1.5% | 
                46% | 
                False | 
                False | 
                2,670 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.9% | 
                25.7 | 
                1.6% | 
                46% | 
                False | 
                False | 
                2,263 | 
                 
                
                | 60 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.8% | 
                24.0 | 
                1.5% | 
                36% | 
                False | 
                False | 
                1,968 | 
                 
                
                | 80 | 
                1,687.7 | 
                1,534.3 | 
                153.4 | 
                9.7% | 
                22.5 | 
                1.4% | 
                33% | 
                False | 
                False | 
                1,711 | 
                 
                
                | 100 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                22.3 | 
                1.4% | 
                19% | 
                False | 
                False | 
                1,508 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.7% | 
                20.8 | 
                1.3% | 
                19% | 
                False | 
                False | 
                1,318 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,648.3 | 
         
        
            | 
2.618             | 
            1,625.5 | 
         
        
            | 
1.618             | 
            1,611.5 | 
         
        
            | 
1.000             | 
            1,602.8 | 
         
        
            | 
0.618             | 
            1,597.5 | 
         
        
            | 
HIGH             | 
            1,588.8 | 
         
        
            | 
0.618             | 
            1,583.5 | 
         
        
            | 
0.500             | 
            1,581.8 | 
         
        
            | 
0.382             | 
            1,580.1 | 
         
        
            | 
LOW             | 
            1,574.8 | 
         
        
            | 
0.618             | 
            1,566.1 | 
         
        
            | 
1.000             | 
            1,560.8 | 
         
        
            | 
1.618             | 
            1,552.1 | 
         
        
            | 
2.618             | 
            1,538.1 | 
         
        
            | 
4.250             | 
            1,515.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,583.9 | 
                                1,583.9 | 
                             
                            
                                | PP | 
                                1,582.9 | 
                                1,582.7 | 
                             
                            
                                | S1 | 
                                1,581.8 | 
                                1,581.6 | 
                             
             
         |