| Trading Metrics calculated at close of trading on 23-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jul-2012 | 
                    23-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,584.1 | 
                        1,584.9 | 
                        0.8 | 
                        0.1% | 
                        1,592.6 | 
                     
                    
                        | High | 
                        1,588.8 | 
                        1,584.9 | 
                        -3.9 | 
                        -0.2% | 
                        1,600.1 | 
                     
                    
                        | Low | 
                        1,574.8 | 
                        1,564.5 | 
                        -10.3 | 
                        -0.7% | 
                        1,570.0 | 
                     
                    
                        | Close | 
                        1,585.0 | 
                        1,579.7 | 
                        -5.3 | 
                        -0.3% | 
                        1,585.0 | 
                     
                    
                        | Range | 
                        14.0 | 
                        20.4 | 
                        6.4 | 
                        45.7% | 
                        30.1 | 
                     
                    
                        | ATR | 
                        24.4 | 
                        24.1 | 
                        -0.3 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,302 | 
                        7,063 | 
                        2,761 | 
                        64.2% | 
                        12,135 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,637.6 | 
                1,629.0 | 
                1,590.9 | 
                 | 
             
            
                | R3 | 
                1,617.2 | 
                1,608.6 | 
                1,585.3 | 
                 | 
             
            
                | R2 | 
                1,596.8 | 
                1,596.8 | 
                1,583.4 | 
                 | 
             
            
                | R1 | 
                1,588.2 | 
                1,588.2 | 
                1,581.6 | 
                1,582.3 | 
             
            
                | PP | 
                1,576.4 | 
                1,576.4 | 
                1,576.4 | 
                1,573.4 | 
             
            
                | S1 | 
                1,567.8 | 
                1,567.8 | 
                1,577.8 | 
                1,561.9 | 
             
            
                | S2 | 
                1,556.0 | 
                1,556.0 | 
                1,576.0 | 
                 | 
             
            
                | S3 | 
                1,535.6 | 
                1,547.4 | 
                1,574.1 | 
                 | 
             
            
                | S4 | 
                1,515.2 | 
                1,527.0 | 
                1,568.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,564.5 | 
                35.6 | 
                2.3% | 
                19.2 | 
                1.2% | 
                43% | 
                False | 
                True | 
                3,677 | 
                 
                
                | 10 | 
                1,603.5 | 
                1,557.0 | 
                46.5 | 
                2.9% | 
                21.6 | 
                1.4% | 
                49% | 
                False | 
                False | 
                3,715 | 
                 
                
                | 20 | 
                1,626.9 | 
                1,550.0 | 
                76.9 | 
                4.9% | 
                23.8 | 
                1.5% | 
                39% | 
                False | 
                False | 
                2,976 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.9% | 
                25.6 | 
                1.6% | 
                41% | 
                False | 
                False | 
                2,412 | 
                 
                
                | 60 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.9% | 
                24.0 | 
                1.5% | 
                32% | 
                False | 
                False | 
                2,082 | 
                 
                
                | 80 | 
                1,686.3 | 
                1,534.3 | 
                152.0 | 
                9.6% | 
                22.5 | 
                1.4% | 
                30% | 
                False | 
                False | 
                1,789 | 
                 
                
                | 100 | 
                1,731.2 | 
                1,534.3 | 
                196.9 | 
                12.5% | 
                21.7 | 
                1.4% | 
                23% | 
                False | 
                False | 
                1,573 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.8% | 
                20.9 | 
                1.3% | 
                17% | 
                False | 
                False | 
                1,376 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,671.6 | 
         
        
            | 
2.618             | 
            1,638.3 | 
         
        
            | 
1.618             | 
            1,617.9 | 
         
        
            | 
1.000             | 
            1,605.3 | 
         
        
            | 
0.618             | 
            1,597.5 | 
         
        
            | 
HIGH             | 
            1,584.9 | 
         
        
            | 
0.618             | 
            1,577.1 | 
         
        
            | 
0.500             | 
            1,574.7 | 
         
        
            | 
0.382             | 
            1,572.3 | 
         
        
            | 
LOW             | 
            1,564.5 | 
         
        
            | 
0.618             | 
            1,551.9 | 
         
        
            | 
1.000             | 
            1,544.1 | 
         
        
            | 
1.618             | 
            1,531.5 | 
         
        
            | 
2.618             | 
            1,511.1 | 
         
        
            | 
4.250             | 
            1,477.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,578.0 | 
                                1,579.4 | 
                             
                            
                                | PP | 
                                1,576.4 | 
                                1,579.1 | 
                             
                            
                                | S1 | 
                                1,574.7 | 
                                1,578.9 | 
                             
             
         |