| Trading Metrics calculated at close of trading on 25-May-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-May-2012 | 25-May-2012 | Change | Change % | Previous Week |  
                        | Open | 1,568.7 | 1,564.0 | -4.7 | -0.3% | 1,599.5 |  
                        | High | 1,584.0 | 1,580.0 | -4.0 | -0.3% | 1,605.0 |  
                        | Low | 1,558.0 | 1,558.4 | 0.4 | 0.0% | 1,539.8 |  
                        | Close | 1,564.0 | 1,575.5 | 11.5 | 0.7% | 1,575.5 |  
                        | Range | 26.0 | 21.6 | -4.4 | -16.9% | 65.2 |  
                        | ATR | 25.7 | 25.5 | -0.3 | -1.2% | 0.0 |  
                        | Volume | 17,924 | 7,335 | -10,589 | -59.1% | 39,220 |  | 
    
| 
        
            | Daily Pivots for day following 25-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,636.1 | 1,627.4 | 1,587.4 |  |  
                | R3 | 1,614.5 | 1,605.8 | 1,581.4 |  |  
                | R2 | 1,592.9 | 1,592.9 | 1,579.5 |  |  
                | R1 | 1,584.2 | 1,584.2 | 1,577.5 | 1,588.6 |  
                | PP | 1,571.3 | 1,571.3 | 1,571.3 | 1,573.5 |  
                | S1 | 1,562.6 | 1,562.6 | 1,573.5 | 1,567.0 |  
                | S2 | 1,549.7 | 1,549.7 | 1,571.5 |  |  
                | S3 | 1,528.1 | 1,541.0 | 1,569.6 |  |  
                | S4 | 1,506.5 | 1,519.4 | 1,563.6 |  |  | 
        
            | Weekly Pivots for week ending 25-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,769.0 | 1,737.5 | 1,611.4 |  |  
                | R3 | 1,703.8 | 1,672.3 | 1,593.4 |  |  
                | R2 | 1,638.6 | 1,638.6 | 1,587.5 |  |  
                | R1 | 1,607.1 | 1,607.1 | 1,581.5 | 1,590.3 |  
                | PP | 1,573.4 | 1,573.4 | 1,573.4 | 1,565.0 |  
                | S1 | 1,541.9 | 1,541.9 | 1,569.5 | 1,525.1 |  
                | S2 | 1,508.2 | 1,508.2 | 1,563.5 |  |  
                | S3 | 1,443.0 | 1,476.7 | 1,557.6 |  |  
                | S4 | 1,377.8 | 1,411.5 | 1,539.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,605.0 | 1,539.8 | 65.2 | 4.1% | 25.3 | 1.6% | 55% | False | False | 7,844 |  
                | 10 | 1,605.0 | 1,535.4 | 69.6 | 4.4% | 26.5 | 1.7% | 58% | False | False | 6,895 |  
                | 20 | 1,678.6 | 1,535.4 | 143.2 | 9.1% | 23.3 | 1.5% | 28% | False | False | 5,458 |  
                | 40 | 1,691.6 | 1,535.4 | 156.2 | 9.9% | 21.4 | 1.4% | 26% | False | False | 3,981 |  
                | 60 | 1,735.2 | 1,535.4 | 199.8 | 12.7% | 22.5 | 1.4% | 20% | False | False | 3,427 |  
                | 80 | 1,800.9 | 1,535.4 | 265.5 | 16.9% | 23.8 | 1.5% | 15% | False | False | 3,031 |  
                | 100 | 1,800.9 | 1,535.4 | 265.5 | 16.9% | 23.4 | 1.5% | 15% | False | False | 2,968 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,671.8 |  
            | 2.618 | 1,636.5 |  
            | 1.618 | 1,614.9 |  
            | 1.000 | 1,601.6 |  
            | 0.618 | 1,593.3 |  
            | HIGH | 1,580.0 |  
            | 0.618 | 1,571.7 |  
            | 0.500 | 1,569.2 |  
            | 0.382 | 1,566.7 |  
            | LOW | 1,558.4 |  
            | 0.618 | 1,545.1 |  
            | 1.000 | 1,536.8 |  
            | 1.618 | 1,523.5 |  
            | 2.618 | 1,501.9 |  
            | 4.250 | 1,466.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-May-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,573.4 | 1,571.0 |  
                                | PP | 1,571.3 | 1,566.4 |  
                                | S1 | 1,569.2 | 1,561.9 |  |