| Trading Metrics calculated at close of trading on 03-Jul-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jul-2012 | 03-Jul-2012 | Change | Change % | Previous Week |  
                        | Open | 1,604.4 | 1,601.7 | -2.7 | -0.2% | 1,577.3 |  
                        | High | 1,605.5 | 1,630.1 | 24.6 | 1.5% | 1,611.4 |  
                        | Low | 1,591.8 | 1,600.2 | 8.4 | 0.5% | 1,552.0 |  
                        | Close | 1,602.2 | 1,626.3 | 24.1 | 1.5% | 1,608.7 |  
                        | Range | 13.7 | 29.9 | 16.2 | 118.2% | 59.4 |  
                        | ATR | 27.7 | 27.8 | 0.2 | 0.6% | 0.0 |  
                        | Volume | 11,640 | 5,902 | -5,738 | -49.3% | 23,341 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,708.6 | 1,697.3 | 1,642.7 |  |  
                | R3 | 1,678.7 | 1,667.4 | 1,634.5 |  |  
                | R2 | 1,648.8 | 1,648.8 | 1,631.8 |  |  
                | R1 | 1,637.5 | 1,637.5 | 1,629.0 | 1,643.2 |  
                | PP | 1,618.9 | 1,618.9 | 1,618.9 | 1,621.7 |  
                | S1 | 1,607.6 | 1,607.6 | 1,623.6 | 1,613.3 |  
                | S2 | 1,589.0 | 1,589.0 | 1,620.8 |  |  
                | S3 | 1,559.1 | 1,577.7 | 1,618.1 |  |  
                | S4 | 1,529.2 | 1,547.8 | 1,609.9 |  |  | 
        
            | Weekly Pivots for week ending 29-Jun-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,768.9 | 1,748.2 | 1,641.4 |  |  
                | R3 | 1,709.5 | 1,688.8 | 1,625.0 |  |  
                | R2 | 1,650.1 | 1,650.1 | 1,619.6 |  |  
                | R1 | 1,629.4 | 1,629.4 | 1,614.1 | 1,639.8 |  
                | PP | 1,590.7 | 1,590.7 | 1,590.7 | 1,595.9 |  
                | S1 | 1,570.0 | 1,570.0 | 1,603.3 | 1,580.4 |  
                | S2 | 1,531.3 | 1,531.3 | 1,597.8 |  |  
                | S3 | 1,471.9 | 1,510.6 | 1,592.4 |  |  
                | S4 | 1,412.5 | 1,451.2 | 1,576.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,630.1 | 1,552.0 | 78.1 | 4.8% | 29.2 | 1.8% | 95% | True | False | 6,528 |  
                | 10 | 1,630.1 | 1,552.0 | 78.1 | 4.8% | 27.5 | 1.7% | 95% | True | False | 5,105 |  
                | 20 | 1,646.4 | 1,552.0 | 94.4 | 5.8% | 26.5 | 1.6% | 79% | False | False | 4,146 |  
                | 40 | 1,646.4 | 1,535.4 | 111.0 | 6.8% | 27.7 | 1.7% | 82% | False | False | 5,372 |  
                | 60 | 1,687.4 | 1,535.4 | 152.0 | 9.3% | 24.4 | 1.5% | 60% | False | False | 4,582 |  
                | 80 | 1,720.7 | 1,535.4 | 185.3 | 11.4% | 24.2 | 1.5% | 49% | False | False | 4,036 |  
                | 100 | 1,800.9 | 1,535.4 | 265.5 | 16.3% | 24.8 | 1.5% | 34% | False | False | 3,633 |  
                | 120 | 1,800.9 | 1,535.4 | 265.5 | 16.3% | 24.8 | 1.5% | 34% | False | False | 3,332 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,757.2 |  
            | 2.618 | 1,708.4 |  
            | 1.618 | 1,678.5 |  
            | 1.000 | 1,660.0 |  
            | 0.618 | 1,648.6 |  
            | HIGH | 1,630.1 |  
            | 0.618 | 1,618.7 |  
            | 0.500 | 1,615.2 |  
            | 0.382 | 1,611.6 |  
            | LOW | 1,600.2 |  
            | 0.618 | 1,581.7 |  
            | 1.000 | 1,570.3 |  
            | 1.618 | 1,551.8 |  
            | 2.618 | 1,521.9 |  
            | 4.250 | 1,473.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jul-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,622.6 | 1,615.4 |  
                                | PP | 1,618.9 | 1,604.6 |  
                                | S1 | 1,615.2 | 1,593.7 |  |