| Trading Metrics calculated at close of trading on 22-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Dec-2011 | 
                    22-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,628.0 | 
                        1,620.5 | 
                        -7.5 | 
                        -0.5% | 
                        1,720.4 | 
                     
                    
                        | High | 
                        1,646.2 | 
                        1,621.4 | 
                        -24.8 | 
                        -1.5% | 
                        1,723.3 | 
                     
                    
                        | Low | 
                        1,616.0 | 
                        1,606.6 | 
                        -9.4 | 
                        -0.6% | 
                        1,566.7 | 
                     
                    
                        | Close | 
                        1,618.1 | 
                        1,615.2 | 
                        -2.9 | 
                        -0.2% | 
                        1,602.0 | 
                     
                    
                        | Range | 
                        30.2 | 
                        14.8 | 
                        -15.4 | 
                        -51.0% | 
                        156.6 | 
                     
                    
                        | ATR | 
                        35.5 | 
                        34.0 | 
                        -1.5 | 
                        -4.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,337 | 
                        1,567 | 
                        -770 | 
                        -32.9% | 
                        13,194 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,658.8 | 
                1,651.8 | 
                1,623.3 | 
                 | 
             
            
                | R3 | 
                1,644.0 | 
                1,637.0 | 
                1,619.3 | 
                 | 
             
            
                | R2 | 
                1,629.2 | 
                1,629.2 | 
                1,617.9 | 
                 | 
             
            
                | R1 | 
                1,622.2 | 
                1,622.2 | 
                1,616.6 | 
                1,618.3 | 
             
            
                | PP | 
                1,614.4 | 
                1,614.4 | 
                1,614.4 | 
                1,612.5 | 
             
            
                | S1 | 
                1,607.4 | 
                1,607.4 | 
                1,613.8 | 
                1,603.5 | 
             
            
                | S2 | 
                1,599.6 | 
                1,599.6 | 
                1,612.5 | 
                 | 
             
            
                | S3 | 
                1,584.8 | 
                1,592.6 | 
                1,611.1 | 
                 | 
             
            
                | S4 | 
                1,570.0 | 
                1,577.8 | 
                1,607.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,100.5 | 
                2,007.8 | 
                1,688.1 | 
                 | 
             
            
                | R3 | 
                1,943.9 | 
                1,851.2 | 
                1,645.1 | 
                 | 
             
            
                | R2 | 
                1,787.3 | 
                1,787.3 | 
                1,630.7 | 
                 | 
             
            
                | R1 | 
                1,694.6 | 
                1,694.6 | 
                1,616.4 | 
                1,662.7 | 
             
            
                | PP | 
                1,630.7 | 
                1,630.7 | 
                1,630.7 | 
                1,614.7 | 
             
            
                | S1 | 
                1,538.0 | 
                1,538.0 | 
                1,587.6 | 
                1,506.1 | 
             
            
                | S2 | 
                1,474.1 | 
                1,474.1 | 
                1,573.3 | 
                 | 
             
            
                | S3 | 
                1,317.5 | 
                1,381.4 | 
                1,558.9 | 
                 | 
             
            
                | S4 | 
                1,160.9 | 
                1,224.8 | 
                1,515.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,646.2 | 
                1,578.0 | 
                68.2 | 
                4.2% | 
                23.3 | 
                1.4% | 
                55% | 
                False | 
                False | 
                1,958 | 
                 
                
                | 10 | 
                1,730.6 | 
                1,566.7 | 
                163.9 | 
                10.1% | 
                35.2 | 
                2.2% | 
                30% | 
                False | 
                False | 
                2,462 | 
                 
                
                | 20 | 
                1,772.0 | 
                1,566.7 | 
                205.3 | 
                12.7% | 
                32.2 | 
                2.0% | 
                24% | 
                False | 
                False | 
                2,350 | 
                 
                
                | 40 | 
                1,808.5 | 
                1,566.7 | 
                241.8 | 
                15.0% | 
                32.2 | 
                2.0% | 
                20% | 
                False | 
                False | 
                1,698 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,566.7 | 
                241.8 | 
                15.0% | 
                31.9 | 
                2.0% | 
                20% | 
                False | 
                False | 
                1,276 | 
                 
                
                | 80 | 
                1,928.3 | 
                1,544.1 | 
                384.2 | 
                23.8% | 
                36.7 | 
                2.3% | 
                19% | 
                False | 
                False | 
                1,067 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,684.3 | 
         
        
            | 
2.618             | 
            1,660.1 | 
         
        
            | 
1.618             | 
            1,645.3 | 
         
        
            | 
1.000             | 
            1,636.2 | 
         
        
            | 
0.618             | 
            1,630.5 | 
         
        
            | 
HIGH             | 
            1,621.4 | 
         
        
            | 
0.618             | 
            1,615.7 | 
         
        
            | 
0.500             | 
            1,614.0 | 
         
        
            | 
0.382             | 
            1,612.3 | 
         
        
            | 
LOW             | 
            1,606.6 | 
         
        
            | 
0.618             | 
            1,597.5 | 
         
        
            | 
1.000             | 
            1,591.8 | 
         
        
            | 
1.618             | 
            1,582.7 | 
         
        
            | 
2.618             | 
            1,567.9 | 
         
        
            | 
4.250             | 
            1,543.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,614.8 | 
                                1,623.6 | 
                             
                            
                                | PP | 
                                1,614.4 | 
                                1,620.8 | 
                             
                            
                                | S1 | 
                                1,614.0 | 
                                1,618.0 | 
                             
             
         |