| Trading Metrics calculated at close of trading on 27-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Dec-2011 | 
                    27-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,615.1 | 
                        1,604.6 | 
                        -10.5 | 
                        -0.7% | 
                        1,611.8 | 
                     
                    
                        | High | 
                        1,620.2 | 
                        1,606.0 | 
                        -14.2 | 
                        -0.9% | 
                        1,646.2 | 
                     
                    
                        | Low | 
                        1,609.5 | 
                        1,598.6 | 
                        -10.9 | 
                        -0.7% | 
                        1,592.8 | 
                     
                    
                        | Close | 
                        1,610.8 | 
                        1,600.3 | 
                        -10.5 | 
                        -0.7% | 
                        1,610.8 | 
                     
                    
                        | Range | 
                        10.7 | 
                        7.4 | 
                        -3.3 | 
                        -30.8% | 
                        53.4 | 
                     
                    
                        | ATR | 
                        32.4 | 
                        30.9 | 
                        -1.4 | 
                        -4.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        822 | 
                        934 | 
                        112 | 
                        13.6% | 
                        8,822 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,623.8 | 
                1,619.5 | 
                1,604.4 | 
                 | 
             
            
                | R3 | 
                1,616.4 | 
                1,612.1 | 
                1,602.3 | 
                 | 
             
            
                | R2 | 
                1,609.0 | 
                1,609.0 | 
                1,601.7 | 
                 | 
             
            
                | R1 | 
                1,604.7 | 
                1,604.7 | 
                1,601.0 | 
                1,603.2 | 
             
            
                | PP | 
                1,601.6 | 
                1,601.6 | 
                1,601.6 | 
                1,600.9 | 
             
            
                | S1 | 
                1,597.3 | 
                1,597.3 | 
                1,599.6 | 
                1,595.8 | 
             
            
                | S2 | 
                1,594.2 | 
                1,594.2 | 
                1,598.9 | 
                 | 
             
            
                | S3 | 
                1,586.8 | 
                1,589.9 | 
                1,598.3 | 
                 | 
             
            
                | S4 | 
                1,579.4 | 
                1,582.5 | 
                1,596.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,776.8 | 
                1,747.2 | 
                1,640.2 | 
                 | 
             
            
                | R3 | 
                1,723.4 | 
                1,693.8 | 
                1,625.5 | 
                 | 
             
            
                | R2 | 
                1,670.0 | 
                1,670.0 | 
                1,620.6 | 
                 | 
             
            
                | R1 | 
                1,640.4 | 
                1,640.4 | 
                1,615.7 | 
                1,628.5 | 
             
            
                | PP | 
                1,616.6 | 
                1,616.6 | 
                1,616.6 | 
                1,610.7 | 
             
            
                | S1 | 
                1,587.0 | 
                1,587.0 | 
                1,605.9 | 
                1,575.1 | 
             
            
                | S2 | 
                1,563.2 | 
                1,563.2 | 
                1,601.0 | 
                 | 
             
            
                | S3 | 
                1,509.8 | 
                1,533.6 | 
                1,596.1 | 
                 | 
             
            
                | S4 | 
                1,456.4 | 
                1,480.2 | 
                1,581.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,598.6 | 
                47.6 | 
                3.0% | 
                17.2 | 
                1.1% | 
                4% | 
                False | 
                True | 
                1,570 | 
                 
                
                | 10 | 
                1,680.8 | 
                1,566.7 | 
                114.1 | 
                7.1% | 
                29.3 | 
                1.8% | 
                29% | 
                False | 
                False | 
                2,152 | 
                 
                
                | 20 | 
                1,772.0 | 
                1,566.7 | 
                205.3 | 
                12.8% | 
                30.6 | 
                1.9% | 
                16% | 
                False | 
                False | 
                2,271 | 
                 
                
                | 40 | 
                1,808.5 | 
                1,566.7 | 
                241.8 | 
                15.1% | 
                31.2 | 
                2.0% | 
                14% | 
                False | 
                False | 
                1,712 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,566.7 | 
                241.8 | 
                15.1% | 
                31.1 | 
                1.9% | 
                14% | 
                False | 
                False | 
                1,293 | 
                 
                
                | 80 | 
                1,928.3 | 
                1,544.1 | 
                384.2 | 
                24.0% | 
                36.4 | 
                2.3% | 
                15% | 
                False | 
                False | 
                1,085 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,637.5 | 
         
        
            | 
2.618             | 
            1,625.4 | 
         
        
            | 
1.618             | 
            1,618.0 | 
         
        
            | 
1.000             | 
            1,613.4 | 
         
        
            | 
0.618             | 
            1,610.6 | 
         
        
            | 
HIGH             | 
            1,606.0 | 
         
        
            | 
0.618             | 
            1,603.2 | 
         
        
            | 
0.500             | 
            1,602.3 | 
         
        
            | 
0.382             | 
            1,601.4 | 
         
        
            | 
LOW             | 
            1,598.6 | 
         
        
            | 
0.618             | 
            1,594.0 | 
         
        
            | 
1.000             | 
            1,591.2 | 
         
        
            | 
1.618             | 
            1,586.6 | 
         
        
            | 
2.618             | 
            1,579.2 | 
         
        
            | 
4.250             | 
            1,567.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,602.3 | 
                                1,610.0 | 
                             
                            
                                | PP | 
                                1,601.6 | 
                                1,606.8 | 
                             
                            
                                | S1 | 
                                1,601.0 | 
                                1,603.5 | 
                             
             
         |