| Trading Metrics calculated at close of trading on 28-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Dec-2011 | 
                    28-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,604.6 | 
                        1,596.5 | 
                        -8.1 | 
                        -0.5% | 
                        1,611.8 | 
                     
                    
                        | High | 
                        1,606.0 | 
                        1,597.3 | 
                        -8.7 | 
                        -0.5% | 
                        1,646.2 | 
                     
                    
                        | Low | 
                        1,598.6 | 
                        1,556.6 | 
                        -42.0 | 
                        -2.6% | 
                        1,592.8 | 
                     
                    
                        | Close | 
                        1,600.3 | 
                        1,568.8 | 
                        -31.5 | 
                        -2.0% | 
                        1,610.8 | 
                     
                    
                        | Range | 
                        7.4 | 
                        40.7 | 
                        33.3 | 
                        450.0% | 
                        53.4 | 
                     
                    
                        | ATR | 
                        30.9 | 
                        31.8 | 
                        0.9 | 
                        2.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        934 | 
                        702 | 
                        -232 | 
                        -24.8% | 
                        8,822 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,696.3 | 
                1,673.3 | 
                1,591.2 | 
                 | 
             
            
                | R3 | 
                1,655.6 | 
                1,632.6 | 
                1,580.0 | 
                 | 
             
            
                | R2 | 
                1,614.9 | 
                1,614.9 | 
                1,576.3 | 
                 | 
             
            
                | R1 | 
                1,591.9 | 
                1,591.9 | 
                1,572.5 | 
                1,583.1 | 
             
            
                | PP | 
                1,574.2 | 
                1,574.2 | 
                1,574.2 | 
                1,569.8 | 
             
            
                | S1 | 
                1,551.2 | 
                1,551.2 | 
                1,565.1 | 
                1,542.4 | 
             
            
                | S2 | 
                1,533.5 | 
                1,533.5 | 
                1,561.3 | 
                 | 
             
            
                | S3 | 
                1,492.8 | 
                1,510.5 | 
                1,557.6 | 
                 | 
             
            
                | S4 | 
                1,452.1 | 
                1,469.8 | 
                1,546.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,556.6 | 
                89.6 | 
                5.7% | 
                20.8 | 
                1.3% | 
                14% | 
                False | 
                True | 
                1,272 | 
                 
                
                | 10 | 
                1,648.0 | 
                1,556.6 | 
                91.4 | 
                5.8% | 
                28.5 | 
                1.8% | 
                13% | 
                False | 
                True | 
                1,756 | 
                 
                
                | 20 | 
                1,772.0 | 
                1,556.6 | 
                215.4 | 
                13.7% | 
                31.9 | 
                2.0% | 
                6% | 
                False | 
                True | 
                2,212 | 
                 
                
                | 40 | 
                1,808.5 | 
                1,556.6 | 
                251.9 | 
                16.1% | 
                31.3 | 
                2.0% | 
                5% | 
                False | 
                True | 
                1,722 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,556.6 | 
                251.9 | 
                16.1% | 
                31.2 | 
                2.0% | 
                5% | 
                False | 
                True | 
                1,297 | 
                 
                
                | 80 | 
                1,928.3 | 
                1,544.1 | 
                384.2 | 
                24.5% | 
                36.2 | 
                2.3% | 
                6% | 
                False | 
                False | 
                1,090 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,770.3 | 
         
        
            | 
2.618             | 
            1,703.9 | 
         
        
            | 
1.618             | 
            1,663.2 | 
         
        
            | 
1.000             | 
            1,638.0 | 
         
        
            | 
0.618             | 
            1,622.5 | 
         
        
            | 
HIGH             | 
            1,597.3 | 
         
        
            | 
0.618             | 
            1,581.8 | 
         
        
            | 
0.500             | 
            1,577.0 | 
         
        
            | 
0.382             | 
            1,572.1 | 
         
        
            | 
LOW             | 
            1,556.6 | 
         
        
            | 
0.618             | 
            1,531.4 | 
         
        
            | 
1.000             | 
            1,515.9 | 
         
        
            | 
1.618             | 
            1,490.7 | 
         
        
            | 
2.618             | 
            1,450.0 | 
         
        
            | 
4.250             | 
            1,383.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,577.0 | 
                                1,588.4 | 
                             
                            
                                | PP | 
                                1,574.2 | 
                                1,581.9 | 
                             
                            
                                | S1 | 
                                1,571.5 | 
                                1,575.3 | 
                             
             
         |