| Trading Metrics calculated at close of trading on 29-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2011 | 
                    29-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,596.5 | 
                        1,562.4 | 
                        -34.1 | 
                        -2.1% | 
                        1,611.8 | 
                     
                    
                        | High | 
                        1,597.3 | 
                        1,563.7 | 
                        -33.6 | 
                        -2.1% | 
                        1,646.2 | 
                     
                    
                        | Low | 
                        1,556.6 | 
                        1,528.6 | 
                        -28.0 | 
                        -1.8% | 
                        1,592.8 | 
                     
                    
                        | Close | 
                        1,568.8 | 
                        1,545.5 | 
                        -23.3 | 
                        -1.5% | 
                        1,610.8 | 
                     
                    
                        | Range | 
                        40.7 | 
                        35.1 | 
                        -5.6 | 
                        -13.8% | 
                        53.4 | 
                     
                    
                        | ATR | 
                        31.8 | 
                        32.4 | 
                        0.6 | 
                        1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        702 | 
                        1,069 | 
                        367 | 
                        52.3% | 
                        8,822 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,651.2 | 
                1,633.5 | 
                1,564.8 | 
                 | 
             
            
                | R3 | 
                1,616.1 | 
                1,598.4 | 
                1,555.2 | 
                 | 
             
            
                | R2 | 
                1,581.0 | 
                1,581.0 | 
                1,551.9 | 
                 | 
             
            
                | R1 | 
                1,563.3 | 
                1,563.3 | 
                1,548.7 | 
                1,554.6 | 
             
            
                | PP | 
                1,545.9 | 
                1,545.9 | 
                1,545.9 | 
                1,541.6 | 
             
            
                | S1 | 
                1,528.2 | 
                1,528.2 | 
                1,542.3 | 
                1,519.5 | 
             
            
                | S2 | 
                1,510.8 | 
                1,510.8 | 
                1,539.1 | 
                 | 
             
            
                | S3 | 
                1,475.7 | 
                1,493.1 | 
                1,535.8 | 
                 | 
             
            
                | S4 | 
                1,440.6 | 
                1,458.0 | 
                1,526.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,621.4 | 
                1,528.6 | 
                92.8 | 
                6.0% | 
                21.7 | 
                1.4% | 
                18% | 
                False | 
                True | 
                1,018 | 
                 
                
                | 10 | 
                1,646.2 | 
                1,528.6 | 
                117.6 | 
                7.6% | 
                24.4 | 
                1.6% | 
                14% | 
                False | 
                True | 
                1,630 | 
                 
                
                | 20 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                15.7% | 
                31.2 | 
                2.0% | 
                7% | 
                False | 
                True | 
                2,052 | 
                 
                
                | 40 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                18.1% | 
                31.2 | 
                2.0% | 
                6% | 
                False | 
                True | 
                1,743 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                18.1% | 
                30.5 | 
                2.0% | 
                6% | 
                False | 
                True | 
                1,311 | 
                 
                
                | 80 | 
                1,890.9 | 
                1,528.6 | 
                362.3 | 
                23.4% | 
                36.0 | 
                2.3% | 
                5% | 
                False | 
                True | 
                1,095 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,712.9 | 
         
        
            | 
2.618             | 
            1,655.6 | 
         
        
            | 
1.618             | 
            1,620.5 | 
         
        
            | 
1.000             | 
            1,598.8 | 
         
        
            | 
0.618             | 
            1,585.4 | 
         
        
            | 
HIGH             | 
            1,563.7 | 
         
        
            | 
0.618             | 
            1,550.3 | 
         
        
            | 
0.500             | 
            1,546.2 | 
         
        
            | 
0.382             | 
            1,542.0 | 
         
        
            | 
LOW             | 
            1,528.6 | 
         
        
            | 
0.618             | 
            1,506.9 | 
         
        
            | 
1.000             | 
            1,493.5 | 
         
        
            | 
1.618             | 
            1,471.8 | 
         
        
            | 
2.618             | 
            1,436.7 | 
         
        
            | 
4.250             | 
            1,379.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,546.2 | 
                                1,567.3 | 
                             
                            
                                | PP | 
                                1,545.9 | 
                                1,560.0 | 
                             
                            
                                | S1 | 
                                1,545.7 | 
                                1,552.8 | 
                             
             
         |