| Trading Metrics calculated at close of trading on 13-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jan-2012 | 
                    13-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,648.5 | 
                        1,655.6 | 
                        7.1 | 
                        0.4% | 
                        1,621.3 | 
                     
                    
                        | High | 
                        1,668.5 | 
                        1,656.0 | 
                        -12.5 | 
                        -0.7% | 
                        1,668.5 | 
                     
                    
                        | Low | 
                        1,648.5 | 
                        1,632.3 | 
                        -16.2 | 
                        -1.0% | 
                        1,611.9 | 
                     
                    
                        | Close | 
                        1,653.8 | 
                        1,636.6 | 
                        -17.2 | 
                        -1.0% | 
                        1,636.6 | 
                     
                    
                        | Range | 
                        20.0 | 
                        23.7 | 
                        3.7 | 
                        18.5% | 
                        56.6 | 
                     
                    
                        | ATR | 
                        29.4 | 
                        29.0 | 
                        -0.4 | 
                        -1.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,697 | 
                        4,638 | 
                        -59 | 
                        -1.3% | 
                        22,542 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,712.7 | 
                1,698.4 | 
                1,649.6 | 
                 | 
             
            
                | R3 | 
                1,689.0 | 
                1,674.7 | 
                1,643.1 | 
                 | 
             
            
                | R2 | 
                1,665.3 | 
                1,665.3 | 
                1,640.9 | 
                 | 
             
            
                | R1 | 
                1,651.0 | 
                1,651.0 | 
                1,638.8 | 
                1,646.3 | 
             
            
                | PP | 
                1,641.6 | 
                1,641.6 | 
                1,641.6 | 
                1,639.3 | 
             
            
                | S1 | 
                1,627.3 | 
                1,627.3 | 
                1,634.4 | 
                1,622.6 | 
             
            
                | S2 | 
                1,617.9 | 
                1,617.9 | 
                1,632.3 | 
                 | 
             
            
                | S3 | 
                1,594.2 | 
                1,603.6 | 
                1,630.1 | 
                 | 
             
            
                | S4 | 
                1,570.5 | 
                1,579.9 | 
                1,623.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,808.8 | 
                1,779.3 | 
                1,667.7 | 
                 | 
             
            
                | R3 | 
                1,752.2 | 
                1,722.7 | 
                1,652.2 | 
                 | 
             
            
                | R2 | 
                1,695.6 | 
                1,695.6 | 
                1,647.0 | 
                 | 
             
            
                | R1 | 
                1,666.1 | 
                1,666.1 | 
                1,641.8 | 
                1,680.9 | 
             
            
                | PP | 
                1,639.0 | 
                1,639.0 | 
                1,639.0 | 
                1,646.4 | 
             
            
                | S1 | 
                1,609.5 | 
                1,609.5 | 
                1,631.4 | 
                1,624.3 | 
             
            
                | S2 | 
                1,582.4 | 
                1,582.4 | 
                1,626.2 | 
                 | 
             
            
                | S3 | 
                1,525.8 | 
                1,552.9 | 
                1,621.0 | 
                 | 
             
            
                | S4 | 
                1,469.2 | 
                1,496.3 | 
                1,605.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,668.5 | 
                1,611.9 | 
                56.6 | 
                3.5% | 
                20.9 | 
                1.3% | 
                44% | 
                False | 
                False | 
                4,508 | 
                 
                
                | 10 | 
                1,668.5 | 
                1,556.0 | 
                112.5 | 
                6.9% | 
                24.4 | 
                1.5% | 
                72% | 
                False | 
                False | 
                4,665 | 
                 
                
                | 20 | 
                1,668.5 | 
                1,528.6 | 
                139.9 | 
                8.5% | 
                24.4 | 
                1.5% | 
                77% | 
                False | 
                False | 
                3,148 | 
                 
                
                | 40 | 
                1,788.9 | 
                1,528.6 | 
                260.3 | 
                15.9% | 
                30.0 | 
                1.8% | 
                41% | 
                False | 
                False | 
                2,679 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.1% | 
                30.2 | 
                1.8% | 
                39% | 
                False | 
                False | 
                2,037 | 
                 
                
                | 80 | 
                1,820.0 | 
                1,528.6 | 
                291.4 | 
                17.8% | 
                33.4 | 
                2.0% | 
                37% | 
                False | 
                False | 
                1,622 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,756.7 | 
         
        
            | 
2.618             | 
            1,718.0 | 
         
        
            | 
1.618             | 
            1,694.3 | 
         
        
            | 
1.000             | 
            1,679.7 | 
         
        
            | 
0.618             | 
            1,670.6 | 
         
        
            | 
HIGH             | 
            1,656.0 | 
         
        
            | 
0.618             | 
            1,646.9 | 
         
        
            | 
0.500             | 
            1,644.2 | 
         
        
            | 
0.382             | 
            1,641.4 | 
         
        
            | 
LOW             | 
            1,632.3 | 
         
        
            | 
0.618             | 
            1,617.7 | 
         
        
            | 
1.000             | 
            1,608.6 | 
         
        
            | 
1.618             | 
            1,594.0 | 
         
        
            | 
2.618             | 
            1,570.3 | 
         
        
            | 
4.250             | 
            1,531.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,644.2 | 
                                1,650.4 | 
                             
                            
                                | PP | 
                                1,641.6 | 
                                1,645.8 | 
                             
                            
                                | S1 | 
                                1,639.1 | 
                                1,641.2 | 
                             
             
         |