| Trading Metrics calculated at close of trading on 18-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jan-2012 | 
                    18-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,640.8 | 
                        1,658.0 | 
                        17.2 | 
                        1.0% | 
                        1,621.3 | 
                     
                    
                        | High | 
                        1,672.2 | 
                        1,667.0 | 
                        -5.2 | 
                        -0.3% | 
                        1,668.5 | 
                     
                    
                        | Low | 
                        1,639.8 | 
                        1,649.9 | 
                        10.1 | 
                        0.6% | 
                        1,611.9 | 
                     
                    
                        | Close | 
                        1,661.4 | 
                        1,665.7 | 
                        4.3 | 
                        0.3% | 
                        1,636.6 | 
                     
                    
                        | Range | 
                        32.4 | 
                        17.1 | 
                        -15.3 | 
                        -47.2% | 
                        56.6 | 
                     
                    
                        | ATR | 
                        29.5 | 
                        28.6 | 
                        -0.9 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        8,684 | 
                        8,670 | 
                        -14 | 
                        -0.2% | 
                        22,542 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,712.2 | 
                1,706.0 | 
                1,675.1 | 
                 | 
             
            
                | R3 | 
                1,695.1 | 
                1,688.9 | 
                1,670.4 | 
                 | 
             
            
                | R2 | 
                1,678.0 | 
                1,678.0 | 
                1,668.8 | 
                 | 
             
            
                | R1 | 
                1,671.8 | 
                1,671.8 | 
                1,667.3 | 
                1,674.9 | 
             
            
                | PP | 
                1,660.9 | 
                1,660.9 | 
                1,660.9 | 
                1,662.4 | 
             
            
                | S1 | 
                1,654.7 | 
                1,654.7 | 
                1,664.1 | 
                1,657.8 | 
             
            
                | S2 | 
                1,643.8 | 
                1,643.8 | 
                1,662.6 | 
                 | 
             
            
                | S3 | 
                1,626.7 | 
                1,637.6 | 
                1,661.0 | 
                 | 
             
            
                | S4 | 
                1,609.6 | 
                1,620.5 | 
                1,656.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,672.2 | 
                1,632.3 | 
                39.9 | 
                2.4% | 
                21.5 | 
                1.3% | 
                84% | 
                False | 
                False | 
                6,515 | 
                 
                
                | 10 | 
                1,672.2 | 
                1,599.5 | 
                72.7 | 
                4.4% | 
                22.8 | 
                1.4% | 
                91% | 
                False | 
                False | 
                6,065 | 
                 
                
                | 20 | 
                1,672.2 | 
                1,528.6 | 
                143.6 | 
                8.6% | 
                23.8 | 
                1.4% | 
                95% | 
                False | 
                False | 
                3,776 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.6% | 
                29.2 | 
                1.8% | 
                56% | 
                False | 
                False | 
                3,050 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                30.2 | 
                1.8% | 
                49% | 
                False | 
                False | 
                2,292 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                33.0 | 
                2.0% | 
                49% | 
                False | 
                False | 
                1,830 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                24.0% | 
                35.4 | 
                2.1% | 
                34% | 
                False | 
                False | 
                1,543 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,739.7 | 
         
        
            | 
2.618             | 
            1,711.8 | 
         
        
            | 
1.618             | 
            1,694.7 | 
         
        
            | 
1.000             | 
            1,684.1 | 
         
        
            | 
0.618             | 
            1,677.6 | 
         
        
            | 
HIGH             | 
            1,667.0 | 
         
        
            | 
0.618             | 
            1,660.5 | 
         
        
            | 
0.500             | 
            1,658.5 | 
         
        
            | 
0.382             | 
            1,656.4 | 
         
        
            | 
LOW             | 
            1,649.9 | 
         
        
            | 
0.618             | 
            1,639.3 | 
         
        
            | 
1.000             | 
            1,632.8 | 
         
        
            | 
1.618             | 
            1,622.2 | 
         
        
            | 
2.618             | 
            1,605.1 | 
         
        
            | 
4.250             | 
            1,577.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,663.3 | 
                                1,661.2 | 
                             
                            
                                | PP | 
                                1,660.9 | 
                                1,656.7 | 
                             
                            
                                | S1 | 
                                1,658.5 | 
                                1,652.3 | 
                             
             
         |