| Trading Metrics calculated at close of trading on 19-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jan-2012 | 
                    19-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,658.0 | 
                        1,663.2 | 
                        5.2 | 
                        0.3% | 
                        1,621.3 | 
                     
                    
                        | High | 
                        1,667.0 | 
                        1,674.2 | 
                        7.2 | 
                        0.4% | 
                        1,668.5 | 
                     
                    
                        | Low | 
                        1,649.9 | 
                        1,655.3 | 
                        5.4 | 
                        0.3% | 
                        1,611.9 | 
                     
                    
                        | Close | 
                        1,665.7 | 
                        1,660.1 | 
                        -5.6 | 
                        -0.3% | 
                        1,636.6 | 
                     
                    
                        | Range | 
                        17.1 | 
                        18.9 | 
                        1.8 | 
                        10.5% | 
                        56.6 | 
                     
                    
                        | ATR | 
                        28.6 | 
                        27.9 | 
                        -0.7 | 
                        -2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        8,670 | 
                        6,073 | 
                        -2,597 | 
                        -30.0% | 
                        22,542 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,719.9 | 
                1,708.9 | 
                1,670.5 | 
                 | 
             
            
                | R3 | 
                1,701.0 | 
                1,690.0 | 
                1,665.3 | 
                 | 
             
            
                | R2 | 
                1,682.1 | 
                1,682.1 | 
                1,663.6 | 
                 | 
             
            
                | R1 | 
                1,671.1 | 
                1,671.1 | 
                1,661.8 | 
                1,667.2 | 
             
            
                | PP | 
                1,663.2 | 
                1,663.2 | 
                1,663.2 | 
                1,661.2 | 
             
            
                | S1 | 
                1,652.2 | 
                1,652.2 | 
                1,658.4 | 
                1,648.3 | 
             
            
                | S2 | 
                1,644.3 | 
                1,644.3 | 
                1,656.6 | 
                 | 
             
            
                | S3 | 
                1,625.4 | 
                1,633.3 | 
                1,654.9 | 
                 | 
             
            
                | S4 | 
                1,606.5 | 
                1,614.4 | 
                1,649.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,674.2 | 
                1,632.3 | 
                41.9 | 
                2.5% | 
                22.4 | 
                1.4% | 
                66% | 
                True | 
                False | 
                6,552 | 
                 
                
                | 10 | 
                1,674.2 | 
                1,604.3 | 
                69.9 | 
                4.2% | 
                22.1 | 
                1.3% | 
                80% | 
                True | 
                False | 
                5,801 | 
                 
                
                | 20 | 
                1,674.2 | 
                1,528.6 | 
                145.6 | 
                8.8% | 
                23.7 | 
                1.4% | 
                90% | 
                True | 
                False | 
                3,985 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.7% | 
                29.1 | 
                1.8% | 
                54% | 
                False | 
                False | 
                3,135 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                30.0 | 
                1.8% | 
                47% | 
                False | 
                False | 
                2,384 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                31.8 | 
                1.9% | 
                47% | 
                False | 
                False | 
                1,900 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                24.1% | 
                35.0 | 
                2.1% | 
                33% | 
                False | 
                False | 
                1,601 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,754.5 | 
         
        
            | 
2.618             | 
            1,723.7 | 
         
        
            | 
1.618             | 
            1,704.8 | 
         
        
            | 
1.000             | 
            1,693.1 | 
         
        
            | 
0.618             | 
            1,685.9 | 
         
        
            | 
HIGH             | 
            1,674.2 | 
         
        
            | 
0.618             | 
            1,667.0 | 
         
        
            | 
0.500             | 
            1,664.8 | 
         
        
            | 
0.382             | 
            1,662.5 | 
         
        
            | 
LOW             | 
            1,655.3 | 
         
        
            | 
0.618             | 
            1,643.6 | 
         
        
            | 
1.000             | 
            1,636.4 | 
         
        
            | 
1.618             | 
            1,624.7 | 
         
        
            | 
2.618             | 
            1,605.8 | 
         
        
            | 
4.250             | 
            1,575.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,664.8 | 
                                1,659.1 | 
                             
                            
                                | PP | 
                                1,663.2 | 
                                1,658.0 | 
                             
                            
                                | S1 | 
                                1,661.7 | 
                                1,657.0 | 
                             
             
         |