| Trading Metrics calculated at close of trading on 20-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2012 | 
                    20-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,663.2 | 
                        1,660.5 | 
                        -2.7 | 
                        -0.2% | 
                        1,640.8 | 
                     
                    
                        | High | 
                        1,674.2 | 
                        1,672.5 | 
                        -1.7 | 
                        -0.1% | 
                        1,674.2 | 
                     
                    
                        | Low | 
                        1,655.3 | 
                        1,651.4 | 
                        -3.9 | 
                        -0.2% | 
                        1,639.8 | 
                     
                    
                        | Close | 
                        1,660.1 | 
                        1,669.7 | 
                        9.6 | 
                        0.6% | 
                        1,669.7 | 
                     
                    
                        | Range | 
                        18.9 | 
                        21.1 | 
                        2.2 | 
                        11.6% | 
                        34.4 | 
                     
                    
                        | ATR | 
                        27.9 | 
                        27.4 | 
                        -0.5 | 
                        -1.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,073 | 
                        9,885 | 
                        3,812 | 
                        62.8% | 
                        33,312 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,727.8 | 
                1,719.9 | 
                1,681.3 | 
                 | 
             
            
                | R3 | 
                1,706.7 | 
                1,698.8 | 
                1,675.5 | 
                 | 
             
            
                | R2 | 
                1,685.6 | 
                1,685.6 | 
                1,673.6 | 
                 | 
             
            
                | R1 | 
                1,677.7 | 
                1,677.7 | 
                1,671.6 | 
                1,681.7 | 
             
            
                | PP | 
                1,664.5 | 
                1,664.5 | 
                1,664.5 | 
                1,666.5 | 
             
            
                | S1 | 
                1,656.6 | 
                1,656.6 | 
                1,667.8 | 
                1,660.6 | 
             
            
                | S2 | 
                1,643.4 | 
                1,643.4 | 
                1,665.8 | 
                 | 
             
            
                | S3 | 
                1,622.3 | 
                1,635.5 | 
                1,663.9 | 
                 | 
             
            
                | S4 | 
                1,601.2 | 
                1,614.4 | 
                1,658.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,764.4 | 
                1,751.5 | 
                1,688.6 | 
                 | 
             
            
                | R3 | 
                1,730.0 | 
                1,717.1 | 
                1,679.2 | 
                 | 
             
            
                | R2 | 
                1,695.6 | 
                1,695.6 | 
                1,676.0 | 
                 | 
             
            
                | R1 | 
                1,682.7 | 
                1,682.7 | 
                1,672.9 | 
                1,689.2 | 
             
            
                | PP | 
                1,661.2 | 
                1,661.2 | 
                1,661.2 | 
                1,664.5 | 
             
            
                | S1 | 
                1,648.3 | 
                1,648.3 | 
                1,666.5 | 
                1,654.8 | 
             
            
                | S2 | 
                1,626.8 | 
                1,626.8 | 
                1,663.4 | 
                 | 
             
            
                | S3 | 
                1,592.4 | 
                1,613.9 | 
                1,660.2 | 
                 | 
             
            
                | S4 | 
                1,558.0 | 
                1,579.5 | 
                1,650.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                22.6 | 
                1.4% | 
                89% | 
                False | 
                False | 
                7,590 | 
                 
                
                | 10 | 
                1,674.2 | 
                1,611.9 | 
                62.3 | 
                3.7% | 
                21.4 | 
                1.3% | 
                93% | 
                False | 
                False | 
                6,197 | 
                 
                
                | 20 | 
                1,674.2 | 
                1,528.6 | 
                145.6 | 
                8.7% | 
                23.6 | 
                1.4% | 
                97% | 
                False | 
                False | 
                4,370 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.6% | 
                28.3 | 
                1.7% | 
                58% | 
                False | 
                False | 
                3,373 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                30.0 | 
                1.8% | 
                50% | 
                False | 
                False | 
                2,545 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                30.5 | 
                1.8% | 
                50% | 
                False | 
                False | 
                2,011 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                23.9% | 
                34.6 | 
                2.1% | 
                35% | 
                False | 
                False | 
                1,694 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,762.2 | 
         
        
            | 
2.618             | 
            1,727.7 | 
         
        
            | 
1.618             | 
            1,706.6 | 
         
        
            | 
1.000             | 
            1,693.6 | 
         
        
            | 
0.618             | 
            1,685.5 | 
         
        
            | 
HIGH             | 
            1,672.5 | 
         
        
            | 
0.618             | 
            1,664.4 | 
         
        
            | 
0.500             | 
            1,662.0 | 
         
        
            | 
0.382             | 
            1,659.5 | 
         
        
            | 
LOW             | 
            1,651.4 | 
         
        
            | 
0.618             | 
            1,638.4 | 
         
        
            | 
1.000             | 
            1,630.3 | 
         
        
            | 
1.618             | 
            1,617.3 | 
         
        
            | 
2.618             | 
            1,596.2 | 
         
        
            | 
4.250             | 
            1,561.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,667.1 | 
                                1,667.2 | 
                             
                            
                                | PP | 
                                1,664.5 | 
                                1,664.6 | 
                             
                            
                                | S1 | 
                                1,662.0 | 
                                1,662.1 | 
                             
             
         |