| Trading Metrics calculated at close of trading on 24-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jan-2012 | 
                    24-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,670.3 | 
                        1,684.9 | 
                        14.6 | 
                        0.9% | 
                        1,640.8 | 
                     
                    
                        | High | 
                        1,686.9 | 
                        1,685.4 | 
                        -1.5 | 
                        -0.1% | 
                        1,674.2 | 
                     
                    
                        | Low | 
                        1,669.4 | 
                        1,668.0 | 
                        -1.4 | 
                        -0.1% | 
                        1,639.8 | 
                     
                    
                        | Close | 
                        1,684.1 | 
                        1,670.2 | 
                        -13.9 | 
                        -0.8% | 
                        1,669.7 | 
                     
                    
                        | Range | 
                        17.5 | 
                        17.4 | 
                        -0.1 | 
                        -0.6% | 
                        34.4 | 
                     
                    
                        | ATR | 
                        26.7 | 
                        26.0 | 
                        -0.7 | 
                        -2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,351 | 
                        4,686 | 
                        335 | 
                        7.7% | 
                        33,312 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,726.7 | 
                1,715.9 | 
                1,679.8 | 
                 | 
             
            
                | R3 | 
                1,709.3 | 
                1,698.5 | 
                1,675.0 | 
                 | 
             
            
                | R2 | 
                1,691.9 | 
                1,691.9 | 
                1,673.4 | 
                 | 
             
            
                | R1 | 
                1,681.1 | 
                1,681.1 | 
                1,671.8 | 
                1,677.8 | 
             
            
                | PP | 
                1,674.5 | 
                1,674.5 | 
                1,674.5 | 
                1,672.9 | 
             
            
                | S1 | 
                1,663.7 | 
                1,663.7 | 
                1,668.6 | 
                1,660.4 | 
             
            
                | S2 | 
                1,657.1 | 
                1,657.1 | 
                1,667.0 | 
                 | 
             
            
                | S3 | 
                1,639.7 | 
                1,646.3 | 
                1,665.4 | 
                 | 
             
            
                | S4 | 
                1,622.3 | 
                1,628.9 | 
                1,660.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,686.9 | 
                1,649.9 | 
                37.0 | 
                2.2% | 
                18.4 | 
                1.1% | 
                55% | 
                False | 
                False | 
                6,733 | 
                 
                
                | 10 | 
                1,686.9 | 
                1,618.2 | 
                68.7 | 
                4.1% | 
                21.1 | 
                1.3% | 
                76% | 
                False | 
                False | 
                6,183 | 
                 
                
                | 20 | 
                1,686.9 | 
                1,528.6 | 
                158.3 | 
                9.5% | 
                23.1 | 
                1.4% | 
                89% | 
                False | 
                False | 
                4,626 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.6% | 
                27.7 | 
                1.7% | 
                58% | 
                False | 
                False | 
                3,488 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                29.2 | 
                1.7% | 
                51% | 
                False | 
                False | 
                2,674 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                29.7 | 
                1.8% | 
                51% | 
                False | 
                False | 
                2,114 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                23.9% | 
                33.9 | 
                2.0% | 
                35% | 
                False | 
                False | 
                1,779 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,759.4 | 
         
        
            | 
2.618             | 
            1,731.0 | 
         
        
            | 
1.618             | 
            1,713.6 | 
         
        
            | 
1.000             | 
            1,702.8 | 
         
        
            | 
0.618             | 
            1,696.2 | 
         
        
            | 
HIGH             | 
            1,685.4 | 
         
        
            | 
0.618             | 
            1,678.8 | 
         
        
            | 
0.500             | 
            1,676.7 | 
         
        
            | 
0.382             | 
            1,674.6 | 
         
        
            | 
LOW             | 
            1,668.0 | 
         
        
            | 
0.618             | 
            1,657.2 | 
         
        
            | 
1.000             | 
            1,650.6 | 
         
        
            | 
1.618             | 
            1,639.8 | 
         
        
            | 
2.618             | 
            1,622.4 | 
         
        
            | 
4.250             | 
            1,594.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,676.7 | 
                                1,669.9 | 
                             
                            
                                | PP | 
                                1,674.5 | 
                                1,669.5 | 
                             
                            
                                | S1 | 
                                1,672.4 | 
                                1,669.2 | 
                             
             
         |