| Trading Metrics calculated at close of trading on 25-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Jan-2012 | 
                    25-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,684.9 | 
                        1,671.9 | 
                        -13.0 | 
                        -0.8% | 
                        1,640.8 | 
                     
                    
                        | High | 
                        1,685.4 | 
                        1,718.7 | 
                        33.3 | 
                        2.0% | 
                        1,674.2 | 
                     
                    
                        | Low | 
                        1,668.0 | 
                        1,656.5 | 
                        -11.5 | 
                        -0.7% | 
                        1,639.8 | 
                     
                    
                        | Close | 
                        1,670.2 | 
                        1,705.9 | 
                        35.7 | 
                        2.1% | 
                        1,669.7 | 
                     
                    
                        | Range | 
                        17.4 | 
                        62.2 | 
                        44.8 | 
                        257.5% | 
                        34.4 | 
                     
                    
                        | ATR | 
                        26.0 | 
                        28.6 | 
                        2.6 | 
                        9.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,686 | 
                        4,168 | 
                        -518 | 
                        -11.1% | 
                        33,312 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,880.3 | 
                1,855.3 | 
                1,740.1 | 
                 | 
             
            
                | R3 | 
                1,818.1 | 
                1,793.1 | 
                1,723.0 | 
                 | 
             
            
                | R2 | 
                1,755.9 | 
                1,755.9 | 
                1,717.3 | 
                 | 
             
            
                | R1 | 
                1,730.9 | 
                1,730.9 | 
                1,711.6 | 
                1,743.4 | 
             
            
                | PP | 
                1,693.7 | 
                1,693.7 | 
                1,693.7 | 
                1,700.0 | 
             
            
                | S1 | 
                1,668.7 | 
                1,668.7 | 
                1,700.2 | 
                1,681.2 | 
             
            
                | S2 | 
                1,631.5 | 
                1,631.5 | 
                1,694.5 | 
                 | 
             
            
                | S3 | 
                1,569.3 | 
                1,606.5 | 
                1,688.8 | 
                 | 
             
            
                | S4 | 
                1,507.1 | 
                1,544.3 | 
                1,671.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,718.7 | 
                1,651.4 | 
                67.3 | 
                3.9% | 
                27.4 | 
                1.6% | 
                81% | 
                True | 
                False | 
                5,832 | 
                 
                
                | 10 | 
                1,718.7 | 
                1,632.3 | 
                86.4 | 
                5.1% | 
                24.5 | 
                1.4% | 
                85% | 
                True | 
                False | 
                6,174 | 
                 
                
                | 20 | 
                1,718.7 | 
                1,528.6 | 
                190.1 | 
                11.1% | 
                25.7 | 
                1.5% | 
                93% | 
                True | 
                False | 
                4,794 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.3% | 
                28.7 | 
                1.7% | 
                73% | 
                False | 
                False | 
                3,535 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.4% | 
                29.6 | 
                1.7% | 
                63% | 
                False | 
                False | 
                2,726 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.4% | 
                30.0 | 
                1.8% | 
                63% | 
                False | 
                False | 
                2,163 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                23.4% | 
                34.4 | 
                2.0% | 
                44% | 
                False | 
                False | 
                1,818 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,983.1 | 
         
        
            | 
2.618             | 
            1,881.5 | 
         
        
            | 
1.618             | 
            1,819.3 | 
         
        
            | 
1.000             | 
            1,780.9 | 
         
        
            | 
0.618             | 
            1,757.1 | 
         
        
            | 
HIGH             | 
            1,718.7 | 
         
        
            | 
0.618             | 
            1,694.9 | 
         
        
            | 
0.500             | 
            1,687.6 | 
         
        
            | 
0.382             | 
            1,680.3 | 
         
        
            | 
LOW             | 
            1,656.5 | 
         
        
            | 
0.618             | 
            1,618.1 | 
         
        
            | 
1.000             | 
            1,594.3 | 
         
        
            | 
1.618             | 
            1,555.9 | 
         
        
            | 
2.618             | 
            1,493.7 | 
         
        
            | 
4.250             | 
            1,392.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,699.8 | 
                                1,699.8 | 
                             
                            
                                | PP | 
                                1,693.7 | 
                                1,693.7 | 
                             
                            
                                | S1 | 
                                1,687.6 | 
                                1,687.6 | 
                             
             
         |