| Trading Metrics calculated at close of trading on 26-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2012 | 
                    26-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,671.9 | 
                        1,716.2 | 
                        44.3 | 
                        2.6% | 
                        1,640.8 | 
                     
                    
                        | High | 
                        1,718.7 | 
                        1,736.2 | 
                        17.5 | 
                        1.0% | 
                        1,674.2 | 
                     
                    
                        | Low | 
                        1,656.5 | 
                        1,711.0 | 
                        54.5 | 
                        3.3% | 
                        1,639.8 | 
                     
                    
                        | Close | 
                        1,705.9 | 
                        1,732.9 | 
                        27.0 | 
                        1.6% | 
                        1,669.7 | 
                     
                    
                        | Range | 
                        62.2 | 
                        25.2 | 
                        -37.0 | 
                        -59.5% | 
                        34.4 | 
                     
                    
                        | ATR | 
                        28.6 | 
                        28.7 | 
                        0.1 | 
                        0.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,168 | 
                        6,410 | 
                        2,242 | 
                        53.8% | 
                        33,312 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,802.3 | 
                1,792.8 | 
                1,746.8 | 
                 | 
             
            
                | R3 | 
                1,777.1 | 
                1,767.6 | 
                1,739.8 | 
                 | 
             
            
                | R2 | 
                1,751.9 | 
                1,751.9 | 
                1,737.5 | 
                 | 
             
            
                | R1 | 
                1,742.4 | 
                1,742.4 | 
                1,735.2 | 
                1,747.2 | 
             
            
                | PP | 
                1,726.7 | 
                1,726.7 | 
                1,726.7 | 
                1,729.1 | 
             
            
                | S1 | 
                1,717.2 | 
                1,717.2 | 
                1,730.6 | 
                1,722.0 | 
             
            
                | S2 | 
                1,701.5 | 
                1,701.5 | 
                1,728.3 | 
                 | 
             
            
                | S3 | 
                1,676.3 | 
                1,692.0 | 
                1,726.0 | 
                 | 
             
            
                | S4 | 
                1,651.1 | 
                1,666.8 | 
                1,719.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,736.2 | 
                1,651.4 | 
                84.8 | 
                4.9% | 
                28.7 | 
                1.7% | 
                96% | 
                True | 
                False | 
                5,900 | 
                 
                
                | 10 | 
                1,736.2 | 
                1,632.3 | 
                103.9 | 
                6.0% | 
                25.6 | 
                1.5% | 
                97% | 
                True | 
                False | 
                6,226 | 
                 
                
                | 20 | 
                1,736.2 | 
                1,528.6 | 
                207.6 | 
                12.0% | 
                26.6 | 
                1.5% | 
                98% | 
                True | 
                False | 
                5,067 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.0% | 
                28.6 | 
                1.7% | 
                84% | 
                False | 
                False | 
                3,669 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                29.7 | 
                1.7% | 
                73% | 
                False | 
                False | 
                2,830 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                30.0 | 
                1.7% | 
                73% | 
                False | 
                False | 
                2,236 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                23.1% | 
                34.5 | 
                2.0% | 
                51% | 
                False | 
                False | 
                1,881 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,843.3 | 
         
        
            | 
2.618             | 
            1,802.2 | 
         
        
            | 
1.618             | 
            1,777.0 | 
         
        
            | 
1.000             | 
            1,761.4 | 
         
        
            | 
0.618             | 
            1,751.8 | 
         
        
            | 
HIGH             | 
            1,736.2 | 
         
        
            | 
0.618             | 
            1,726.6 | 
         
        
            | 
0.500             | 
            1,723.6 | 
         
        
            | 
0.382             | 
            1,720.6 | 
         
        
            | 
LOW             | 
            1,711.0 | 
         
        
            | 
0.618             | 
            1,695.4 | 
         
        
            | 
1.000             | 
            1,685.8 | 
         
        
            | 
1.618             | 
            1,670.2 | 
         
        
            | 
2.618             | 
            1,645.0 | 
         
        
            | 
4.250             | 
            1,603.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,729.8 | 
                                1,720.7 | 
                             
                            
                                | PP | 
                                1,726.7 | 
                                1,708.5 | 
                             
                            
                                | S1 | 
                                1,723.6 | 
                                1,696.4 | 
                             
             
         |