| Trading Metrics calculated at close of trading on 27-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jan-2012 | 
                    27-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,716.2 | 
                        1,725.6 | 
                        9.4 | 
                        0.5% | 
                        1,670.3 | 
                     
                    
                        | High | 
                        1,736.2 | 
                        1,745.0 | 
                        8.8 | 
                        0.5% | 
                        1,745.0 | 
                     
                    
                        | Low | 
                        1,711.0 | 
                        1,721.0 | 
                        10.0 | 
                        0.6% | 
                        1,656.5 | 
                     
                    
                        | Close | 
                        1,732.9 | 
                        1,738.4 | 
                        5.5 | 
                        0.3% | 
                        1,738.4 | 
                     
                    
                        | Range | 
                        25.2 | 
                        24.0 | 
                        -1.2 | 
                        -4.8% | 
                        88.5 | 
                     
                    
                        | ATR | 
                        28.7 | 
                        28.4 | 
                        -0.3 | 
                        -1.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,410 | 
                        10,861 | 
                        4,451 | 
                        69.4% | 
                        30,476 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,806.8 | 
                1,796.6 | 
                1,751.6 | 
                 | 
             
            
                | R3 | 
                1,782.8 | 
                1,772.6 | 
                1,745.0 | 
                 | 
             
            
                | R2 | 
                1,758.8 | 
                1,758.8 | 
                1,742.8 | 
                 | 
             
            
                | R1 | 
                1,748.6 | 
                1,748.6 | 
                1,740.6 | 
                1,753.7 | 
             
            
                | PP | 
                1,734.8 | 
                1,734.8 | 
                1,734.8 | 
                1,737.4 | 
             
            
                | S1 | 
                1,724.6 | 
                1,724.6 | 
                1,736.2 | 
                1,729.7 | 
             
            
                | S2 | 
                1,710.8 | 
                1,710.8 | 
                1,734.0 | 
                 | 
             
            
                | S3 | 
                1,686.8 | 
                1,700.6 | 
                1,731.8 | 
                 | 
             
            
                | S4 | 
                1,662.8 | 
                1,676.6 | 
                1,725.2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,978.8 | 
                1,947.1 | 
                1,787.1 | 
                 | 
             
            
                | R3 | 
                1,890.3 | 
                1,858.6 | 
                1,762.7 | 
                 | 
             
            
                | R2 | 
                1,801.8 | 
                1,801.8 | 
                1,754.6 | 
                 | 
             
            
                | R1 | 
                1,770.1 | 
                1,770.1 | 
                1,746.5 | 
                1,786.0 | 
             
            
                | PP | 
                1,713.3 | 
                1,713.3 | 
                1,713.3 | 
                1,721.2 | 
             
            
                | S1 | 
                1,681.6 | 
                1,681.6 | 
                1,730.3 | 
                1,697.5 | 
             
            
                | S2 | 
                1,624.8 | 
                1,624.8 | 
                1,722.2 | 
                 | 
             
            
                | S3 | 
                1,536.3 | 
                1,593.1 | 
                1,714.1 | 
                 | 
             
            
                | S4 | 
                1,447.8 | 
                1,504.6 | 
                1,689.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,745.0 | 
                1,656.5 | 
                88.5 | 
                5.1% | 
                29.3 | 
                1.7% | 
                93% | 
                True | 
                False | 
                6,095 | 
                 
                
                | 10 | 
                1,745.0 | 
                1,632.3 | 
                112.7 | 
                6.5% | 
                26.0 | 
                1.5% | 
                94% | 
                True | 
                False | 
                6,842 | 
                 
                
                | 20 | 
                1,745.0 | 
                1,528.6 | 
                216.4 | 
                12.4% | 
                25.8 | 
                1.5% | 
                97% | 
                True | 
                False | 
                5,575 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.0% | 
                28.8 | 
                1.7% | 
                86% | 
                False | 
                False | 
                3,894 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.1% | 
                29.4 | 
                1.7% | 
                75% | 
                False | 
                False | 
                3,007 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.1% | 
                29.8 | 
                1.7% | 
                75% | 
                False | 
                False | 
                2,367 | 
                 
                
                | 100 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                23.0% | 
                34.1 | 
                2.0% | 
                52% | 
                False | 
                False | 
                1,987 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,847.0 | 
         
        
            | 
2.618             | 
            1,807.8 | 
         
        
            | 
1.618             | 
            1,783.8 | 
         
        
            | 
1.000             | 
            1,769.0 | 
         
        
            | 
0.618             | 
            1,759.8 | 
         
        
            | 
HIGH             | 
            1,745.0 | 
         
        
            | 
0.618             | 
            1,735.8 | 
         
        
            | 
0.500             | 
            1,733.0 | 
         
        
            | 
0.382             | 
            1,730.2 | 
         
        
            | 
LOW             | 
            1,721.0 | 
         
        
            | 
0.618             | 
            1,706.2 | 
         
        
            | 
1.000             | 
            1,697.0 | 
         
        
            | 
1.618             | 
            1,682.2 | 
         
        
            | 
2.618             | 
            1,658.2 | 
         
        
            | 
4.250             | 
            1,619.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,736.6 | 
                                1,725.9 | 
                             
                            
                                | PP | 
                                1,734.8 | 
                                1,713.3 | 
                             
                            
                                | S1 | 
                                1,733.0 | 
                                1,700.8 | 
                             
             
         |