| Trading Metrics calculated at close of trading on 30-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jan-2012 | 
                    30-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,725.6 | 
                        1,742.9 | 
                        17.3 | 
                        1.0% | 
                        1,670.3 | 
                     
                    
                        | High | 
                        1,745.0 | 
                        1,742.9 | 
                        -2.1 | 
                        -0.1% | 
                        1,745.0 | 
                     
                    
                        | Low | 
                        1,721.0 | 
                        1,722.1 | 
                        1.1 | 
                        0.1% | 
                        1,656.5 | 
                     
                    
                        | Close | 
                        1,738.4 | 
                        1,737.4 | 
                        -1.0 | 
                        -0.1% | 
                        1,738.4 | 
                     
                    
                        | Range | 
                        24.0 | 
                        20.8 | 
                        -3.2 | 
                        -13.3% | 
                        88.5 | 
                     
                    
                        | ATR | 
                        28.4 | 
                        27.9 | 
                        -0.5 | 
                        -1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        10,861 | 
                        14,950 | 
                        4,089 | 
                        37.6% | 
                        30,476 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,796.5 | 
                1,787.8 | 
                1,748.8 | 
                 | 
             
            
                | R3 | 
                1,775.7 | 
                1,767.0 | 
                1,743.1 | 
                 | 
             
            
                | R2 | 
                1,754.9 | 
                1,754.9 | 
                1,741.2 | 
                 | 
             
            
                | R1 | 
                1,746.2 | 
                1,746.2 | 
                1,739.3 | 
                1,740.2 | 
             
            
                | PP | 
                1,734.1 | 
                1,734.1 | 
                1,734.1 | 
                1,731.1 | 
             
            
                | S1 | 
                1,725.4 | 
                1,725.4 | 
                1,735.5 | 
                1,719.4 | 
             
            
                | S2 | 
                1,713.3 | 
                1,713.3 | 
                1,733.6 | 
                 | 
             
            
                | S3 | 
                1,692.5 | 
                1,704.6 | 
                1,731.7 | 
                 | 
             
            
                | S4 | 
                1,671.7 | 
                1,683.8 | 
                1,726.0 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                29.9 | 
                1.7% | 
                91% | 
                False | 
                False | 
                8,215 | 
                 
                
                | 10 | 
                1,745.0 | 
                1,639.8 | 
                105.2 | 
                6.1% | 
                25.7 | 
                1.5% | 
                93% | 
                False | 
                False | 
                7,873 | 
                 
                
                | 20 | 
                1,745.0 | 
                1,556.0 | 
                189.0 | 
                10.9% | 
                25.0 | 
                1.4% | 
                96% | 
                False | 
                False | 
                6,269 | 
                 
                
                | 40 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.0% | 
                28.1 | 
                1.6% | 
                86% | 
                False | 
                False | 
                4,161 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.1% | 
                29.1 | 
                1.7% | 
                75% | 
                False | 
                False | 
                3,252 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.1% | 
                29.1 | 
                1.7% | 
                75% | 
                False | 
                False | 
                2,551 | 
                 
                
                | 100 | 
                1,890.9 | 
                1,528.6 | 
                362.3 | 
                20.9% | 
                33.8 | 
                1.9% | 
                58% | 
                False | 
                False | 
                2,129 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,831.3 | 
         
        
            | 
2.618             | 
            1,797.4 | 
         
        
            | 
1.618             | 
            1,776.6 | 
         
        
            | 
1.000             | 
            1,763.7 | 
         
        
            | 
0.618             | 
            1,755.8 | 
         
        
            | 
HIGH             | 
            1,742.9 | 
         
        
            | 
0.618             | 
            1,735.0 | 
         
        
            | 
0.500             | 
            1,732.5 | 
         
        
            | 
0.382             | 
            1,730.0 | 
         
        
            | 
LOW             | 
            1,722.1 | 
         
        
            | 
0.618             | 
            1,709.2 | 
         
        
            | 
1.000             | 
            1,701.3 | 
         
        
            | 
1.618             | 
            1,688.4 | 
         
        
            | 
2.618             | 
            1,667.6 | 
         
        
            | 
4.250             | 
            1,633.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,735.8 | 
                                1,734.3 | 
                             
                            
                                | PP | 
                                1,734.1 | 
                                1,731.1 | 
                             
                            
                                | S1 | 
                                1,732.5 | 
                                1,728.0 | 
                             
             
         |