| Trading Metrics calculated at close of trading on 01-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jan-2012 | 
                    01-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,738.1 | 
                        1,743.6 | 
                        5.5 | 
                        0.3% | 
                        1,670.3 | 
                     
                    
                        | High | 
                        1,753.1 | 
                        1,756.4 | 
                        3.3 | 
                        0.2% | 
                        1,745.0 | 
                     
                    
                        | Low | 
                        1,730.0 | 
                        1,740.6 | 
                        10.6 | 
                        0.6% | 
                        1,656.5 | 
                     
                    
                        | Close | 
                        1,743.3 | 
                        1,752.3 | 
                        9.0 | 
                        0.5% | 
                        1,738.4 | 
                     
                    
                        | Range | 
                        23.1 | 
                        15.8 | 
                        -7.3 | 
                        -31.6% | 
                        88.5 | 
                     
                    
                        | ATR | 
                        27.5 | 
                        26.7 | 
                        -0.8 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,204 | 
                        5,584 | 
                        2,380 | 
                        74.3% | 
                        30,476 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,797.2 | 
                1,790.5 | 
                1,761.0 | 
                 | 
             
            
                | R3 | 
                1,781.4 | 
                1,774.7 | 
                1,756.6 | 
                 | 
             
            
                | R2 | 
                1,765.6 | 
                1,765.6 | 
                1,755.2 | 
                 | 
             
            
                | R1 | 
                1,758.9 | 
                1,758.9 | 
                1,753.7 | 
                1,762.3 | 
             
            
                | PP | 
                1,749.8 | 
                1,749.8 | 
                1,749.8 | 
                1,751.4 | 
             
            
                | S1 | 
                1,743.1 | 
                1,743.1 | 
                1,750.9 | 
                1,746.5 | 
             
            
                | S2 | 
                1,734.0 | 
                1,734.0 | 
                1,749.4 | 
                 | 
             
            
                | S3 | 
                1,718.2 | 
                1,727.3 | 
                1,748.0 | 
                 | 
             
            
                | S4 | 
                1,702.4 | 
                1,711.5 | 
                1,743.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,756.4 | 
                1,711.0 | 
                45.4 | 
                2.6% | 
                21.8 | 
                1.2% | 
                91% | 
                True | 
                False | 
                8,201 | 
                 
                
                | 10 | 
                1,756.4 | 
                1,651.4 | 
                105.0 | 
                6.0% | 
                24.6 | 
                1.4% | 
                96% | 
                True | 
                False | 
                7,017 | 
                 
                
                | 20 | 
                1,756.4 | 
                1,599.5 | 
                156.9 | 
                9.0% | 
                23.7 | 
                1.4% | 
                97% | 
                True | 
                False | 
                6,541 | 
                 
                
                | 40 | 
                1,764.2 | 
                1,528.6 | 
                235.6 | 
                13.4% | 
                28.0 | 
                1.6% | 
                95% | 
                False | 
                False | 
                4,225 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.0% | 
                28.6 | 
                1.6% | 
                80% | 
                False | 
                False | 
                3,326 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.0% | 
                28.9 | 
                1.7% | 
                80% | 
                False | 
                False | 
                2,654 | 
                 
                
                | 100 | 
                1,890.9 | 
                1,528.6 | 
                362.3 | 
                20.7% | 
                33.0 | 
                1.9% | 
                62% | 
                False | 
                False | 
                2,200 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,823.6 | 
         
        
            | 
2.618             | 
            1,797.8 | 
         
        
            | 
1.618             | 
            1,782.0 | 
         
        
            | 
1.000             | 
            1,772.2 | 
         
        
            | 
0.618             | 
            1,766.2 | 
         
        
            | 
HIGH             | 
            1,756.4 | 
         
        
            | 
0.618             | 
            1,750.4 | 
         
        
            | 
0.500             | 
            1,748.5 | 
         
        
            | 
0.382             | 
            1,746.6 | 
         
        
            | 
LOW             | 
            1,740.6 | 
         
        
            | 
0.618             | 
            1,730.8 | 
         
        
            | 
1.000             | 
            1,724.8 | 
         
        
            | 
1.618             | 
            1,715.0 | 
         
        
            | 
2.618             | 
            1,699.2 | 
         
        
            | 
4.250             | 
            1,673.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,751.0 | 
                                1,748.0 | 
                             
                            
                                | PP | 
                                1,749.8 | 
                                1,743.6 | 
                             
                            
                                | S1 | 
                                1,748.5 | 
                                1,739.3 | 
                             
             
         |