| Trading Metrics calculated at close of trading on 02-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Feb-2012 | 
                    02-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,743.6 | 
                        1,750.5 | 
                        6.9 | 
                        0.4% | 
                        1,670.3 | 
                     
                    
                        | High | 
                        1,756.4 | 
                        1,766.4 | 
                        10.0 | 
                        0.6% | 
                        1,745.0 | 
                     
                    
                        | Low | 
                        1,740.6 | 
                        1,747.4 | 
                        6.8 | 
                        0.4% | 
                        1,656.5 | 
                     
                    
                        | Close | 
                        1,752.3 | 
                        1,762.1 | 
                        9.8 | 
                        0.6% | 
                        1,738.4 | 
                     
                    
                        | Range | 
                        15.8 | 
                        19.0 | 
                        3.2 | 
                        20.3% | 
                        88.5 | 
                     
                    
                        | ATR | 
                        26.7 | 
                        26.1 | 
                        -0.5 | 
                        -2.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        5,584 | 
                        2,122 | 
                        -3,462 | 
                        -62.0% | 
                        30,476 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,815.6 | 
                1,807.9 | 
                1,772.6 | 
                 | 
             
            
                | R3 | 
                1,796.6 | 
                1,788.9 | 
                1,767.3 | 
                 | 
             
            
                | R2 | 
                1,777.6 | 
                1,777.6 | 
                1,765.6 | 
                 | 
             
            
                | R1 | 
                1,769.9 | 
                1,769.9 | 
                1,763.8 | 
                1,773.8 | 
             
            
                | PP | 
                1,758.6 | 
                1,758.6 | 
                1,758.6 | 
                1,760.6 | 
             
            
                | S1 | 
                1,750.9 | 
                1,750.9 | 
                1,760.4 | 
                1,754.8 | 
             
            
                | S2 | 
                1,739.6 | 
                1,739.6 | 
                1,758.6 | 
                 | 
             
            
                | S3 | 
                1,720.6 | 
                1,731.9 | 
                1,756.9 | 
                 | 
             
            
                | S4 | 
                1,701.6 | 
                1,712.9 | 
                1,751.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,766.4 | 
                1,721.0 | 
                45.4 | 
                2.6% | 
                20.5 | 
                1.2% | 
                91% | 
                True | 
                False | 
                7,344 | 
                 
                
                | 10 | 
                1,766.4 | 
                1,651.4 | 
                115.0 | 
                6.5% | 
                24.6 | 
                1.4% | 
                96% | 
                True | 
                False | 
                6,622 | 
                 
                
                | 20 | 
                1,766.4 | 
                1,604.3 | 
                162.1 | 
                9.2% | 
                23.4 | 
                1.3% | 
                97% | 
                True | 
                False | 
                6,211 | 
                 
                
                | 40 | 
                1,766.4 | 
                1,528.6 | 
                237.8 | 
                13.5% | 
                27.6 | 
                1.6% | 
                98% | 
                True | 
                False | 
                4,216 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.9% | 
                28.8 | 
                1.6% | 
                83% | 
                False | 
                False | 
                3,355 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.9% | 
                28.8 | 
                1.6% | 
                83% | 
                False | 
                False | 
                2,673 | 
                 
                
                | 100 | 
                1,859.3 | 
                1,528.6 | 
                330.7 | 
                18.8% | 
                32.8 | 
                1.9% | 
                71% | 
                False | 
                False | 
                2,217 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,847.2 | 
         
        
            | 
2.618             | 
            1,816.1 | 
         
        
            | 
1.618             | 
            1,797.1 | 
         
        
            | 
1.000             | 
            1,785.4 | 
         
        
            | 
0.618             | 
            1,778.1 | 
         
        
            | 
HIGH             | 
            1,766.4 | 
         
        
            | 
0.618             | 
            1,759.1 | 
         
        
            | 
0.500             | 
            1,756.9 | 
         
        
            | 
0.382             | 
            1,754.7 | 
         
        
            | 
LOW             | 
            1,747.4 | 
         
        
            | 
0.618             | 
            1,735.7 | 
         
        
            | 
1.000             | 
            1,728.4 | 
         
        
            | 
1.618             | 
            1,716.7 | 
         
        
            | 
2.618             | 
            1,697.7 | 
         
        
            | 
4.250             | 
            1,666.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,760.4 | 
                                1,757.5 | 
                             
                            
                                | PP | 
                                1,758.6 | 
                                1,752.8 | 
                             
                            
                                | S1 | 
                                1,756.9 | 
                                1,748.2 | 
                             
             
         |