| Trading Metrics calculated at close of trading on 03-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2012 | 
                    03-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,750.5 | 
                        1,762.3 | 
                        11.8 | 
                        0.7% | 
                        1,742.9 | 
                     
                    
                        | High | 
                        1,766.4 | 
                        1,768.4 | 
                        2.0 | 
                        0.1% | 
                        1,768.4 | 
                     
                    
                        | Low | 
                        1,747.4 | 
                        1,729.5 | 
                        -17.9 | 
                        -1.0% | 
                        1,722.1 | 
                     
                    
                        | Close | 
                        1,762.1 | 
                        1,743.0 | 
                        -19.1 | 
                        -1.1% | 
                        1,743.0 | 
                     
                    
                        | Range | 
                        19.0 | 
                        38.9 | 
                        19.9 | 
                        104.7% | 
                        46.3 | 
                     
                    
                        | ATR | 
                        26.1 | 
                        27.0 | 
                        0.9 | 
                        3.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,122 | 
                        3,130 | 
                        1,008 | 
                        47.5% | 
                        28,990 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,863.7 | 
                1,842.2 | 
                1,764.4 | 
                 | 
             
            
                | R3 | 
                1,824.8 | 
                1,803.3 | 
                1,753.7 | 
                 | 
             
            
                | R2 | 
                1,785.9 | 
                1,785.9 | 
                1,750.1 | 
                 | 
             
            
                | R1 | 
                1,764.4 | 
                1,764.4 | 
                1,746.6 | 
                1,755.7 | 
             
            
                | PP | 
                1,747.0 | 
                1,747.0 | 
                1,747.0 | 
                1,742.6 | 
             
            
                | S1 | 
                1,725.5 | 
                1,725.5 | 
                1,739.4 | 
                1,716.8 | 
             
            
                | S2 | 
                1,708.1 | 
                1,708.1 | 
                1,735.9 | 
                 | 
             
            
                | S3 | 
                1,669.2 | 
                1,686.6 | 
                1,732.3 | 
                 | 
             
            
                | S4 | 
                1,630.3 | 
                1,647.7 | 
                1,721.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,883.4 | 
                1,859.5 | 
                1,768.5 | 
                 | 
             
            
                | R3 | 
                1,837.1 | 
                1,813.2 | 
                1,755.7 | 
                 | 
             
            
                | R2 | 
                1,790.8 | 
                1,790.8 | 
                1,751.5 | 
                 | 
             
            
                | R1 | 
                1,766.9 | 
                1,766.9 | 
                1,747.2 | 
                1,778.9 | 
             
            
                | PP | 
                1,744.5 | 
                1,744.5 | 
                1,744.5 | 
                1,750.5 | 
             
            
                | S1 | 
                1,720.6 | 
                1,720.6 | 
                1,738.8 | 
                1,732.6 | 
             
            
                | S2 | 
                1,698.2 | 
                1,698.2 | 
                1,734.5 | 
                 | 
             
            
                | S3 | 
                1,651.9 | 
                1,674.3 | 
                1,730.3 | 
                 | 
             
            
                | S4 | 
                1,605.6 | 
                1,628.0 | 
                1,717.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,768.4 | 
                1,722.1 | 
                46.3 | 
                2.7% | 
                23.5 | 
                1.3% | 
                45% | 
                True | 
                False | 
                5,798 | 
                 
                
                | 10 | 
                1,768.4 | 
                1,656.5 | 
                111.9 | 
                6.4% | 
                26.4 | 
                1.5% | 
                77% | 
                True | 
                False | 
                5,946 | 
                 
                
                | 20 | 
                1,768.4 | 
                1,611.9 | 
                156.5 | 
                9.0% | 
                23.9 | 
                1.4% | 
                84% | 
                True | 
                False | 
                6,071 | 
                 
                
                | 40 | 
                1,768.4 | 
                1,528.6 | 
                239.8 | 
                13.8% | 
                27.8 | 
                1.6% | 
                89% | 
                True | 
                False | 
                4,277 | 
                 
                
                | 60 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.1% | 
                28.8 | 
                1.7% | 
                77% | 
                False | 
                False | 
                3,405 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.1% | 
                29.0 | 
                1.7% | 
                77% | 
                False | 
                False | 
                2,710 | 
                 
                
                | 100 | 
                1,852.6 | 
                1,528.6 | 
                324.0 | 
                18.6% | 
                32.7 | 
                1.9% | 
                66% | 
                False | 
                False | 
                2,245 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,933.7 | 
         
        
            | 
2.618             | 
            1,870.2 | 
         
        
            | 
1.618             | 
            1,831.3 | 
         
        
            | 
1.000             | 
            1,807.3 | 
         
        
            | 
0.618             | 
            1,792.4 | 
         
        
            | 
HIGH             | 
            1,768.4 | 
         
        
            | 
0.618             | 
            1,753.5 | 
         
        
            | 
0.500             | 
            1,749.0 | 
         
        
            | 
0.382             | 
            1,744.4 | 
         
        
            | 
LOW             | 
            1,729.5 | 
         
        
            | 
0.618             | 
            1,705.5 | 
         
        
            | 
1.000             | 
            1,690.6 | 
         
        
            | 
1.618             | 
            1,666.6 | 
         
        
            | 
2.618             | 
            1,627.7 | 
         
        
            | 
4.250             | 
            1,564.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,749.0 | 
                                1,749.0 | 
                             
                            
                                | PP | 
                                1,747.0 | 
                                1,747.0 | 
                             
                            
                                | S1 | 
                                1,745.0 | 
                                1,745.0 | 
                             
             
         |