| Trading Metrics calculated at close of trading on 06-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2012 | 
                    06-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,762.3 | 
                        1,735.0 | 
                        -27.3 | 
                        -1.5% | 
                        1,742.9 | 
                     
                    
                        | High | 
                        1,768.4 | 
                        1,742.0 | 
                        -26.4 | 
                        -1.5% | 
                        1,768.4 | 
                     
                    
                        | Low | 
                        1,729.5 | 
                        1,717.0 | 
                        -12.5 | 
                        -0.7% | 
                        1,722.1 | 
                     
                    
                        | Close | 
                        1,743.0 | 
                        1,727.6 | 
                        -15.4 | 
                        -0.9% | 
                        1,743.0 | 
                     
                    
                        | Range | 
                        38.9 | 
                        25.0 | 
                        -13.9 | 
                        -35.7% | 
                        46.3 | 
                     
                    
                        | ATR | 
                        27.0 | 
                        27.0 | 
                        -0.1 | 
                        -0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,130 | 
                        3,162 | 
                        32 | 
                        1.0% | 
                        28,990 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,803.9 | 
                1,790.7 | 
                1,741.4 | 
                 | 
             
            
                | R3 | 
                1,778.9 | 
                1,765.7 | 
                1,734.5 | 
                 | 
             
            
                | R2 | 
                1,753.9 | 
                1,753.9 | 
                1,732.2 | 
                 | 
             
            
                | R1 | 
                1,740.7 | 
                1,740.7 | 
                1,729.9 | 
                1,734.8 | 
             
            
                | PP | 
                1,728.9 | 
                1,728.9 | 
                1,728.9 | 
                1,725.9 | 
             
            
                | S1 | 
                1,715.7 | 
                1,715.7 | 
                1,725.3 | 
                1,709.8 | 
             
            
                | S2 | 
                1,703.9 | 
                1,703.9 | 
                1,723.0 | 
                 | 
             
            
                | S3 | 
                1,678.9 | 
                1,690.7 | 
                1,720.7 | 
                 | 
             
            
                | S4 | 
                1,653.9 | 
                1,665.7 | 
                1,713.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,717.0 | 
                51.4 | 
                3.0% | 
                24.4 | 
                1.4% | 
                21% | 
                False | 
                True | 
                3,440 | 
                 
                
                | 10 | 
                1,768.4 | 
                1,656.5 | 
                111.9 | 
                6.5% | 
                27.1 | 
                1.6% | 
                64% | 
                False | 
                False | 
                5,827 | 
                 
                
                | 20 | 
                1,768.4 | 
                1,611.9 | 
                156.5 | 
                9.1% | 
                24.1 | 
                1.4% | 
                74% | 
                False | 
                False | 
                5,924 | 
                 
                
                | 40 | 
                1,768.4 | 
                1,528.6 | 
                239.8 | 
                13.9% | 
                27.9 | 
                1.6% | 
                83% | 
                False | 
                False | 
                4,305 | 
                 
                
                | 60 | 
                1,802.5 | 
                1,528.6 | 
                273.9 | 
                15.9% | 
                28.8 | 
                1.7% | 
                73% | 
                False | 
                False | 
                3,446 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                29.0 | 
                1.7% | 
                71% | 
                False | 
                False | 
                2,749 | 
                 
                
                | 100 | 
                1,852.6 | 
                1,528.6 | 
                324.0 | 
                18.8% | 
                32.5 | 
                1.9% | 
                61% | 
                False | 
                False | 
                2,274 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,848.3 | 
         
        
            | 
2.618             | 
            1,807.5 | 
         
        
            | 
1.618             | 
            1,782.5 | 
         
        
            | 
1.000             | 
            1,767.0 | 
         
        
            | 
0.618             | 
            1,757.5 | 
         
        
            | 
HIGH             | 
            1,742.0 | 
         
        
            | 
0.618             | 
            1,732.5 | 
         
        
            | 
0.500             | 
            1,729.5 | 
         
        
            | 
0.382             | 
            1,726.6 | 
         
        
            | 
LOW             | 
            1,717.0 | 
         
        
            | 
0.618             | 
            1,701.6 | 
         
        
            | 
1.000             | 
            1,692.0 | 
         
        
            | 
1.618             | 
            1,676.6 | 
         
        
            | 
2.618             | 
            1,651.6 | 
         
        
            | 
4.250             | 
            1,610.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,729.5 | 
                                1,742.7 | 
                             
                            
                                | PP | 
                                1,728.9 | 
                                1,737.7 | 
                             
                            
                                | S1 | 
                                1,728.2 | 
                                1,732.6 | 
                             
             
         |