| Trading Metrics calculated at close of trading on 09-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Feb-2012 | 
                    09-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,749.5 | 
                        1,736.5 | 
                        -13.0 | 
                        -0.7% | 
                        1,742.9 | 
                     
                    
                        | High | 
                        1,756.3 | 
                        1,757.2 | 
                        0.9 | 
                        0.1% | 
                        1,768.4 | 
                     
                    
                        | Low | 
                        1,730.4 | 
                        1,730.9 | 
                        0.5 | 
                        0.0% | 
                        1,722.1 | 
                     
                    
                        | Close | 
                        1,734.0 | 
                        1,744.0 | 
                        10.0 | 
                        0.6% | 
                        1,743.0 | 
                     
                    
                        | Range | 
                        25.9 | 
                        26.3 | 
                        0.4 | 
                        1.5% | 
                        46.3 | 
                     
                    
                        | ATR | 
                        27.6 | 
                        27.5 | 
                        -0.1 | 
                        -0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,973 | 
                        4,733 | 
                        -2,240 | 
                        -32.1% | 
                        28,990 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,822.9 | 
                1,809.8 | 
                1,758.5 | 
                 | 
             
            
                | R3 | 
                1,796.6 | 
                1,783.5 | 
                1,751.2 | 
                 | 
             
            
                | R2 | 
                1,770.3 | 
                1,770.3 | 
                1,748.8 | 
                 | 
             
            
                | R1 | 
                1,757.2 | 
                1,757.2 | 
                1,746.4 | 
                1,763.8 | 
             
            
                | PP | 
                1,744.0 | 
                1,744.0 | 
                1,744.0 | 
                1,747.3 | 
             
            
                | S1 | 
                1,730.9 | 
                1,730.9 | 
                1,741.6 | 
                1,737.5 | 
             
            
                | S2 | 
                1,717.7 | 
                1,717.7 | 
                1,739.2 | 
                 | 
             
            
                | S3 | 
                1,691.4 | 
                1,704.6 | 
                1,736.8 | 
                 | 
             
            
                | S4 | 
                1,665.1 | 
                1,678.3 | 
                1,729.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                2.9% | 
                30.7 | 
                1.8% | 
                53% | 
                False | 
                False | 
                4,269 | 
                 
                
                | 10 | 
                1,768.4 | 
                1,717.0 | 
                51.4 | 
                2.9% | 
                25.6 | 
                1.5% | 
                53% | 
                False | 
                False | 
                5,806 | 
                 
                
                | 20 | 
                1,768.4 | 
                1,632.3 | 
                136.1 | 
                7.8% | 
                25.6 | 
                1.5% | 
                82% | 
                False | 
                False | 
                6,016 | 
                 
                
                | 40 | 
                1,768.4 | 
                1,528.6 | 
                239.8 | 
                13.8% | 
                27.0 | 
                1.5% | 
                90% | 
                False | 
                False | 
                4,523 | 
                 
                
                | 60 | 
                1,802.3 | 
                1,528.6 | 
                273.7 | 
                15.7% | 
                28.5 | 
                1.6% | 
                79% | 
                False | 
                False | 
                3,653 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.0% | 
                29.3 | 
                1.7% | 
                77% | 
                False | 
                False | 
                2,919 | 
                 
                
                | 100 | 
                1,835.0 | 
                1,528.6 | 
                306.4 | 
                17.6% | 
                32.3 | 
                1.8% | 
                70% | 
                False | 
                False | 
                2,414 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,869.0 | 
         
        
            | 
2.618             | 
            1,826.1 | 
         
        
            | 
1.618             | 
            1,799.8 | 
         
        
            | 
1.000             | 
            1,783.5 | 
         
        
            | 
0.618             | 
            1,773.5 | 
         
        
            | 
HIGH             | 
            1,757.2 | 
         
        
            | 
0.618             | 
            1,747.2 | 
         
        
            | 
0.500             | 
            1,744.1 | 
         
        
            | 
0.382             | 
            1,740.9 | 
         
        
            | 
LOW             | 
            1,730.9 | 
         
        
            | 
0.618             | 
            1,714.6 | 
         
        
            | 
1.000             | 
            1,704.6 | 
         
        
            | 
1.618             | 
            1,688.3 | 
         
        
            | 
2.618             | 
            1,662.0 | 
         
        
            | 
4.250             | 
            1,619.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,744.1 | 
                                1,741.8 | 
                             
                            
                                | PP | 
                                1,744.0 | 
                                1,739.5 | 
                             
                            
                                | S1 | 
                                1,744.0 | 
                                1,737.3 | 
                             
             
         |