| Trading Metrics calculated at close of trading on 10-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Feb-2012 | 
                    10-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,736.5 | 
                        1,733.9 | 
                        -2.6 | 
                        -0.1% | 
                        1,735.0 | 
                     
                    
                        | High | 
                        1,757.2 | 
                        1,738.6 | 
                        -18.6 | 
                        -1.1% | 
                        1,757.2 | 
                     
                    
                        | Low | 
                        1,730.9 | 
                        1,709.3 | 
                        -21.6 | 
                        -1.2% | 
                        1,709.3 | 
                     
                    
                        | Close | 
                        1,744.0 | 
                        1,728.1 | 
                        -15.9 | 
                        -0.9% | 
                        1,728.1 | 
                     
                    
                        | Range | 
                        26.3 | 
                        29.3 | 
                        3.0 | 
                        11.4% | 
                        47.9 | 
                     
                    
                        | ATR | 
                        27.5 | 
                        28.0 | 
                        0.5 | 
                        1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,733 | 
                        3,911 | 
                        -822 | 
                        -17.4% | 
                        22,127 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,813.2 | 
                1,800.0 | 
                1,744.2 | 
                 | 
             
            
                | R3 | 
                1,783.9 | 
                1,770.7 | 
                1,736.2 | 
                 | 
             
            
                | R2 | 
                1,754.6 | 
                1,754.6 | 
                1,733.5 | 
                 | 
             
            
                | R1 | 
                1,741.4 | 
                1,741.4 | 
                1,730.8 | 
                1,733.4 | 
             
            
                | PP | 
                1,725.3 | 
                1,725.3 | 
                1,725.3 | 
                1,721.3 | 
             
            
                | S1 | 
                1,712.1 | 
                1,712.1 | 
                1,725.4 | 
                1,704.1 | 
             
            
                | S2 | 
                1,696.0 | 
                1,696.0 | 
                1,722.7 | 
                 | 
             
            
                | S3 | 
                1,666.7 | 
                1,682.8 | 
                1,720.0 | 
                 | 
             
            
                | S4 | 
                1,637.4 | 
                1,653.5 | 
                1,712.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,875.2 | 
                1,849.6 | 
                1,754.4 | 
                 | 
             
            
                | R3 | 
                1,827.3 | 
                1,801.7 | 
                1,741.3 | 
                 | 
             
            
                | R2 | 
                1,779.4 | 
                1,779.4 | 
                1,736.9 | 
                 | 
             
            
                | R1 | 
                1,753.8 | 
                1,753.8 | 
                1,732.5 | 
                1,742.7 | 
             
            
                | PP | 
                1,731.5 | 
                1,731.5 | 
                1,731.5 | 
                1,726.0 | 
             
            
                | S1 | 
                1,705.9 | 
                1,705.9 | 
                1,723.7 | 
                1,694.8 | 
             
            
                | S2 | 
                1,683.6 | 
                1,683.6 | 
                1,719.3 | 
                 | 
             
            
                | S3 | 
                1,635.7 | 
                1,658.0 | 
                1,714.9 | 
                 | 
             
            
                | S4 | 
                1,587.8 | 
                1,610.1 | 
                1,701.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,757.2 | 
                1,709.3 | 
                47.9 | 
                2.8% | 
                28.8 | 
                1.7% | 
                39% | 
                False | 
                True | 
                4,425 | 
                 
                
                | 10 | 
                1,768.4 | 
                1,709.3 | 
                59.1 | 
                3.4% | 
                26.1 | 
                1.5% | 
                32% | 
                False | 
                True | 
                5,111 | 
                 
                
                | 20 | 
                1,768.4 | 
                1,632.3 | 
                136.1 | 
                7.9% | 
                26.0 | 
                1.5% | 
                70% | 
                False | 
                False | 
                5,977 | 
                 
                
                | 40 | 
                1,768.4 | 
                1,528.6 | 
                239.8 | 
                13.9% | 
                26.6 | 
                1.5% | 
                83% | 
                False | 
                False | 
                4,504 | 
                 
                
                | 60 | 
                1,791.9 | 
                1,528.6 | 
                263.3 | 
                15.2% | 
                28.7 | 
                1.7% | 
                76% | 
                False | 
                False | 
                3,706 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                29.3 | 
                1.7% | 
                71% | 
                False | 
                False | 
                2,967 | 
                 
                
                | 100 | 
                1,820.0 | 
                1,528.6 | 
                291.4 | 
                16.9% | 
                32.0 | 
                1.9% | 
                68% | 
                False | 
                False | 
                2,451 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,863.1 | 
         
        
            | 
2.618             | 
            1,815.3 | 
         
        
            | 
1.618             | 
            1,786.0 | 
         
        
            | 
1.000             | 
            1,767.9 | 
         
        
            | 
0.618             | 
            1,756.7 | 
         
        
            | 
HIGH             | 
            1,738.6 | 
         
        
            | 
0.618             | 
            1,727.4 | 
         
        
            | 
0.500             | 
            1,724.0 | 
         
        
            | 
0.382             | 
            1,720.5 | 
         
        
            | 
LOW             | 
            1,709.3 | 
         
        
            | 
0.618             | 
            1,691.2 | 
         
        
            | 
1.000             | 
            1,680.0 | 
         
        
            | 
1.618             | 
            1,661.9 | 
         
        
            | 
2.618             | 
            1,632.6 | 
         
        
            | 
4.250             | 
            1,584.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,726.7 | 
                                1,733.3 | 
                             
                            
                                | PP | 
                                1,725.3 | 
                                1,731.5 | 
                             
                            
                                | S1 | 
                                1,724.0 | 
                                1,729.8 | 
                             
             
         |