| Trading Metrics calculated at close of trading on 14-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Feb-2012 | 
                    14-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,728.1 | 
                        1,723.6 | 
                        -4.5 | 
                        -0.3% | 
                        1,735.0 | 
                     
                    
                        | High | 
                        1,737.9 | 
                        1,732.1 | 
                        -5.8 | 
                        -0.3% | 
                        1,757.2 | 
                     
                    
                        | Low | 
                        1,721.0 | 
                        1,716.8 | 
                        -4.2 | 
                        -0.2% | 
                        1,709.3 | 
                     
                    
                        | Close | 
                        1,727.7 | 
                        1,720.4 | 
                        -7.3 | 
                        -0.4% | 
                        1,728.1 | 
                     
                    
                        | Range | 
                        16.9 | 
                        15.3 | 
                        -1.6 | 
                        -9.5% | 
                        47.9 | 
                     
                    
                        | ATR | 
                        27.2 | 
                        26.4 | 
                        -0.9 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,168 | 
                        2,361 | 
                        -1,807 | 
                        -43.4% | 
                        22,127 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,769.0 | 
                1,760.0 | 
                1,728.8 | 
                 | 
             
            
                | R3 | 
                1,753.7 | 
                1,744.7 | 
                1,724.6 | 
                 | 
             
            
                | R2 | 
                1,738.4 | 
                1,738.4 | 
                1,723.2 | 
                 | 
             
            
                | R1 | 
                1,729.4 | 
                1,729.4 | 
                1,721.8 | 
                1,726.3 | 
             
            
                | PP | 
                1,723.1 | 
                1,723.1 | 
                1,723.1 | 
                1,721.5 | 
             
            
                | S1 | 
                1,714.1 | 
                1,714.1 | 
                1,719.0 | 
                1,711.0 | 
             
            
                | S2 | 
                1,707.8 | 
                1,707.8 | 
                1,717.6 | 
                 | 
             
            
                | S3 | 
                1,692.5 | 
                1,698.8 | 
                1,716.2 | 
                 | 
             
            
                | S4 | 
                1,677.2 | 
                1,683.5 | 
                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% | 
                22.7 | 
                1.3% | 
                23% | 
                False | 
                False | 
                4,429 | 
                 
                
                | 10 | 
                1,768.4 | 
                1,709.3 | 
                59.1 | 
                3.4% | 
                25.0 | 
                1.5% | 
                19% | 
                False | 
                False | 
                3,949 | 
                 
                
                | 20 | 
                1,768.4 | 
                1,649.9 | 
                118.5 | 
                6.9% | 
                24.9 | 
                1.4% | 
                59% | 
                False | 
                False | 
                5,637 | 
                 
                
                | 40 | 
                1,768.4 | 
                1,528.6 | 
                239.8 | 
                13.9% | 
                24.6 | 
                1.4% | 
                80% | 
                False | 
                False | 
                4,535 | 
                 
                
                | 60 | 
                1,772.9 | 
                1,528.6 | 
                244.3 | 
                14.2% | 
                28.4 | 
                1.6% | 
                79% | 
                False | 
                False | 
                3,794 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.3% | 
                29.1 | 
                1.7% | 
                69% | 
                False | 
                False | 
                3,033 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.3% | 
                31.7 | 
                1.8% | 
                69% | 
                False | 
                False | 
                2,508 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,797.1 | 
         
        
            | 
2.618             | 
            1,772.2 | 
         
        
            | 
1.618             | 
            1,756.9 | 
         
        
            | 
1.000             | 
            1,747.4 | 
         
        
            | 
0.618             | 
            1,741.6 | 
         
        
            | 
HIGH             | 
            1,732.1 | 
         
        
            | 
0.618             | 
            1,726.3 | 
         
        
            | 
0.500             | 
            1,724.5 | 
         
        
            | 
0.382             | 
            1,722.6 | 
         
        
            | 
LOW             | 
            1,716.8 | 
         
        
            | 
0.618             | 
            1,707.3 | 
         
        
            | 
1.000             | 
            1,701.5 | 
         
        
            | 
1.618             | 
            1,692.0 | 
         
        
            | 
2.618             | 
            1,676.7 | 
         
        
            | 
4.250             | 
            1,651.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,724.5 | 
                                1,724.0 | 
                             
                            
                                | PP | 
                                1,723.1 | 
                                1,722.8 | 
                             
                            
                                | S1 | 
                                1,721.8 | 
                                1,721.6 | 
                             
             
         |