| Trading Metrics calculated at close of trading on 16-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Feb-2012 | 
                    16-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,725.8 | 
                        1,731.0 | 
                        5.2 | 
                        0.3% | 
                        1,735.0 | 
                     
                    
                        | High | 
                        1,741.5 | 
                        1,734.4 | 
                        -7.1 | 
                        -0.4% | 
                        1,757.2 | 
                     
                    
                        | Low | 
                        1,723.3 | 
                        1,709.4 | 
                        -13.9 | 
                        -0.8% | 
                        1,709.3 | 
                     
                    
                        | Close | 
                        1,730.9 | 
                        1,731.2 | 
                        0.3 | 
                        0.0% | 
                        1,728.1 | 
                     
                    
                        | Range | 
                        18.2 | 
                        25.0 | 
                        6.8 | 
                        37.4% | 
                        47.9 | 
                     
                    
                        | ATR | 
                        26.0 | 
                        25.9 | 
                        -0.1 | 
                        -0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        8,192 | 
                        5,342 | 
                        -2,850 | 
                        -34.8% | 
                        22,127 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,800.0 | 
                1,790.6 | 
                1,745.0 | 
                 | 
             
            
                | R3 | 
                1,775.0 | 
                1,765.6 | 
                1,738.1 | 
                 | 
             
            
                | R2 | 
                1,750.0 | 
                1,750.0 | 
                1,735.8 | 
                 | 
             
            
                | R1 | 
                1,740.6 | 
                1,740.6 | 
                1,733.5 | 
                1,745.3 | 
             
            
                | PP | 
                1,725.0 | 
                1,725.0 | 
                1,725.0 | 
                1,727.4 | 
             
            
                | S1 | 
                1,715.6 | 
                1,715.6 | 
                1,728.9 | 
                1,720.3 | 
             
            
                | S2 | 
                1,700.0 | 
                1,700.0 | 
                1,726.6 | 
                 | 
             
            
                | S3 | 
                1,675.0 | 
                1,690.6 | 
                1,724.3 | 
                 | 
             
            
                | S4 | 
                1,650.0 | 
                1,665.6 | 
                1,717.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,741.5 | 
                1,709.3 | 
                32.2 | 
                1.9% | 
                20.9 | 
                1.2% | 
                68% | 
                False | 
                False | 
                4,794 | 
                 
                
                | 10 | 
                1,768.4 | 
                1,709.3 | 
                59.1 | 
                3.4% | 
                25.8 | 
                1.5% | 
                37% | 
                False | 
                False | 
                4,532 | 
                 
                
                | 20 | 
                1,768.4 | 
                1,651.4 | 
                117.0 | 
                6.8% | 
                25.2 | 
                1.5% | 
                68% | 
                False | 
                False | 
                5,577 | 
                 
                
                | 40 | 
                1,768.4 | 
                1,528.6 | 
                239.8 | 
                13.9% | 
                24.5 | 
                1.4% | 
                84% | 
                False | 
                False | 
                4,781 | 
                 
                
                | 60 | 
                1,772.0 | 
                1,528.6 | 
                243.4 | 
                14.1% | 
                27.8 | 
                1.6% | 
                83% | 
                False | 
                False | 
                3,949 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                28.8 | 
                1.7% | 
                72% | 
                False | 
                False | 
                3,182 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                30.5 | 
                1.8% | 
                72% | 
                False | 
                False | 
                2,635 | 
                 
                
                | 120 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                23.1% | 
                33.4 | 
                1.9% | 
                51% | 
                False | 
                False | 
                2,263 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,840.7 | 
         
        
            | 
2.618             | 
            1,799.9 | 
         
        
            | 
1.618             | 
            1,774.9 | 
         
        
            | 
1.000             | 
            1,759.4 | 
         
        
            | 
0.618             | 
            1,749.9 | 
         
        
            | 
HIGH             | 
            1,734.4 | 
         
        
            | 
0.618             | 
            1,724.9 | 
         
        
            | 
0.500             | 
            1,721.9 | 
         
        
            | 
0.382             | 
            1,719.0 | 
         
        
            | 
LOW             | 
            1,709.4 | 
         
        
            | 
0.618             | 
            1,694.0 | 
         
        
            | 
1.000             | 
            1,684.4 | 
         
        
            | 
1.618             | 
            1,669.0 | 
         
        
            | 
2.618             | 
            1,644.0 | 
         
        
            | 
4.250             | 
            1,603.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,728.1 | 
                                1,729.3 | 
                             
                            
                                | PP | 
                                1,725.0 | 
                                1,727.4 | 
                             
                            
                                | S1 | 
                                1,721.9 | 
                                1,725.5 | 
                             
             
         |