| Trading Metrics calculated at close of trading on 23-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2012 | 
                    23-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,763.2 | 
                        1,780.5 | 
                        17.3 | 
                        1.0% | 
                        1,728.1 | 
                     
                    
                        | High | 
                        1,785.3 | 
                        1,792.4 | 
                        7.1 | 
                        0.4% | 
                        1,741.5 | 
                     
                    
                        | Low | 
                        1,754.1 | 
                        1,776.6 | 
                        22.5 | 
                        1.3% | 
                        1,709.4 | 
                     
                    
                        | Close | 
                        1,774.2 | 
                        1,789.2 | 
                        15.0 | 
                        0.8% | 
                        1,728.7 | 
                     
                    
                        | Range | 
                        31.2 | 
                        15.8 | 
                        -15.4 | 
                        -49.4% | 
                        32.1 | 
                     
                    
                        | ATR | 
                        26.5 | 
                        25.9 | 
                        -0.6 | 
                        -2.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,110 | 
                        8,694 | 
                        2,584 | 
                        42.3% | 
                        25,297 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,833.5 | 
                1,827.1 | 
                1,797.9 | 
                 | 
             
            
                | R3 | 
                1,817.7 | 
                1,811.3 | 
                1,793.5 | 
                 | 
             
            
                | R2 | 
                1,801.9 | 
                1,801.9 | 
                1,792.1 | 
                 | 
             
            
                | R1 | 
                1,795.5 | 
                1,795.5 | 
                1,790.6 | 
                1,798.7 | 
             
            
                | PP | 
                1,786.1 | 
                1,786.1 | 
                1,786.1 | 
                1,787.7 | 
             
            
                | S1 | 
                1,779.7 | 
                1,779.7 | 
                1,787.8 | 
                1,782.9 | 
             
            
                | S2 | 
                1,770.3 | 
                1,770.3 | 
                1,786.3 | 
                 | 
             
            
                | S3 | 
                1,754.5 | 
                1,763.9 | 
                1,784.9 | 
                 | 
             
            
                | S4 | 
                1,738.7 | 
                1,748.1 | 
                1,780.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,822.8 | 
                1,807.9 | 
                1,746.4 | 
                 | 
             
            
                | R3 | 
                1,790.7 | 
                1,775.8 | 
                1,737.5 | 
                 | 
             
            
                | R2 | 
                1,758.6 | 
                1,758.6 | 
                1,734.6 | 
                 | 
             
            
                | R1 | 
                1,743.7 | 
                1,743.7 | 
                1,731.6 | 
                1,751.2 | 
             
            
                | PP | 
                1,726.5 | 
                1,726.5 | 
                1,726.5 | 
                1,730.3 | 
             
            
                | S1 | 
                1,711.6 | 
                1,711.6 | 
                1,725.8 | 
                1,719.1 | 
             
            
                | S2 | 
                1,694.4 | 
                1,694.4 | 
                1,722.8 | 
                 | 
             
            
                | S3 | 
                1,662.3 | 
                1,679.5 | 
                1,719.9 | 
                 | 
             
            
                | S4 | 
                1,630.2 | 
                1,647.4 | 
                1,711.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,792.4 | 
                1,709.4 | 
                83.0 | 
                4.6% | 
                24.5 | 
                1.4% | 
                96% | 
                True | 
                False | 
                5,984 | 
                 
                
                | 10 | 
                1,792.4 | 
                1,709.3 | 
                83.1 | 
                4.6% | 
                22.9 | 
                1.3% | 
                96% | 
                True | 
                False | 
                5,328 | 
                 
                
                | 20 | 
                1,792.4 | 
                1,709.3 | 
                83.1 | 
                4.6% | 
                24.2 | 
                1.4% | 
                96% | 
                True | 
                False | 
                5,651 | 
                 
                
                | 40 | 
                1,792.4 | 
                1,528.6 | 
                263.8 | 
                14.7% | 
                24.9 | 
                1.4% | 
                99% | 
                True | 
                False | 
                5,222 | 
                 
                
                | 60 | 
                1,792.4 | 
                1,528.6 | 
                263.8 | 
                14.7% | 
                27.2 | 
                1.5% | 
                99% | 
                True | 
                False | 
                4,241 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.6% | 
                28.2 | 
                1.6% | 
                93% | 
                False | 
                False | 
                3,457 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.6% | 
                28.8 | 
                1.6% | 
                93% | 
                False | 
                False | 
                2,861 | 
                 
                
                | 120 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                22.3% | 
                32.7 | 
                1.8% | 
                65% | 
                False | 
                False | 
                2,457 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,859.6 | 
         
        
            | 
2.618             | 
            1,833.8 | 
         
        
            | 
1.618             | 
            1,818.0 | 
         
        
            | 
1.000             | 
            1,808.2 | 
         
        
            | 
0.618             | 
            1,802.2 | 
         
        
            | 
HIGH             | 
            1,792.4 | 
         
        
            | 
0.618             | 
            1,786.4 | 
         
        
            | 
0.500             | 
            1,784.5 | 
         
        
            | 
0.382             | 
            1,782.6 | 
         
        
            | 
LOW             | 
            1,776.6 | 
         
        
            | 
0.618             | 
            1,766.8 | 
         
        
            | 
1.000             | 
            1,760.8 | 
         
        
            | 
1.618             | 
            1,751.0 | 
         
        
            | 
2.618             | 
            1,735.2 | 
         
        
            | 
4.250             | 
            1,709.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,787.6 | 
                                1,780.3 | 
                             
                            
                                | PP | 
                                1,786.1 | 
                                1,771.4 | 
                             
                            
                                | S1 | 
                                1,784.5 | 
                                1,762.5 | 
                             
             
         |