| Trading Metrics calculated at close of trading on 24-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2012 | 
                    24-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,780.5 | 
                        1,782.3 | 
                        1.8 | 
                        0.1% | 
                        1,732.5 | 
                     
                    
                        | High | 
                        1,792.4 | 
                        1,786.6 | 
                        -5.8 | 
                        -0.3% | 
                        1,792.4 | 
                     
                    
                        | Low | 
                        1,776.6 | 
                        1,774.5 | 
                        -2.1 | 
                        -0.1% | 
                        1,732.5 | 
                     
                    
                        | Close | 
                        1,789.2 | 
                        1,779.2 | 
                        -10.0 | 
                        -0.6% | 
                        1,779.2 | 
                     
                    
                        | Range | 
                        15.8 | 
                        12.1 | 
                        -3.7 | 
                        -23.4% | 
                        59.9 | 
                     
                    
                        | ATR | 
                        25.9 | 
                        25.1 | 
                        -0.8 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        8,694 | 
                        6,038 | 
                        -2,656 | 
                        -30.5% | 
                        25,386 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,816.4 | 
                1,809.9 | 
                1,785.9 | 
                 | 
             
            
                | R3 | 
                1,804.3 | 
                1,797.8 | 
                1,782.5 | 
                 | 
             
            
                | R2 | 
                1,792.2 | 
                1,792.2 | 
                1,781.4 | 
                 | 
             
            
                | R1 | 
                1,785.7 | 
                1,785.7 | 
                1,780.3 | 
                1,782.9 | 
             
            
                | PP | 
                1,780.1 | 
                1,780.1 | 
                1,780.1 | 
                1,778.7 | 
             
            
                | S1 | 
                1,773.6 | 
                1,773.6 | 
                1,778.1 | 
                1,770.8 | 
             
            
                | S2 | 
                1,768.0 | 
                1,768.0 | 
                1,777.0 | 
                 | 
             
            
                | S3 | 
                1,755.9 | 
                1,761.5 | 
                1,775.9 | 
                 | 
             
            
                | S4 | 
                1,743.8 | 
                1,749.4 | 
                1,772.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,947.7 | 
                1,923.4 | 
                1,812.1 | 
                 | 
             
            
                | R3 | 
                1,887.8 | 
                1,863.5 | 
                1,795.7 | 
                 | 
             
            
                | R2 | 
                1,827.9 | 
                1,827.9 | 
                1,790.2 | 
                 | 
             
            
                | R1 | 
                1,803.6 | 
                1,803.6 | 
                1,784.7 | 
                1,815.8 | 
             
            
                | PP | 
                1,768.0 | 
                1,768.0 | 
                1,768.0 | 
                1,774.1 | 
             
            
                | S1 | 
                1,743.7 | 
                1,743.7 | 
                1,773.7 | 
                1,755.9 | 
             
            
                | S2 | 
                1,708.1 | 
                1,708.1 | 
                1,768.2 | 
                 | 
             
            
                | S3 | 
                1,648.2 | 
                1,683.8 | 
                1,762.7 | 
                 | 
             
            
                | S4 | 
                1,588.3 | 
                1,623.9 | 
                1,746.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,721.5 | 
                70.9 | 
                4.0% | 
                21.9 | 
                1.2% | 
                81% | 
                False | 
                False | 
                6,124 | 
                 
                
                | 10 | 
                1,792.4 | 
                1,709.3 | 
                83.1 | 
                4.7% | 
                21.4 | 
                1.2% | 
                84% | 
                False | 
                False | 
                5,459 | 
                 
                
                | 20 | 
                1,792.4 | 
                1,709.3 | 
                83.1 | 
                4.7% | 
                23.5 | 
                1.3% | 
                84% | 
                False | 
                False | 
                5,633 | 
                 
                
                | 40 | 
                1,792.4 | 
                1,528.6 | 
                263.8 | 
                14.8% | 
                25.1 | 
                1.4% | 
                95% | 
                False | 
                False | 
                5,350 | 
                 
                
                | 60 | 
                1,792.4 | 
                1,528.6 | 
                263.8 | 
                14.8% | 
                26.9 | 
                1.5% | 
                95% | 
                False | 
                False | 
                4,324 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.7% | 
                28.1 | 
                1.6% | 
                90% | 
                False | 
                False | 
                3,531 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.7% | 
                28.7 | 
                1.6% | 
                90% | 
                False | 
                False | 
                2,916 | 
                 
                
                | 120 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                22.5% | 
                32.7 | 
                1.8% | 
                63% | 
                False | 
                False | 
                2,507 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,838.0 | 
         
        
            | 
2.618             | 
            1,818.3 | 
         
        
            | 
1.618             | 
            1,806.2 | 
         
        
            | 
1.000             | 
            1,798.7 | 
         
        
            | 
0.618             | 
            1,794.1 | 
         
        
            | 
HIGH             | 
            1,786.6 | 
         
        
            | 
0.618             | 
            1,782.0 | 
         
        
            | 
0.500             | 
            1,780.6 | 
         
        
            | 
0.382             | 
            1,779.1 | 
         
        
            | 
LOW             | 
            1,774.5 | 
         
        
            | 
0.618             | 
            1,767.0 | 
         
        
            | 
1.000             | 
            1,762.4 | 
         
        
            | 
1.618             | 
            1,754.9 | 
         
        
            | 
2.618             | 
            1,742.8 | 
         
        
            | 
4.250             | 
            1,723.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,780.6 | 
                                1,777.2 | 
                             
                            
                                | PP | 
                                1,780.1 | 
                                1,775.2 | 
                             
                            
                                | S1 | 
                                1,779.7 | 
                                1,773.3 | 
                             
             
         |