| Trading Metrics calculated at close of trading on 27-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2012 | 
                    27-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,782.3 | 
                        1,777.8 | 
                        -4.5 | 
                        -0.3% | 
                        1,732.5 | 
                     
                    
                        | High | 
                        1,786.6 | 
                        1,783.5 | 
                        -3.1 | 
                        -0.2% | 
                        1,792.4 | 
                     
                    
                        | Low | 
                        1,774.5 | 
                        1,765.8 | 
                        -8.7 | 
                        -0.5% | 
                        1,732.5 | 
                     
                    
                        | Close | 
                        1,779.2 | 
                        1,777.6 | 
                        -1.6 | 
                        -0.1% | 
                        1,779.2 | 
                     
                    
                        | Range | 
                        12.1 | 
                        17.7 | 
                        5.6 | 
                        46.3% | 
                        59.9 | 
                     
                    
                        | ATR | 
                        25.1 | 
                        24.6 | 
                        -0.5 | 
                        -2.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,038 | 
                        15,058 | 
                        9,020 | 
                        149.4% | 
                        25,386 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,828.7 | 
                1,820.9 | 
                1,787.3 | 
                 | 
             
            
                | R3 | 
                1,811.0 | 
                1,803.2 | 
                1,782.5 | 
                 | 
             
            
                | R2 | 
                1,793.3 | 
                1,793.3 | 
                1,780.8 | 
                 | 
             
            
                | R1 | 
                1,785.5 | 
                1,785.5 | 
                1,779.2 | 
                1,780.6 | 
             
            
                | PP | 
                1,775.6 | 
                1,775.6 | 
                1,775.6 | 
                1,773.2 | 
             
            
                | S1 | 
                1,767.8 | 
                1,767.8 | 
                1,776.0 | 
                1,762.9 | 
             
            
                | S2 | 
                1,757.9 | 
                1,757.9 | 
                1,774.4 | 
                 | 
             
            
                | S3 | 
                1,740.2 | 
                1,750.1 | 
                1,772.7 | 
                 | 
             
            
                | S4 | 
                1,722.5 | 
                1,732.4 | 
                1,767.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,732.5 | 
                59.9 | 
                3.4% | 
                21.7 | 
                1.2% | 
                75% | 
                False | 
                False | 
                8,088 | 
                 
                
                | 10 | 
                1,792.4 | 
                1,709.4 | 
                83.0 | 
                4.7% | 
                20.3 | 
                1.1% | 
                82% | 
                False | 
                False | 
                6,574 | 
                 
                
                | 20 | 
                1,792.4 | 
                1,709.3 | 
                83.1 | 
                4.7% | 
                23.2 | 
                1.3% | 
                82% | 
                False | 
                False | 
                5,842 | 
                 
                
                | 40 | 
                1,792.4 | 
                1,528.6 | 
                263.8 | 
                14.8% | 
                24.5 | 
                1.4% | 
                94% | 
                False | 
                False | 
                5,709 | 
                 
                
                | 60 | 
                1,792.4 | 
                1,528.6 | 
                263.8 | 
                14.8% | 
                26.9 | 
                1.5% | 
                94% | 
                False | 
                False | 
                4,543 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.7% | 
                27.9 | 
                1.6% | 
                89% | 
                False | 
                False | 
                3,716 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.7% | 
                28.5 | 
                1.6% | 
                89% | 
                False | 
                False | 
                3,062 | 
                 
                
                | 120 | 
                1,928.3 | 
                1,528.6 | 
                399.7 | 
                22.5% | 
                32.3 | 
                1.8% | 
                62% | 
                False | 
                False | 
                2,629 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,858.7 | 
         
        
            | 
2.618             | 
            1,829.8 | 
         
        
            | 
1.618             | 
            1,812.1 | 
         
        
            | 
1.000             | 
            1,801.2 | 
         
        
            | 
0.618             | 
            1,794.4 | 
         
        
            | 
HIGH             | 
            1,783.5 | 
         
        
            | 
0.618             | 
            1,776.7 | 
         
        
            | 
0.500             | 
            1,774.7 | 
         
        
            | 
0.382             | 
            1,772.6 | 
         
        
            | 
LOW             | 
            1,765.8 | 
         
        
            | 
0.618             | 
            1,754.9 | 
         
        
            | 
1.000             | 
            1,748.1 | 
         
        
            | 
1.618             | 
            1,737.2 | 
         
        
            | 
2.618             | 
            1,719.5 | 
         
        
            | 
4.250             | 
            1,690.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,776.6 | 
                                1,779.1 | 
                             
                            
                                | PP | 
                                1,775.6 | 
                                1,778.6 | 
                             
                            
                                | S1 | 
                                1,774.7 | 
                                1,778.1 | 
                             
             
         |