| Trading Metrics calculated at close of trading on 28-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Feb-2012 | 
                    28-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,777.8 | 
                        1,772.0 | 
                        -5.8 | 
                        -0.3% | 
                        1,732.5 | 
                     
                    
                        | High | 
                        1,783.5 | 
                        1,795.1 | 
                        11.6 | 
                        0.7% | 
                        1,792.4 | 
                     
                    
                        | Low | 
                        1,765.8 | 
                        1,770.0 | 
                        4.2 | 
                        0.2% | 
                        1,732.5 | 
                     
                    
                        | Close | 
                        1,777.6 | 
                        1,791.2 | 
                        13.6 | 
                        0.8% | 
                        1,779.2 | 
                     
                    
                        | Range | 
                        17.7 | 
                        25.1 | 
                        7.4 | 
                        41.8% | 
                        59.9 | 
                     
                    
                        | ATR | 
                        24.6 | 
                        24.6 | 
                        0.0 | 
                        0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        15,058 | 
                        8,280 | 
                        -6,778 | 
                        -45.0% | 
                        25,386 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,860.7 | 
                1,851.1 | 
                1,805.0 | 
                 | 
             
            
                | R3 | 
                1,835.6 | 
                1,826.0 | 
                1,798.1 | 
                 | 
             
            
                | R2 | 
                1,810.5 | 
                1,810.5 | 
                1,795.8 | 
                 | 
             
            
                | R1 | 
                1,800.9 | 
                1,800.9 | 
                1,793.5 | 
                1,805.7 | 
             
            
                | PP | 
                1,785.4 | 
                1,785.4 | 
                1,785.4 | 
                1,787.9 | 
             
            
                | S1 | 
                1,775.8 | 
                1,775.8 | 
                1,788.9 | 
                1,780.6 | 
             
            
                | S2 | 
                1,760.3 | 
                1,760.3 | 
                1,786.6 | 
                 | 
             
            
                | S3 | 
                1,735.2 | 
                1,750.7 | 
                1,784.3 | 
                 | 
             
            
                | S4 | 
                1,710.1 | 
                1,725.6 | 
                1,777.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,795.1 | 
                1,754.1 | 
                41.0 | 
                2.3% | 
                20.4 | 
                1.1% | 
                90% | 
                True | 
                False | 
                8,836 | 
                 
                
                | 10 | 
                1,795.1 | 
                1,709.4 | 
                85.7 | 
                4.8% | 
                21.1 | 
                1.2% | 
                95% | 
                True | 
                False | 
                6,985 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,709.3 | 
                85.8 | 
                4.8% | 
                23.4 | 
                1.3% | 
                95% | 
                True | 
                False | 
                5,509 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,556.0 | 
                239.1 | 
                13.3% | 
                24.2 | 
                1.4% | 
                98% | 
                True | 
                False | 
                5,889 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                14.9% | 
                26.6 | 
                1.5% | 
                99% | 
                True | 
                False | 
                4,610 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.6% | 
                27.7 | 
                1.5% | 
                94% | 
                False | 
                False | 
                3,816 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                15.6% | 
                28.0 | 
                1.6% | 
                94% | 
                False | 
                False | 
                3,142 | 
                 
                
                | 120 | 
                1,890.9 | 
                1,528.6 | 
                362.3 | 
                20.2% | 
                32.1 | 
                1.8% | 
                72% | 
                False | 
                False | 
                2,693 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,901.8 | 
         
        
            | 
2.618             | 
            1,860.8 | 
         
        
            | 
1.618             | 
            1,835.7 | 
         
        
            | 
1.000             | 
            1,820.2 | 
         
        
            | 
0.618             | 
            1,810.6 | 
         
        
            | 
HIGH             | 
            1,795.1 | 
         
        
            | 
0.618             | 
            1,785.5 | 
         
        
            | 
0.500             | 
            1,782.6 | 
         
        
            | 
0.382             | 
            1,779.6 | 
         
        
            | 
LOW             | 
            1,770.0 | 
         
        
            | 
0.618             | 
            1,754.5 | 
         
        
            | 
1.000             | 
            1,744.9 | 
         
        
            | 
1.618             | 
            1,729.4 | 
         
        
            | 
2.618             | 
            1,704.3 | 
         
        
            | 
4.250             | 
            1,663.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,788.3 | 
                                1,787.6 | 
                             
                            
                                | PP | 
                                1,785.4 | 
                                1,784.0 | 
                             
                            
                                | S1 | 
                                1,782.6 | 
                                1,780.5 | 
                             
             
         |