| Trading Metrics calculated at close of trading on 01-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Feb-2012 | 
                    01-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,789.5 | 
                        1,699.0 | 
                        -90.5 | 
                        -5.1% | 
                        1,732.5 | 
                     
                    
                        | High | 
                        1,794.3 | 
                        1,729.6 | 
                        -64.7 | 
                        -3.6% | 
                        1,792.4 | 
                     
                    
                        | Low | 
                        1,680.0 | 
                        1,698.3 | 
                        18.3 | 
                        1.1% | 
                        1,732.5 | 
                     
                    
                        | Close | 
                        1,714.0 | 
                        1,725.0 | 
                        11.0 | 
                        0.6% | 
                        1,779.2 | 
                     
                    
                        | Range | 
                        114.3 | 
                        31.3 | 
                        -83.0 | 
                        -72.6% | 
                        59.9 | 
                     
                    
                        | ATR | 
                        31.0 | 
                        31.0 | 
                        0.0 | 
                        0.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        8,282 | 
                        13,521 | 
                        5,239 | 
                        63.3% | 
                        25,386 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,811.5 | 
                1,799.6 | 
                1,742.2 | 
                 | 
             
            
                | R3 | 
                1,780.2 | 
                1,768.3 | 
                1,733.6 | 
                 | 
             
            
                | R2 | 
                1,748.9 | 
                1,748.9 | 
                1,730.7 | 
                 | 
             
            
                | R1 | 
                1,737.0 | 
                1,737.0 | 
                1,727.9 | 
                1,743.0 | 
             
            
                | PP | 
                1,717.6 | 
                1,717.6 | 
                1,717.6 | 
                1,720.6 | 
             
            
                | S1 | 
                1,705.7 | 
                1,705.7 | 
                1,722.1 | 
                1,711.7 | 
             
            
                | S2 | 
                1,686.3 | 
                1,686.3 | 
                1,719.3 | 
                 | 
             
            
                | S3 | 
                1,655.0 | 
                1,674.4 | 
                1,716.4 | 
                 | 
             
            
                | S4 | 
                1,623.7 | 
                1,643.1 | 
                1,707.8 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,680.0 | 
                115.1 | 
                6.7% | 
                40.1 | 
                2.3% | 
                39% | 
                False | 
                False | 
                10,235 | 
                 
                
                | 10 | 
                1,795.1 | 
                1,680.0 | 
                115.1 | 
                6.7% | 
                32.3 | 
                1.9% | 
                39% | 
                False | 
                False | 
                8,110 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,680.0 | 
                115.1 | 
                6.7% | 
                28.8 | 
                1.7% | 
                39% | 
                False | 
                False | 
                6,160 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,599.5 | 
                195.6 | 
                11.3% | 
                26.2 | 
                1.5% | 
                64% | 
                False | 
                False | 
                6,350 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.4% | 
                28.3 | 
                1.6% | 
                74% | 
                False | 
                False | 
                4,870 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                28.7 | 
                1.7% | 
                70% | 
                False | 
                False | 
                4,034 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.2% | 
                28.9 | 
                1.7% | 
                70% | 
                False | 
                False | 
                3,355 | 
                 
                
                | 120 | 
                1,890.9 | 
                1,528.6 | 
                362.3 | 
                21.0% | 
                32.3 | 
                1.9% | 
                54% | 
                False | 
                False | 
                2,860 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,862.6 | 
         
        
            | 
2.618             | 
            1,811.5 | 
         
        
            | 
1.618             | 
            1,780.2 | 
         
        
            | 
1.000             | 
            1,760.9 | 
         
        
            | 
0.618             | 
            1,748.9 | 
         
        
            | 
HIGH             | 
            1,729.6 | 
         
        
            | 
0.618             | 
            1,717.6 | 
         
        
            | 
0.500             | 
            1,714.0 | 
         
        
            | 
0.382             | 
            1,710.3 | 
         
        
            | 
LOW             | 
            1,698.3 | 
         
        
            | 
0.618             | 
            1,679.0 | 
         
        
            | 
1.000             | 
            1,667.0 | 
         
        
            | 
1.618             | 
            1,647.7 | 
         
        
            | 
2.618             | 
            1,616.4 | 
         
        
            | 
4.250             | 
            1,565.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,721.3 | 
                                1,737.6 | 
                             
                            
                                | PP | 
                                1,717.6 | 
                                1,733.4 | 
                             
                            
                                | S1 | 
                                1,714.0 | 
                                1,729.2 | 
                             
             
         |