| Trading Metrics calculated at close of trading on 05-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2012 | 
                    05-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,721.8 | 
                        1,715.5 | 
                        -6.3 | 
                        -0.4% | 
                        1,777.8 | 
                     
                    
                        | High | 
                        1,727.6 | 
                        1,719.8 | 
                        -7.8 | 
                        -0.5% | 
                        1,795.1 | 
                     
                    
                        | Low | 
                        1,708.1 | 
                        1,697.3 | 
                        -10.8 | 
                        -0.6% | 
                        1,680.0 | 
                     
                    
                        | Close | 
                        1,712.6 | 
                        1,706.7 | 
                        -5.9 | 
                        -0.3% | 
                        1,712.6 | 
                     
                    
                        | Range | 
                        19.5 | 
                        22.5 | 
                        3.0 | 
                        15.4% | 
                        115.1 | 
                     
                    
                        | ATR | 
                        30.2 | 
                        29.7 | 
                        -0.6 | 
                        -1.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        12,514 | 
                        9,999 | 
                        -2,515 | 
                        -20.1% | 
                        57,655 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,775.4 | 
                1,763.6 | 
                1,719.1 | 
                 | 
             
            
                | R3 | 
                1,752.9 | 
                1,741.1 | 
                1,712.9 | 
                 | 
             
            
                | R2 | 
                1,730.4 | 
                1,730.4 | 
                1,710.8 | 
                 | 
             
            
                | R1 | 
                1,718.6 | 
                1,718.6 | 
                1,708.8 | 
                1,713.3 | 
             
            
                | PP | 
                1,707.9 | 
                1,707.9 | 
                1,707.9 | 
                1,705.3 | 
             
            
                | S1 | 
                1,696.1 | 
                1,696.1 | 
                1,704.6 | 
                1,690.8 | 
             
            
                | S2 | 
                1,685.4 | 
                1,685.4 | 
                1,702.6 | 
                 | 
             
            
                | S3 | 
                1,662.9 | 
                1,673.6 | 
                1,700.5 | 
                 | 
             
            
                | S4 | 
                1,640.4 | 
                1,651.1 | 
                1,694.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,074.5 | 
                2,008.7 | 
                1,775.9 | 
                 | 
             
            
                | R3 | 
                1,959.4 | 
                1,893.6 | 
                1,744.3 | 
                 | 
             
            
                | R2 | 
                1,844.3 | 
                1,844.3 | 
                1,733.7 | 
                 | 
             
            
                | R1 | 
                1,778.5 | 
                1,778.5 | 
                1,723.2 | 
                1,753.9 | 
             
            
                | PP | 
                1,729.2 | 
                1,729.2 | 
                1,729.2 | 
                1,716.9 | 
             
            
                | S1 | 
                1,663.4 | 
                1,663.4 | 
                1,702.0 | 
                1,638.8 | 
             
            
                | S2 | 
                1,614.1 | 
                1,614.1 | 
                1,691.5 | 
                 | 
             
            
                | S3 | 
                1,499.0 | 
                1,548.3 | 
                1,680.9 | 
                 | 
             
            
                | S4 | 
                1,383.9 | 
                1,433.2 | 
                1,649.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                42.5 | 
                2.5% | 
                23% | 
                False | 
                False | 
                10,519 | 
                 
                
                | 10 | 
                1,795.1 | 
                1,680.0 | 
                115.1 | 
                6.7% | 
                32.1 | 
                1.9% | 
                23% | 
                False | 
                False | 
                9,304 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,680.0 | 
                115.1 | 
                6.7% | 
                28.0 | 
                1.6% | 
                23% | 
                False | 
                False | 
                7,023 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,611.9 | 
                183.2 | 
                10.7% | 
                25.9 | 
                1.5% | 
                52% | 
                False | 
                False | 
                6,547 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.6% | 
                27.9 | 
                1.6% | 
                67% | 
                False | 
                False | 
                5,192 | 
                 
                
                | 80 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.4% | 
                28.6 | 
                1.7% | 
                64% | 
                False | 
                False | 
                4,310 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.4% | 
                28.8 | 
                1.7% | 
                64% | 
                False | 
                False | 
                3,573 | 
                 
                
                | 120 | 
                1,852.6 | 
                1,528.6 | 
                324.0 | 
                19.0% | 
                31.9 | 
                1.9% | 
                55% | 
                False | 
                False | 
                3,041 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,815.4 | 
         
        
            | 
2.618             | 
            1,778.7 | 
         
        
            | 
1.618             | 
            1,756.2 | 
         
        
            | 
1.000             | 
            1,742.3 | 
         
        
            | 
0.618             | 
            1,733.7 | 
         
        
            | 
HIGH             | 
            1,719.8 | 
         
        
            | 
0.618             | 
            1,711.2 | 
         
        
            | 
0.500             | 
            1,708.6 | 
         
        
            | 
0.382             | 
            1,705.9 | 
         
        
            | 
LOW             | 
            1,697.3 | 
         
        
            | 
0.618             | 
            1,683.4 | 
         
        
            | 
1.000             | 
            1,674.8 | 
         
        
            | 
1.618             | 
            1,660.9 | 
         
        
            | 
2.618             | 
            1,638.4 | 
         
        
            | 
4.250             | 
            1,601.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,708.6 | 
                                1,713.5 | 
                             
                            
                                | PP | 
                                1,707.9 | 
                                1,711.2 | 
                             
                            
                                | S1 | 
                                1,707.3 | 
                                1,709.0 | 
                             
             
         |