| Trading Metrics calculated at close of trading on 06-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Mar-2012 | 
                    06-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,715.5 | 
                        1,710.4 | 
                        -5.1 | 
                        -0.3% | 
                        1,777.8 | 
                     
                    
                        | High | 
                        1,719.8 | 
                        1,712.4 | 
                        -7.4 | 
                        -0.4% | 
                        1,795.1 | 
                     
                    
                        | Low | 
                        1,697.3 | 
                        1,666.1 | 
                        -31.2 | 
                        -1.8% | 
                        1,680.0 | 
                     
                    
                        | Close | 
                        1,706.7 | 
                        1,674.9 | 
                        -31.8 | 
                        -1.9% | 
                        1,712.6 | 
                     
                    
                        | Range | 
                        22.5 | 
                        46.3 | 
                        23.8 | 
                        105.8% | 
                        115.1 | 
                     
                    
                        | ATR | 
                        29.7 | 
                        30.8 | 
                        1.2 | 
                        4.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        9,999 | 
                        6,998 | 
                        -3,001 | 
                        -30.0% | 
                        57,655 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,823.4 | 
                1,795.4 | 
                1,700.4 | 
                 | 
             
            
                | R3 | 
                1,777.1 | 
                1,749.1 | 
                1,687.6 | 
                 | 
             
            
                | R2 | 
                1,730.8 | 
                1,730.8 | 
                1,683.4 | 
                 | 
             
            
                | R1 | 
                1,702.8 | 
                1,702.8 | 
                1,679.1 | 
                1,693.7 | 
             
            
                | PP | 
                1,684.5 | 
                1,684.5 | 
                1,684.5 | 
                1,679.9 | 
             
            
                | S1 | 
                1,656.5 | 
                1,656.5 | 
                1,670.7 | 
                1,647.4 | 
             
            
                | S2 | 
                1,638.2 | 
                1,638.2 | 
                1,666.4 | 
                 | 
             
            
                | S3 | 
                1,591.9 | 
                1,610.2 | 
                1,662.2 | 
                 | 
             
            
                | S4 | 
                1,545.6 | 
                1,563.9 | 
                1,649.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,794.3 | 
                1,666.1 | 
                128.2 | 
                7.7% | 
                46.8 | 
                2.8% | 
                7% | 
                False | 
                True | 
                10,262 | 
                 
                
                | 10 | 
                1,795.1 | 
                1,666.1 | 
                129.0 | 
                7.7% | 
                33.6 | 
                2.0% | 
                7% | 
                False | 
                True | 
                9,549 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,666.1 | 
                129.0 | 
                7.7% | 
                29.0 | 
                1.7% | 
                7% | 
                False | 
                True | 
                7,215 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,611.9 | 
                183.2 | 
                10.9% | 
                26.6 | 
                1.6% | 
                34% | 
                False | 
                False | 
                6,569 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.9% | 
                28.3 | 
                1.7% | 
                55% | 
                False | 
                False | 
                5,275 | 
                 
                
                | 80 | 
                1,802.5 | 
                1,528.6 | 
                273.9 | 
                16.4% | 
                28.9 | 
                1.7% | 
                53% | 
                False | 
                False | 
                4,388 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.7% | 
                29.0 | 
                1.7% | 
                52% | 
                False | 
                False | 
                3,642 | 
                 
                
                | 120 | 
                1,852.6 | 
                1,528.6 | 
                324.0 | 
                19.3% | 
                31.9 | 
                1.9% | 
                45% | 
                False | 
                False | 
                3,098 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,909.2 | 
         
        
            | 
2.618             | 
            1,833.6 | 
         
        
            | 
1.618             | 
            1,787.3 | 
         
        
            | 
1.000             | 
            1,758.7 | 
         
        
            | 
0.618             | 
            1,741.0 | 
         
        
            | 
HIGH             | 
            1,712.4 | 
         
        
            | 
0.618             | 
            1,694.7 | 
         
        
            | 
0.500             | 
            1,689.3 | 
         
        
            | 
0.382             | 
            1,683.8 | 
         
        
            | 
LOW             | 
            1,666.1 | 
         
        
            | 
0.618             | 
            1,637.5 | 
         
        
            | 
1.000             | 
            1,619.8 | 
         
        
            | 
1.618             | 
            1,591.2 | 
         
        
            | 
2.618             | 
            1,544.9 | 
         
        
            | 
4.250             | 
            1,469.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,689.3 | 
                                1,696.9 | 
                             
                            
                                | PP | 
                                1,684.5 | 
                                1,689.5 | 
                             
                            
                                | S1 | 
                                1,679.7 | 
                                1,682.2 | 
                             
             
         |