| Trading Metrics calculated at close of trading on 08-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2012 | 
                    08-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,677.8 | 
                        1,690.0 | 
                        12.2 | 
                        0.7% | 
                        1,777.8 | 
                     
                    
                        | High | 
                        1,691.4 | 
                        1,707.1 | 
                        15.7 | 
                        0.9% | 
                        1,795.1 | 
                     
                    
                        | Low | 
                        1,675.0 | 
                        1,687.4 | 
                        12.4 | 
                        0.7% | 
                        1,680.0 | 
                     
                    
                        | Close | 
                        1,686.7 | 
                        1,701.5 | 
                        14.8 | 
                        0.9% | 
                        1,712.6 | 
                     
                    
                        | Range | 
                        16.4 | 
                        19.7 | 
                        3.3 | 
                        20.1% | 
                        115.1 | 
                     
                    
                        | ATR | 
                        29.8 | 
                        29.1 | 
                        -0.7 | 
                        -2.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        23,982 | 
                        22,921 | 
                        -1,061 | 
                        -4.4% | 
                        57,655 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,757.8 | 
                1,749.3 | 
                1,712.3 | 
                 | 
             
            
                | R3 | 
                1,738.1 | 
                1,729.6 | 
                1,706.9 | 
                 | 
             
            
                | R2 | 
                1,718.4 | 
                1,718.4 | 
                1,705.1 | 
                 | 
             
            
                | R1 | 
                1,709.9 | 
                1,709.9 | 
                1,703.3 | 
                1,714.2 | 
             
            
                | PP | 
                1,698.7 | 
                1,698.7 | 
                1,698.7 | 
                1,700.8 | 
             
            
                | S1 | 
                1,690.2 | 
                1,690.2 | 
                1,699.7 | 
                1,694.5 | 
             
            
                | S2 | 
                1,679.0 | 
                1,679.0 | 
                1,697.9 | 
                 | 
             
            
                | S3 | 
                1,659.3 | 
                1,670.5 | 
                1,696.1 | 
                 | 
             
            
                | S4 | 
                1,639.6 | 
                1,650.8 | 
                1,690.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,727.6 | 
                1,666.1 | 
                61.5 | 
                3.6% | 
                24.9 | 
                1.5% | 
                58% | 
                False | 
                False | 
                15,282 | 
                 
                
                | 10 | 
                1,795.1 | 
                1,666.1 | 
                129.0 | 
                7.6% | 
                32.5 | 
                1.9% | 
                27% | 
                False | 
                False | 
                12,759 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,666.1 | 
                129.0 | 
                7.6% | 
                27.7 | 
                1.6% | 
                27% | 
                False | 
                False | 
                9,044 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,632.3 | 
                162.8 | 
                9.6% | 
                26.3 | 
                1.5% | 
                43% | 
                False | 
                False | 
                7,559 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.7% | 
                27.7 | 
                1.6% | 
                65% | 
                False | 
                False | 
                5,975 | 
                 
                
                | 80 | 
                1,802.3 | 
                1,528.6 | 
                273.7 | 
                16.1% | 
                28.5 | 
                1.7% | 
                63% | 
                False | 
                False | 
                4,951 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.5% | 
                28.9 | 
                1.7% | 
                62% | 
                False | 
                False | 
                4,101 | 
                 
                
                | 120 | 
                1,835.0 | 
                1,528.6 | 
                306.4 | 
                18.0% | 
                31.7 | 
                1.9% | 
                56% | 
                False | 
                False | 
                3,482 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,790.8 | 
         
        
            | 
2.618             | 
            1,758.7 | 
         
        
            | 
1.618             | 
            1,739.0 | 
         
        
            | 
1.000             | 
            1,726.8 | 
         
        
            | 
0.618             | 
            1,719.3 | 
         
        
            | 
HIGH             | 
            1,707.1 | 
         
        
            | 
0.618             | 
            1,699.6 | 
         
        
            | 
0.500             | 
            1,697.3 | 
         
        
            | 
0.382             | 
            1,694.9 | 
         
        
            | 
LOW             | 
            1,687.4 | 
         
        
            | 
0.618             | 
            1,675.2 | 
         
        
            | 
1.000             | 
            1,667.7 | 
         
        
            | 
1.618             | 
            1,655.5 | 
         
        
            | 
2.618             | 
            1,635.8 | 
         
        
            | 
4.250             | 
            1,603.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,700.1 | 
                                1,697.4 | 
                             
                            
                                | PP | 
                                1,698.7 | 
                                1,693.3 | 
                             
                            
                                | S1 | 
                                1,697.3 | 
                                1,689.3 | 
                             
             
         |