| Trading Metrics calculated at close of trading on 13-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Mar-2012 | 
                    13-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,716.3 | 
                        1,702.9 | 
                        -13.4 | 
                        -0.8% | 
                        1,715.5 | 
                     
                    
                        | High | 
                        1,720.0 | 
                        1,708.4 | 
                        -11.6 | 
                        -0.7% | 
                        1,719.8 | 
                     
                    
                        | Low | 
                        1,695.5 | 
                        1,665.0 | 
                        -30.5 | 
                        -1.8% | 
                        1,666.1 | 
                     
                    
                        | Close | 
                        1,702.4 | 
                        1,696.8 | 
                        -5.6 | 
                        -0.3% | 
                        1,714.3 | 
                     
                    
                        | Range | 
                        24.5 | 
                        43.4 | 
                        18.9 | 
                        77.1% | 
                        53.7 | 
                     
                    
                        | ATR | 
                        29.5 | 
                        30.5 | 
                        1.0 | 
                        3.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        15,578 | 
                        38,988 | 
                        23,410 | 
                        150.3% | 
                        91,025 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,820.3 | 
                1,801.9 | 
                1,720.7 | 
                 | 
             
            
                | R3 | 
                1,776.9 | 
                1,758.5 | 
                1,708.7 | 
                 | 
             
            
                | R2 | 
                1,733.5 | 
                1,733.5 | 
                1,704.8 | 
                 | 
             
            
                | R1 | 
                1,715.1 | 
                1,715.1 | 
                1,700.8 | 
                1,702.6 | 
             
            
                | PP | 
                1,690.1 | 
                1,690.1 | 
                1,690.1 | 
                1,683.8 | 
             
            
                | S1 | 
                1,671.7 | 
                1,671.7 | 
                1,692.8 | 
                1,659.2 | 
             
            
                | S2 | 
                1,646.7 | 
                1,646.7 | 
                1,688.8 | 
                 | 
             
            
                | S3 | 
                1,603.3 | 
                1,628.3 | 
                1,684.9 | 
                 | 
             
            
                | S4 | 
                1,559.9 | 
                1,584.9 | 
                1,672.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,861.2 | 
                1,841.4 | 
                1,743.8 | 
                 | 
             
            
                | R3 | 
                1,807.5 | 
                1,787.7 | 
                1,729.1 | 
                 | 
             
            
                | R2 | 
                1,753.8 | 
                1,753.8 | 
                1,724.1 | 
                 | 
             
            
                | R1 | 
                1,734.0 | 
                1,734.0 | 
                1,719.2 | 
                1,717.1 | 
             
            
                | PP | 
                1,700.1 | 
                1,700.1 | 
                1,700.1 | 
                1,691.6 | 
             
            
                | S1 | 
                1,680.3 | 
                1,680.3 | 
                1,709.4 | 
                1,663.4 | 
             
            
                | S2 | 
                1,646.4 | 
                1,646.4 | 
                1,704.5 | 
                 | 
             
            
                | S3 | 
                1,592.7 | 
                1,626.6 | 
                1,699.5 | 
                 | 
             
            
                | S4 | 
                1,539.0 | 
                1,572.9 | 
                1,684.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,720.0 | 
                1,665.0 | 
                55.0 | 
                3.2% | 
                28.7 | 
                1.7% | 
                58% | 
                False | 
                True | 
                25,718 | 
                 
                
                | 10 | 
                1,794.3 | 
                1,665.0 | 
                129.3 | 
                7.6% | 
                37.7 | 
                2.2% | 
                25% | 
                False | 
                True | 
                17,990 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,665.0 | 
                130.1 | 
                7.7% | 
                29.4 | 
                1.7% | 
                24% | 
                False | 
                True | 
                12,488 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,639.8 | 
                155.3 | 
                9.2% | 
                27.6 | 
                1.6% | 
                37% | 
                False | 
                False | 
                9,220 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.7% | 
                26.5 | 
                1.6% | 
                63% | 
                False | 
                False | 
                7,196 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.7% | 
                28.8 | 
                1.7% | 
                63% | 
                False | 
                False | 
                5,949 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.5% | 
                29.2 | 
                1.7% | 
                60% | 
                False | 
                False | 
                4,910 | 
                 
                
                | 120 | 
                1,820.0 | 
                1,528.6 | 
                291.4 | 
                17.2% | 
                31.4 | 
                1.9% | 
                58% | 
                False | 
                False | 
                4,155 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,892.9 | 
         
        
            | 
2.618             | 
            1,822.0 | 
         
        
            | 
1.618             | 
            1,778.6 | 
         
        
            | 
1.000             | 
            1,751.8 | 
         
        
            | 
0.618             | 
            1,735.2 | 
         
        
            | 
HIGH             | 
            1,708.4 | 
         
        
            | 
0.618             | 
            1,691.8 | 
         
        
            | 
0.500             | 
            1,686.7 | 
         
        
            | 
0.382             | 
            1,681.6 | 
         
        
            | 
LOW             | 
            1,665.0 | 
         
        
            | 
0.618             | 
            1,638.2 | 
         
        
            | 
1.000             | 
            1,621.6 | 
         
        
            | 
1.618             | 
            1,594.8 | 
         
        
            | 
2.618             | 
            1,551.4 | 
         
        
            | 
4.250             | 
            1,480.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,693.4 | 
                                1,695.4 | 
                             
                            
                                | PP | 
                                1,690.1 | 
                                1,693.9 | 
                             
                            
                                | S1 | 
                                1,686.7 | 
                                1,692.5 | 
                             
             
         |