| Trading Metrics calculated at close of trading on 14-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2012 | 
                    14-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,702.9 | 
                        1,677.9 | 
                        -25.0 | 
                        -1.5% | 
                        1,715.5 | 
                     
                    
                        | High | 
                        1,708.4 | 
                        1,685.1 | 
                        -23.3 | 
                        -1.4% | 
                        1,719.8 | 
                     
                    
                        | Low | 
                        1,665.0 | 
                        1,637.3 | 
                        -27.7 | 
                        -1.7% | 
                        1,666.1 | 
                     
                    
                        | Close | 
                        1,696.8 | 
                        1,645.3 | 
                        -51.5 | 
                        -3.0% | 
                        1,714.3 | 
                     
                    
                        | Range | 
                        43.4 | 
                        47.8 | 
                        4.4 | 
                        10.1% | 
                        53.7 | 
                     
                    
                        | ATR | 
                        30.5 | 
                        32.6 | 
                        2.1 | 
                        6.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        38,988 | 
                        19,791 | 
                        -19,197 | 
                        -49.2% | 
                        91,025 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,799.3 | 
                1,770.1 | 
                1,671.6 | 
                 | 
             
            
                | R3 | 
                1,751.5 | 
                1,722.3 | 
                1,658.4 | 
                 | 
             
            
                | R2 | 
                1,703.7 | 
                1,703.7 | 
                1,654.1 | 
                 | 
             
            
                | R1 | 
                1,674.5 | 
                1,674.5 | 
                1,649.7 | 
                1,665.2 | 
             
            
                | PP | 
                1,655.9 | 
                1,655.9 | 
                1,655.9 | 
                1,651.3 | 
             
            
                | S1 | 
                1,626.7 | 
                1,626.7 | 
                1,640.9 | 
                1,617.4 | 
             
            
                | S2 | 
                1,608.1 | 
                1,608.1 | 
                1,636.5 | 
                 | 
             
            
                | S3 | 
                1,560.3 | 
                1,578.9 | 
                1,632.2 | 
                 | 
             
            
                | S4 | 
                1,512.5 | 
                1,531.1 | 
                1,619.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,637.3 | 
                82.7 | 
                5.0% | 
                34.9 | 
                2.1% | 
                10% | 
                False | 
                True | 
                24,880 | 
                 
                
                | 10 | 
                1,729.6 | 
                1,637.3 | 
                92.3 | 
                5.6% | 
                31.1 | 
                1.9% | 
                9% | 
                False | 
                True | 
                19,141 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.6% | 
                31.0 | 
                1.9% | 
                5% | 
                False | 
                True | 
                13,359 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.6% | 
                27.9 | 
                1.7% | 
                5% | 
                False | 
                True | 
                9,498 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                26.7 | 
                1.6% | 
                44% | 
                False | 
                False | 
                7,476 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                29.0 | 
                1.8% | 
                44% | 
                False | 
                False | 
                6,185 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                29.5 | 
                1.8% | 
                42% | 
                False | 
                False | 
                5,098 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                31.6 | 
                1.9% | 
                42% | 
                False | 
                False | 
                4,316 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,888.3 | 
         
        
            | 
2.618             | 
            1,810.2 | 
         
        
            | 
1.618             | 
            1,762.4 | 
         
        
            | 
1.000             | 
            1,732.9 | 
         
        
            | 
0.618             | 
            1,714.6 | 
         
        
            | 
HIGH             | 
            1,685.1 | 
         
        
            | 
0.618             | 
            1,666.8 | 
         
        
            | 
0.500             | 
            1,661.2 | 
         
        
            | 
0.382             | 
            1,655.6 | 
         
        
            | 
LOW             | 
            1,637.3 | 
         
        
            | 
0.618             | 
            1,607.8 | 
         
        
            | 
1.000             | 
            1,589.5 | 
         
        
            | 
1.618             | 
            1,560.0 | 
         
        
            | 
2.618             | 
            1,512.2 | 
         
        
            | 
4.250             | 
            1,434.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,661.2 | 
                                1,678.7 | 
                             
                            
                                | PP | 
                                1,655.9 | 
                                1,667.5 | 
                             
                            
                                | S1 | 
                                1,650.6 | 
                                1,656.4 | 
                             
             
         |