| Trading Metrics calculated at close of trading on 15-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2012 | 
                    15-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,677.9 | 
                        1,645.1 | 
                        -32.8 | 
                        -2.0% | 
                        1,715.5 | 
                     
                    
                        | High | 
                        1,685.1 | 
                        1,669.2 | 
                        -15.9 | 
                        -0.9% | 
                        1,719.8 | 
                     
                    
                        | Low | 
                        1,637.3 | 
                        1,639.1 | 
                        1.8 | 
                        0.1% | 
                        1,666.1 | 
                     
                    
                        | Close | 
                        1,645.3 | 
                        1,661.8 | 
                        16.5 | 
                        1.0% | 
                        1,714.3 | 
                     
                    
                        | Range | 
                        47.8 | 
                        30.1 | 
                        -17.7 | 
                        -37.0% | 
                        53.7 | 
                     
                    
                        | ATR | 
                        32.6 | 
                        32.4 | 
                        -0.2 | 
                        -0.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        19,791 | 
                        33,229 | 
                        13,438 | 
                        67.9% | 
                        91,025 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,747.0 | 
                1,734.5 | 
                1,678.4 | 
                 | 
             
            
                | R3 | 
                1,716.9 | 
                1,704.4 | 
                1,670.1 | 
                 | 
             
            
                | R2 | 
                1,686.8 | 
                1,686.8 | 
                1,667.3 | 
                 | 
             
            
                | R1 | 
                1,674.3 | 
                1,674.3 | 
                1,664.6 | 
                1,680.6 | 
             
            
                | PP | 
                1,656.7 | 
                1,656.7 | 
                1,656.7 | 
                1,659.8 | 
             
            
                | S1 | 
                1,644.2 | 
                1,644.2 | 
                1,659.0 | 
                1,650.5 | 
             
            
                | S2 | 
                1,626.6 | 
                1,626.6 | 
                1,656.3 | 
                 | 
             
            
                | S3 | 
                1,596.5 | 
                1,614.1 | 
                1,653.5 | 
                 | 
             
            
                | S4 | 
                1,566.4 | 
                1,584.0 | 
                1,645.2 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                37.0 | 
                2.2% | 
                30% | 
                False | 
                False | 
                26,942 | 
                 
                
                | 10 | 
                1,727.6 | 
                1,637.3 | 
                90.3 | 
                5.4% | 
                31.0 | 
                1.9% | 
                27% | 
                False | 
                False | 
                21,112 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.5% | 
                31.6 | 
                1.9% | 
                16% | 
                False | 
                False | 
                14,611 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.5% | 
                28.3 | 
                1.7% | 
                16% | 
                False | 
                False | 
                10,112 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                26.8 | 
                1.6% | 
                50% | 
                False | 
                False | 
                8,000 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                28.8 | 
                1.7% | 
                50% | 
                False | 
                False | 
                6,581 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                29.4 | 
                1.8% | 
                48% | 
                False | 
                False | 
                5,420 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                31.4 | 
                1.9% | 
                48% | 
                False | 
                False | 
                4,591 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,797.1 | 
         
        
            | 
2.618             | 
            1,748.0 | 
         
        
            | 
1.618             | 
            1,717.9 | 
         
        
            | 
1.000             | 
            1,699.3 | 
         
        
            | 
0.618             | 
            1,687.8 | 
         
        
            | 
HIGH             | 
            1,669.2 | 
         
        
            | 
0.618             | 
            1,657.7 | 
         
        
            | 
0.500             | 
            1,654.2 | 
         
        
            | 
0.382             | 
            1,650.6 | 
         
        
            | 
LOW             | 
            1,639.1 | 
         
        
            | 
0.618             | 
            1,620.5 | 
         
        
            | 
1.000             | 
            1,609.0 | 
         
        
            | 
1.618             | 
            1,590.4 | 
         
        
            | 
2.618             | 
            1,560.3 | 
         
        
            | 
4.250             | 
            1,511.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,659.3 | 
                                1,672.9 | 
                             
                            
                                | PP | 
                                1,656.7 | 
                                1,669.2 | 
                             
                            
                                | S1 | 
                                1,654.2 | 
                                1,665.5 | 
                             
             
         |