| Trading Metrics calculated at close of trading on 16-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2012 | 
                    16-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,645.1 | 
                        1,659.9 | 
                        14.8 | 
                        0.9% | 
                        1,716.3 | 
                     
                    
                        | High | 
                        1,669.2 | 
                        1,667.1 | 
                        -2.1 | 
                        -0.1% | 
                        1,720.0 | 
                     
                    
                        | Low | 
                        1,639.1 | 
                        1,642.3 | 
                        3.2 | 
                        0.2% | 
                        1,637.3 | 
                     
                    
                        | Close | 
                        1,661.8 | 
                        1,658.1 | 
                        -3.7 | 
                        -0.2% | 
                        1,658.1 | 
                     
                    
                        | Range | 
                        30.1 | 
                        24.8 | 
                        -5.3 | 
                        -17.6% | 
                        82.7 | 
                     
                    
                        | ATR | 
                        32.4 | 
                        31.8 | 
                        -0.5 | 
                        -1.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        33,229 | 
                        25,557 | 
                        -7,672 | 
                        -23.1% | 
                        133,143 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,730.2 | 
                1,719.0 | 
                1,671.7 | 
                 | 
             
            
                | R3 | 
                1,705.4 | 
                1,694.2 | 
                1,664.9 | 
                 | 
             
            
                | R2 | 
                1,680.6 | 
                1,680.6 | 
                1,662.6 | 
                 | 
             
            
                | R1 | 
                1,669.4 | 
                1,669.4 | 
                1,660.4 | 
                1,662.6 | 
             
            
                | PP | 
                1,655.8 | 
                1,655.8 | 
                1,655.8 | 
                1,652.5 | 
             
            
                | S1 | 
                1,644.6 | 
                1,644.6 | 
                1,655.8 | 
                1,637.8 | 
             
            
                | S2 | 
                1,631.0 | 
                1,631.0 | 
                1,653.6 | 
                 | 
             
            
                | S3 | 
                1,606.2 | 
                1,619.8 | 
                1,651.3 | 
                 | 
             
            
                | S4 | 
                1,581.4 | 
                1,595.0 | 
                1,644.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,919.9 | 
                1,871.7 | 
                1,703.6 | 
                 | 
             
            
                | R3 | 
                1,837.2 | 
                1,789.0 | 
                1,680.8 | 
                 | 
             
            
                | R2 | 
                1,754.5 | 
                1,754.5 | 
                1,673.3 | 
                 | 
             
            
                | R1 | 
                1,706.3 | 
                1,706.3 | 
                1,665.7 | 
                1,689.1 | 
             
            
                | PP | 
                1,671.8 | 
                1,671.8 | 
                1,671.8 | 
                1,663.2 | 
             
            
                | S1 | 
                1,623.6 | 
                1,623.6 | 
                1,650.5 | 
                1,606.4 | 
             
            
                | S2 | 
                1,589.1 | 
                1,589.1 | 
                1,642.9 | 
                 | 
             
            
                | S3 | 
                1,506.4 | 
                1,540.9 | 
                1,635.4 | 
                 | 
             
            
                | S4 | 
                1,423.7 | 
                1,458.2 | 
                1,612.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                34.1 | 
                2.1% | 
                25% | 
                False | 
                False | 
                26,628 | 
                 
                
                | 10 | 
                1,720.0 | 
                1,637.3 | 
                82.7 | 
                5.0% | 
                31.5 | 
                1.9% | 
                25% | 
                False | 
                False | 
                22,416 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.5% | 
                31.6 | 
                1.9% | 
                13% | 
                False | 
                False | 
                15,622 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.5% | 
                28.4 | 
                1.7% | 
                13% | 
                False | 
                False | 
                10,599 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                26.9 | 
                1.6% | 
                49% | 
                False | 
                False | 
                8,394 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                28.8 | 
                1.7% | 
                49% | 
                False | 
                False | 
                6,867 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                29.4 | 
                1.8% | 
                46% | 
                False | 
                False | 
                5,670 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                30.7 | 
                1.9% | 
                46% | 
                False | 
                False | 
                4,799 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,772.5 | 
         
        
            | 
2.618             | 
            1,732.0 | 
         
        
            | 
1.618             | 
            1,707.2 | 
         
        
            | 
1.000             | 
            1,691.9 | 
         
        
            | 
0.618             | 
            1,682.4 | 
         
        
            | 
HIGH             | 
            1,667.1 | 
         
        
            | 
0.618             | 
            1,657.6 | 
         
        
            | 
0.500             | 
            1,654.7 | 
         
        
            | 
0.382             | 
            1,651.8 | 
         
        
            | 
LOW             | 
            1,642.3 | 
         
        
            | 
0.618             | 
            1,627.0 | 
         
        
            | 
1.000             | 
            1,617.5 | 
         
        
            | 
1.618             | 
            1,602.2 | 
         
        
            | 
2.618             | 
            1,577.4 | 
         
        
            | 
4.250             | 
            1,536.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,657.0 | 
                                1,661.2 | 
                             
                            
                                | PP | 
                                1,655.8 | 
                                1,660.2 | 
                             
                            
                                | S1 | 
                                1,654.7 | 
                                1,659.1 | 
                             
             
         |