| Trading Metrics calculated at close of trading on 20-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Mar-2012 | 
                    20-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,662.0 | 
                        1,666.1 | 
                        4.1 | 
                        0.2% | 
                        1,716.3 | 
                     
                    
                        | High | 
                        1,672.5 | 
                        1,667.0 | 
                        -5.5 | 
                        -0.3% | 
                        1,720.0 | 
                     
                    
                        | Low | 
                        1,654.9 | 
                        1,643.8 | 
                        -11.1 | 
                        -0.7% | 
                        1,637.3 | 
                     
                    
                        | Close | 
                        1,669.7 | 
                        1,649.4 | 
                        -20.3 | 
                        -1.2% | 
                        1,658.1 | 
                     
                    
                        | Range | 
                        17.6 | 
                        23.2 | 
                        5.6 | 
                        31.8% | 
                        82.7 | 
                     
                    
                        | ATR | 
                        30.8 | 
                        30.5 | 
                        -0.4 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        29,411 | 
                        21,990 | 
                        -7,421 | 
                        -25.2% | 
                        133,143 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,723.0 | 
                1,709.4 | 
                1,662.2 | 
                 | 
             
            
                | R3 | 
                1,699.8 | 
                1,686.2 | 
                1,655.8 | 
                 | 
             
            
                | R2 | 
                1,676.6 | 
                1,676.6 | 
                1,653.7 | 
                 | 
             
            
                | R1 | 
                1,663.0 | 
                1,663.0 | 
                1,651.5 | 
                1,658.2 | 
             
            
                | PP | 
                1,653.4 | 
                1,653.4 | 
                1,653.4 | 
                1,651.0 | 
             
            
                | S1 | 
                1,639.8 | 
                1,639.8 | 
                1,647.3 | 
                1,635.0 | 
             
            
                | S2 | 
                1,630.2 | 
                1,630.2 | 
                1,645.1 | 
                 | 
             
            
                | S3 | 
                1,607.0 | 
                1,616.6 | 
                1,643.0 | 
                 | 
             
            
                | S4 | 
                1,583.8 | 
                1,593.4 | 
                1,636.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,685.1 | 
                1,637.3 | 
                47.8 | 
                2.9% | 
                28.7 | 
                1.7% | 
                25% | 
                False | 
                False | 
                25,995 | 
                 
                
                | 10 | 
                1,720.0 | 
                1,637.3 | 
                82.7 | 
                5.0% | 
                28.7 | 
                1.7% | 
                15% | 
                False | 
                False | 
                25,857 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.6% | 
                31.1 | 
                1.9% | 
                8% | 
                False | 
                False | 
                17,703 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.6% | 
                28.5 | 
                1.7% | 
                8% | 
                False | 
                False | 
                11,528 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                26.6 | 
                1.6% | 
                45% | 
                False | 
                False | 
                9,176 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                28.2 | 
                1.7% | 
                45% | 
                False | 
                False | 
                7,463 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                29.0 | 
                1.8% | 
                43% | 
                False | 
                False | 
                6,177 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                29.5 | 
                1.8% | 
                43% | 
                False | 
                False | 
                5,215 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,765.6 | 
         
        
            | 
2.618             | 
            1,727.7 | 
         
        
            | 
1.618             | 
            1,704.5 | 
         
        
            | 
1.000             | 
            1,690.2 | 
         
        
            | 
0.618             | 
            1,681.3 | 
         
        
            | 
HIGH             | 
            1,667.0 | 
         
        
            | 
0.618             | 
            1,658.1 | 
         
        
            | 
0.500             | 
            1,655.4 | 
         
        
            | 
0.382             | 
            1,652.7 | 
         
        
            | 
LOW             | 
            1,643.8 | 
         
        
            | 
0.618             | 
            1,629.5 | 
         
        
            | 
1.000             | 
            1,620.6 | 
         
        
            | 
1.618             | 
            1,606.3 | 
         
        
            | 
2.618             | 
            1,583.1 | 
         
        
            | 
4.250             | 
            1,545.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,655.4 | 
                                1,657.4 | 
                             
                            
                                | PP | 
                                1,653.4 | 
                                1,654.7 | 
                             
                            
                                | S1 | 
                                1,651.4 | 
                                1,652.1 | 
                             
             
         |