| Trading Metrics calculated at close of trading on 21-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Mar-2012 | 
                    21-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,666.1 | 
                        1,652.8 | 
                        -13.3 | 
                        -0.8% | 
                        1,716.3 | 
                     
                    
                        | High | 
                        1,667.0 | 
                        1,664.2 | 
                        -2.8 | 
                        -0.2% | 
                        1,720.0 | 
                     
                    
                        | Low | 
                        1,643.8 | 
                        1,648.9 | 
                        5.1 | 
                        0.3% | 
                        1,637.3 | 
                     
                    
                        | Close | 
                        1,649.4 | 
                        1,652.7 | 
                        3.3 | 
                        0.2% | 
                        1,658.1 | 
                     
                    
                        | Range | 
                        23.2 | 
                        15.3 | 
                        -7.9 | 
                        -34.1% | 
                        82.7 | 
                     
                    
                        | ATR | 
                        30.5 | 
                        29.4 | 
                        -1.1 | 
                        -3.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        21,990 | 
                        20,632 | 
                        -1,358 | 
                        -6.2% | 
                        133,143 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,701.2 | 
                1,692.2 | 
                1,661.1 | 
                 | 
             
            
                | R3 | 
                1,685.9 | 
                1,676.9 | 
                1,656.9 | 
                 | 
             
            
                | R2 | 
                1,670.6 | 
                1,670.6 | 
                1,655.5 | 
                 | 
             
            
                | R1 | 
                1,661.6 | 
                1,661.6 | 
                1,654.1 | 
                1,658.5 | 
             
            
                | PP | 
                1,655.3 | 
                1,655.3 | 
                1,655.3 | 
                1,653.7 | 
             
            
                | S1 | 
                1,646.3 | 
                1,646.3 | 
                1,651.3 | 
                1,643.2 | 
             
            
                | S2 | 
                1,640.0 | 
                1,640.0 | 
                1,649.9 | 
                 | 
             
            
                | S3 | 
                1,624.7 | 
                1,631.0 | 
                1,648.5 | 
                 | 
             
            
                | S4 | 
                1,609.4 | 
                1,615.7 | 
                1,644.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,672.5 | 
                1,639.1 | 
                33.4 | 
                2.0% | 
                22.2 | 
                1.3% | 
                41% | 
                False | 
                False | 
                26,163 | 
                 
                
                | 10 | 
                1,720.0 | 
                1,637.3 | 
                82.7 | 
                5.0% | 
                28.6 | 
                1.7% | 
                19% | 
                False | 
                False | 
                25,522 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.5% | 
                30.3 | 
                1.8% | 
                10% | 
                False | 
                False | 
                18,429 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,637.3 | 
                157.8 | 
                9.5% | 
                28.4 | 
                1.7% | 
                10% | 
                False | 
                False | 
                11,927 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                26.7 | 
                1.6% | 
                47% | 
                False | 
                False | 
                9,493 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                28.0 | 
                1.7% | 
                47% | 
                False | 
                False | 
                7,707 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                28.9 | 
                1.7% | 
                44% | 
                False | 
                False | 
                6,375 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                29.3 | 
                1.8% | 
                44% | 
                False | 
                False | 
                5,385 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,729.2 | 
         
        
            | 
2.618             | 
            1,704.3 | 
         
        
            | 
1.618             | 
            1,689.0 | 
         
        
            | 
1.000             | 
            1,679.5 | 
         
        
            | 
0.618             | 
            1,673.7 | 
         
        
            | 
HIGH             | 
            1,664.2 | 
         
        
            | 
0.618             | 
            1,658.4 | 
         
        
            | 
0.500             | 
            1,656.6 | 
         
        
            | 
0.382             | 
            1,654.7 | 
         
        
            | 
LOW             | 
            1,648.9 | 
         
        
            | 
0.618             | 
            1,639.4 | 
         
        
            | 
1.000             | 
            1,633.6 | 
         
        
            | 
1.618             | 
            1,624.1 | 
         
        
            | 
2.618             | 
            1,608.8 | 
         
        
            | 
4.250             | 
            1,583.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,656.6 | 
                                1,658.2 | 
                             
                            
                                | PP | 
                                1,655.3 | 
                                1,656.3 | 
                             
                            
                                | S1 | 
                                1,654.0 | 
                                1,654.5 | 
                             
             
         |