| Trading Metrics calculated at close of trading on 22-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Mar-2012 | 
                    22-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,652.8 | 
                        1,652.8 | 
                        0.0 | 
                        0.0% | 
                        1,716.3 | 
                     
                    
                        | High | 
                        1,664.2 | 
                        1,658.4 | 
                        -5.8 | 
                        -0.3% | 
                        1,720.0 | 
                     
                    
                        | Low | 
                        1,648.9 | 
                        1,629.8 | 
                        -19.1 | 
                        -1.2% | 
                        1,637.3 | 
                     
                    
                        | Close | 
                        1,652.7 | 
                        1,644.9 | 
                        -7.8 | 
                        -0.5% | 
                        1,658.1 | 
                     
                    
                        | Range | 
                        15.3 | 
                        28.6 | 
                        13.3 | 
                        86.9% | 
                        82.7 | 
                     
                    
                        | ATR | 
                        29.4 | 
                        29.3 | 
                        -0.1 | 
                        -0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        20,632 | 
                        18,715 | 
                        -1,917 | 
                        -9.3% | 
                        133,143 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,730.2 | 
                1,716.1 | 
                1,660.6 | 
                 | 
             
            
                | R3 | 
                1,701.6 | 
                1,687.5 | 
                1,652.8 | 
                 | 
             
            
                | R2 | 
                1,673.0 | 
                1,673.0 | 
                1,650.1 | 
                 | 
             
            
                | R1 | 
                1,658.9 | 
                1,658.9 | 
                1,647.5 | 
                1,651.7 | 
             
            
                | PP | 
                1,644.4 | 
                1,644.4 | 
                1,644.4 | 
                1,640.7 | 
             
            
                | S1 | 
                1,630.3 | 
                1,630.3 | 
                1,642.3 | 
                1,623.1 | 
             
            
                | S2 | 
                1,615.8 | 
                1,615.8 | 
                1,639.7 | 
                 | 
             
            
                | S3 | 
                1,587.2 | 
                1,601.7 | 
                1,637.0 | 
                 | 
             
            
                | S4 | 
                1,558.6 | 
                1,573.1 | 
                1,629.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,629.8 | 
                42.7 | 
                2.6% | 
                21.9 | 
                1.3% | 
                35% | 
                False | 
                True | 
                23,261 | 
                 
                
                | 10 | 
                1,720.0 | 
                1,629.8 | 
                90.2 | 
                5.5% | 
                29.5 | 
                1.8% | 
                17% | 
                False | 
                True | 
                25,101 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                10.0% | 
                31.0 | 
                1.9% | 
                9% | 
                False | 
                True | 
                18,930 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                10.0% | 
                27.6 | 
                1.7% | 
                9% | 
                False | 
                True | 
                12,291 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                27.0 | 
                1.6% | 
                44% | 
                False | 
                False | 
                9,792 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                28.1 | 
                1.7% | 
                44% | 
                False | 
                False | 
                7,913 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                28.8 | 
                1.7% | 
                42% | 
                False | 
                False | 
                6,552 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                29.2 | 
                1.8% | 
                42% | 
                False | 
                False | 
                5,539 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,780.0 | 
         
        
            | 
2.618             | 
            1,733.3 | 
         
        
            | 
1.618             | 
            1,704.7 | 
         
        
            | 
1.000             | 
            1,687.0 | 
         
        
            | 
0.618             | 
            1,676.1 | 
         
        
            | 
HIGH             | 
            1,658.4 | 
         
        
            | 
0.618             | 
            1,647.5 | 
         
        
            | 
0.500             | 
            1,644.1 | 
         
        
            | 
0.382             | 
            1,640.7 | 
         
        
            | 
LOW             | 
            1,629.8 | 
         
        
            | 
0.618             | 
            1,612.1 | 
         
        
            | 
1.000             | 
            1,601.2 | 
         
        
            | 
1.618             | 
            1,583.5 | 
         
        
            | 
2.618             | 
            1,554.9 | 
         
        
            | 
4.250             | 
            1,508.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,644.6 | 
                                1,648.4 | 
                             
                            
                                | PP | 
                                1,644.4 | 
                                1,647.2 | 
                             
                            
                                | S1 | 
                                1,644.1 | 
                                1,646.1 | 
                             
             
         |