| Trading Metrics calculated at close of trading on 23-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Mar-2012 | 
                    23-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,652.8 | 
                        1,646.6 | 
                        -6.2 | 
                        -0.4% | 
                        1,662.0 | 
                     
                    
                        | High | 
                        1,658.4 | 
                        1,668.7 | 
                        10.3 | 
                        0.6% | 
                        1,672.5 | 
                     
                    
                        | Low | 
                        1,629.8 | 
                        1,644.1 | 
                        14.3 | 
                        0.9% | 
                        1,629.8 | 
                     
                    
                        | Close | 
                        1,644.9 | 
                        1,664.9 | 
                        20.0 | 
                        1.2% | 
                        1,664.9 | 
                     
                    
                        | Range | 
                        28.6 | 
                        24.6 | 
                        -4.0 | 
                        -14.0% | 
                        42.7 | 
                     
                    
                        | ATR | 
                        29.3 | 
                        29.0 | 
                        -0.3 | 
                        -1.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        18,715 | 
                        17,965 | 
                        -750 | 
                        -4.0% | 
                        108,713 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,733.0 | 
                1,723.6 | 
                1,678.4 | 
                 | 
             
            
                | R3 | 
                1,708.4 | 
                1,699.0 | 
                1,671.7 | 
                 | 
             
            
                | R2 | 
                1,683.8 | 
                1,683.8 | 
                1,669.4 | 
                 | 
             
            
                | R1 | 
                1,674.4 | 
                1,674.4 | 
                1,667.2 | 
                1,679.1 | 
             
            
                | PP | 
                1,659.2 | 
                1,659.2 | 
                1,659.2 | 
                1,661.6 | 
             
            
                | S1 | 
                1,649.8 | 
                1,649.8 | 
                1,662.6 | 
                1,654.5 | 
             
            
                | S2 | 
                1,634.6 | 
                1,634.6 | 
                1,660.4 | 
                 | 
             
            
                | S3 | 
                1,610.0 | 
                1,625.2 | 
                1,658.1 | 
                 | 
             
            
                | S4 | 
                1,585.4 | 
                1,600.6 | 
                1,651.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,783.8 | 
                1,767.1 | 
                1,688.4 | 
                 | 
             
            
                | R3 | 
                1,741.1 | 
                1,724.4 | 
                1,676.6 | 
                 | 
             
            
                | R2 | 
                1,698.4 | 
                1,698.4 | 
                1,672.7 | 
                 | 
             
            
                | R1 | 
                1,681.7 | 
                1,681.7 | 
                1,668.8 | 
                1,690.1 | 
             
            
                | PP | 
                1,655.7 | 
                1,655.7 | 
                1,655.7 | 
                1,659.9 | 
             
            
                | S1 | 
                1,639.0 | 
                1,639.0 | 
                1,661.0 | 
                1,647.4 | 
             
            
                | S2 | 
                1,613.0 | 
                1,613.0 | 
                1,657.1 | 
                 | 
             
            
                | S3 | 
                1,570.3 | 
                1,596.3 | 
                1,653.2 | 
                 | 
             
            
                | S4 | 
                1,527.6 | 
                1,553.6 | 
                1,641.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                82% | 
                False | 
                False | 
                21,742 | 
                 
                
                | 10 | 
                1,720.0 | 
                1,629.8 | 
                90.2 | 
                5.4% | 
                28.0 | 
                1.7% | 
                39% | 
                False | 
                False | 
                24,185 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.9% | 
                31.6 | 
                1.9% | 
                21% | 
                False | 
                False | 
                19,526 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.9% | 
                27.6 | 
                1.7% | 
                21% | 
                False | 
                False | 
                12,579 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                27.2 | 
                1.6% | 
                51% | 
                False | 
                False | 
                10,075 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                28.1 | 
                1.7% | 
                51% | 
                False | 
                False | 
                8,124 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                28.8 | 
                1.7% | 
                49% | 
                False | 
                False | 
                6,730 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                29.2 | 
                1.8% | 
                49% | 
                False | 
                False | 
                5,684 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,773.3 | 
         
        
            | 
2.618             | 
            1,733.1 | 
         
        
            | 
1.618             | 
            1,708.5 | 
         
        
            | 
1.000             | 
            1,693.3 | 
         
        
            | 
0.618             | 
            1,683.9 | 
         
        
            | 
HIGH             | 
            1,668.7 | 
         
        
            | 
0.618             | 
            1,659.3 | 
         
        
            | 
0.500             | 
            1,656.4 | 
         
        
            | 
0.382             | 
            1,653.5 | 
         
        
            | 
LOW             | 
            1,644.1 | 
         
        
            | 
0.618             | 
            1,628.9 | 
         
        
            | 
1.000             | 
            1,619.5 | 
         
        
            | 
1.618             | 
            1,604.3 | 
         
        
            | 
2.618             | 
            1,579.7 | 
         
        
            | 
4.250             | 
            1,539.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,662.1 | 
                                1,659.7 | 
                             
                            
                                | PP | 
                                1,659.2 | 
                                1,654.5 | 
                             
                            
                                | S1 | 
                                1,656.4 | 
                                1,649.3 | 
                             
             
         |