| Trading Metrics calculated at close of trading on 26-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2012 | 
                    26-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,646.6 | 
                        1,665.3 | 
                        18.7 | 
                        1.1% | 
                        1,662.0 | 
                     
                    
                        | High | 
                        1,668.7 | 
                        1,696.0 | 
                        27.3 | 
                        1.6% | 
                        1,672.5 | 
                     
                    
                        | Low | 
                        1,644.1 | 
                        1,657.5 | 
                        13.4 | 
                        0.8% | 
                        1,629.8 | 
                     
                    
                        | Close | 
                        1,664.9 | 
                        1,688.2 | 
                        23.3 | 
                        1.4% | 
                        1,664.9 | 
                     
                    
                        | Range | 
                        24.6 | 
                        38.5 | 
                        13.9 | 
                        56.5% | 
                        42.7 | 
                     
                    
                        | ATR | 
                        29.0 | 
                        29.7 | 
                        0.7 | 
                        2.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        17,965 | 
                        22,648 | 
                        4,683 | 
                        26.1% | 
                        108,713 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,796.1 | 
                1,780.6 | 
                1,709.4 | 
                 | 
             
            
                | R3 | 
                1,757.6 | 
                1,742.1 | 
                1,698.8 | 
                 | 
             
            
                | R2 | 
                1,719.1 | 
                1,719.1 | 
                1,695.3 | 
                 | 
             
            
                | R1 | 
                1,703.6 | 
                1,703.6 | 
                1,691.7 | 
                1,711.4 | 
             
            
                | PP | 
                1,680.6 | 
                1,680.6 | 
                1,680.6 | 
                1,684.4 | 
             
            
                | S1 | 
                1,665.1 | 
                1,665.1 | 
                1,684.7 | 
                1,672.9 | 
             
            
                | S2 | 
                1,642.1 | 
                1,642.1 | 
                1,681.1 | 
                 | 
             
            
                | S3 | 
                1,603.6 | 
                1,626.6 | 
                1,677.6 | 
                 | 
             
            
                | S4 | 
                1,565.1 | 
                1,588.1 | 
                1,667.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,696.0 | 
                1,629.8 | 
                66.2 | 
                3.9% | 
                26.0 | 
                1.5% | 
                88% | 
                True | 
                False | 
                20,390 | 
                 
                
                | 10 | 
                1,708.4 | 
                1,629.8 | 
                78.6 | 
                4.7% | 
                29.4 | 
                1.7% | 
                74% | 
                False | 
                False | 
                24,892 | 
                 
                
                | 20 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.8% | 
                32.6 | 
                1.9% | 
                35% | 
                False | 
                False | 
                19,906 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.8% | 
                27.9 | 
                1.7% | 
                35% | 
                False | 
                False | 
                12,874 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.8% | 
                27.2 | 
                1.6% | 
                60% | 
                False | 
                False | 
                10,441 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.8% | 
                28.4 | 
                1.7% | 
                60% | 
                False | 
                False | 
                8,384 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.6% | 
                28.8 | 
                1.7% | 
                57% | 
                False | 
                False | 
                6,954 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.6% | 
                29.2 | 
                1.7% | 
                57% | 
                False | 
                False | 
                5,869 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,859.6 | 
         
        
            | 
2.618             | 
            1,796.8 | 
         
        
            | 
1.618             | 
            1,758.3 | 
         
        
            | 
1.000             | 
            1,734.5 | 
         
        
            | 
0.618             | 
            1,719.8 | 
         
        
            | 
HIGH             | 
            1,696.0 | 
         
        
            | 
0.618             | 
            1,681.3 | 
         
        
            | 
0.500             | 
            1,676.8 | 
         
        
            | 
0.382             | 
            1,672.2 | 
         
        
            | 
LOW             | 
            1,657.5 | 
         
        
            | 
0.618             | 
            1,633.7 | 
         
        
            | 
1.000             | 
            1,619.0 | 
         
        
            | 
1.618             | 
            1,595.2 | 
         
        
            | 
2.618             | 
            1,556.7 | 
         
        
            | 
4.250             | 
            1,493.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,684.4 | 
                                1,679.8 | 
                             
                            
                                | PP | 
                                1,680.6 | 
                                1,671.3 | 
                             
                            
                                | S1 | 
                                1,676.8 | 
                                1,662.9 | 
                             
             
         |