| Trading Metrics calculated at close of trading on 27-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Mar-2012 | 
                    27-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,665.3 | 
                        1,692.3 | 
                        27.0 | 
                        1.6% | 
                        1,662.0 | 
                     
                    
                        | High | 
                        1,696.0 | 
                        1,699.6 | 
                        3.6 | 
                        0.2% | 
                        1,672.5 | 
                     
                    
                        | Low | 
                        1,657.5 | 
                        1,681.5 | 
                        24.0 | 
                        1.4% | 
                        1,629.8 | 
                     
                    
                        | Close | 
                        1,688.2 | 
                        1,687.7 | 
                        -0.5 | 
                        0.0% | 
                        1,664.9 | 
                     
                    
                        | Range | 
                        38.5 | 
                        18.1 | 
                        -20.4 | 
                        -53.0% | 
                        42.7 | 
                     
                    
                        | ATR | 
                        29.7 | 
                        28.8 | 
                        -0.8 | 
                        -2.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        22,648 | 
                        71,810 | 
                        49,162 | 
                        217.1% | 
                        108,713 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,743.9 | 
                1,733.9 | 
                1,697.7 | 
                 | 
             
            
                | R3 | 
                1,725.8 | 
                1,715.8 | 
                1,692.7 | 
                 | 
             
            
                | R2 | 
                1,707.7 | 
                1,707.7 | 
                1,691.0 | 
                 | 
             
            
                | R1 | 
                1,697.7 | 
                1,697.7 | 
                1,689.4 | 
                1,693.7 | 
             
            
                | PP | 
                1,689.6 | 
                1,689.6 | 
                1,689.6 | 
                1,687.6 | 
             
            
                | S1 | 
                1,679.6 | 
                1,679.6 | 
                1,686.0 | 
                1,675.6 | 
             
            
                | S2 | 
                1,671.5 | 
                1,671.5 | 
                1,684.4 | 
                 | 
             
            
                | S3 | 
                1,653.4 | 
                1,661.5 | 
                1,682.7 | 
                 | 
             
            
                | S4 | 
                1,635.3 | 
                1,643.4 | 
                1,677.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,699.6 | 
                1,629.8 | 
                69.8 | 
                4.1% | 
                25.0 | 
                1.5% | 
                83% | 
                True | 
                False | 
                30,354 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,629.8 | 
                69.8 | 
                4.1% | 
                26.9 | 
                1.6% | 
                83% | 
                True | 
                False | 
                28,174 | 
                 
                
                | 20 | 
                1,794.3 | 
                1,629.8 | 
                164.5 | 
                9.7% | 
                32.3 | 
                1.9% | 
                35% | 
                False | 
                False | 
                23,082 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.8% | 
                27.9 | 
                1.7% | 
                35% | 
                False | 
                False | 
                14,296 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,556.0 | 
                239.1 | 
                14.2% | 
                26.9 | 
                1.6% | 
                55% | 
                False | 
                False | 
                11,620 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.8% | 
                28.0 | 
                1.7% | 
                60% | 
                False | 
                False | 
                9,228 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.6% | 
                28.6 | 
                1.7% | 
                57% | 
                False | 
                False | 
                7,669 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.6% | 
                28.7 | 
                1.7% | 
                57% | 
                False | 
                False | 
                6,466 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,776.5 | 
         
        
            | 
2.618             | 
            1,747.0 | 
         
        
            | 
1.618             | 
            1,728.9 | 
         
        
            | 
1.000             | 
            1,717.7 | 
         
        
            | 
0.618             | 
            1,710.8 | 
         
        
            | 
HIGH             | 
            1,699.6 | 
         
        
            | 
0.618             | 
            1,692.7 | 
         
        
            | 
0.500             | 
            1,690.6 | 
         
        
            | 
0.382             | 
            1,688.4 | 
         
        
            | 
LOW             | 
            1,681.5 | 
         
        
            | 
0.618             | 
            1,670.3 | 
         
        
            | 
1.000             | 
            1,663.4 | 
         
        
            | 
1.618             | 
            1,652.2 | 
         
        
            | 
2.618             | 
            1,634.1 | 
         
        
            | 
4.250             | 
            1,604.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,690.6 | 
                                1,682.4 | 
                             
                            
                                | PP | 
                                1,689.6 | 
                                1,677.1 | 
                             
                            
                                | S1 | 
                                1,688.7 | 
                                1,671.9 | 
                             
             
         |