| Trading Metrics calculated at close of trading on 28-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Mar-2012 | 
                    28-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,692.3 | 
                        1,682.7 | 
                        -9.6 | 
                        -0.6% | 
                        1,662.0 | 
                     
                    
                        | High | 
                        1,699.6 | 
                        1,687.2 | 
                        -12.4 | 
                        -0.7% | 
                        1,672.5 | 
                     
                    
                        | Low | 
                        1,681.5 | 
                        1,656.2 | 
                        -25.3 | 
                        -1.5% | 
                        1,629.8 | 
                     
                    
                        | Close | 
                        1,687.7 | 
                        1,660.5 | 
                        -27.2 | 
                        -1.6% | 
                        1,664.9 | 
                     
                    
                        | Range | 
                        18.1 | 
                        31.0 | 
                        12.9 | 
                        71.3% | 
                        42.7 | 
                     
                    
                        | ATR | 
                        28.8 | 
                        29.0 | 
                        0.2 | 
                        0.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        71,810 | 
                        79,720 | 
                        7,910 | 
                        11.0% | 
                        108,713 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,761.0 | 
                1,741.7 | 
                1,677.6 | 
                 | 
             
            
                | R3 | 
                1,730.0 | 
                1,710.7 | 
                1,669.0 | 
                 | 
             
            
                | R2 | 
                1,699.0 | 
                1,699.0 | 
                1,666.2 | 
                 | 
             
            
                | R1 | 
                1,679.7 | 
                1,679.7 | 
                1,663.3 | 
                1,673.9 | 
             
            
                | PP | 
                1,668.0 | 
                1,668.0 | 
                1,668.0 | 
                1,665.0 | 
             
            
                | S1 | 
                1,648.7 | 
                1,648.7 | 
                1,657.7 | 
                1,642.9 | 
             
            
                | S2 | 
                1,637.0 | 
                1,637.0 | 
                1,654.8 | 
                 | 
             
            
                | S3 | 
                1,606.0 | 
                1,617.7 | 
                1,652.0 | 
                 | 
             
            
                | S4 | 
                1,575.0 | 
                1,586.7 | 
                1,643.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                4.2% | 
                28.2 | 
                1.7% | 
                44% | 
                False | 
                False | 
                42,171 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,629.8 | 
                69.8 | 
                4.2% | 
                25.2 | 
                1.5% | 
                44% | 
                False | 
                False | 
                34,167 | 
                 
                
                | 20 | 
                1,729.6 | 
                1,629.8 | 
                99.8 | 
                6.0% | 
                28.1 | 
                1.7% | 
                31% | 
                False | 
                False | 
                26,654 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                10.0% | 
                28.1 | 
                1.7% | 
                19% | 
                False | 
                False | 
                16,209 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,576.9 | 
                218.2 | 
                13.1% | 
                26.9 | 
                1.6% | 
                38% | 
                False | 
                False | 
                12,922 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                28.1 | 
                1.7% | 
                49% | 
                False | 
                False | 
                10,174 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                28.7 | 
                1.7% | 
                47% | 
                False | 
                False | 
                8,453 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                28.7 | 
                1.7% | 
                47% | 
                False | 
                False | 
                7,127 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,819.0 | 
         
        
            | 
2.618             | 
            1,768.4 | 
         
        
            | 
1.618             | 
            1,737.4 | 
         
        
            | 
1.000             | 
            1,718.2 | 
         
        
            | 
0.618             | 
            1,706.4 | 
         
        
            | 
HIGH             | 
            1,687.2 | 
         
        
            | 
0.618             | 
            1,675.4 | 
         
        
            | 
0.500             | 
            1,671.7 | 
         
        
            | 
0.382             | 
            1,668.0 | 
         
        
            | 
LOW             | 
            1,656.2 | 
         
        
            | 
0.618             | 
            1,637.0 | 
         
        
            | 
1.000             | 
            1,625.2 | 
         
        
            | 
1.618             | 
            1,606.0 | 
         
        
            | 
2.618             | 
            1,575.0 | 
         
        
            | 
4.250             | 
            1,524.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,671.7 | 
                                1,677.9 | 
                             
                            
                                | PP | 
                                1,668.0 | 
                                1,672.1 | 
                             
                            
                                | S1 | 
                                1,664.2 | 
                                1,666.3 | 
                             
             
         |