| Trading Metrics calculated at close of trading on 30-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Mar-2012 | 
                    30-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,664.6 | 
                        1,663.2 | 
                        -1.4 | 
                        -0.1% | 
                        1,665.3 | 
                     
                    
                        | High | 
                        1,666.9 | 
                        1,672.7 | 
                        5.8 | 
                        0.3% | 
                        1,699.6 | 
                     
                    
                        | Low | 
                        1,646.7 | 
                        1,661.2 | 
                        14.5 | 
                        0.9% | 
                        1,646.7 | 
                     
                    
                        | Close | 
                        1,654.9 | 
                        1,671.9 | 
                        17.0 | 
                        1.0% | 
                        1,671.9 | 
                     
                    
                        | Range | 
                        20.2 | 
                        11.5 | 
                        -8.7 | 
                        -43.1% | 
                        52.9 | 
                     
                    
                        | ATR | 
                        28.4 | 
                        27.6 | 
                        -0.8 | 
                        -2.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        150,738 | 
                        101,475 | 
                        -49,263 | 
                        -32.7% | 
                        426,391 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,703.1 | 
                1,699.0 | 
                1,678.2 | 
                 | 
             
            
                | R3 | 
                1,691.6 | 
                1,687.5 | 
                1,675.1 | 
                 | 
             
            
                | R2 | 
                1,680.1 | 
                1,680.1 | 
                1,674.0 | 
                 | 
             
            
                | R1 | 
                1,676.0 | 
                1,676.0 | 
                1,673.0 | 
                1,678.1 | 
             
            
                | PP | 
                1,668.6 | 
                1,668.6 | 
                1,668.6 | 
                1,669.6 | 
             
            
                | S1 | 
                1,664.5 | 
                1,664.5 | 
                1,670.8 | 
                1,666.6 | 
             
            
                | S2 | 
                1,657.1 | 
                1,657.1 | 
                1,669.8 | 
                 | 
             
            
                | S3 | 
                1,645.6 | 
                1,653.0 | 
                1,668.7 | 
                 | 
             
            
                | S4 | 
                1,634.1 | 
                1,641.5 | 
                1,665.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,831.4 | 
                1,804.6 | 
                1,701.0 | 
                 | 
             
            
                | R3 | 
                1,778.5 | 
                1,751.7 | 
                1,686.4 | 
                 | 
             
            
                | R2 | 
                1,725.6 | 
                1,725.6 | 
                1,681.6 | 
                 | 
             
            
                | R1 | 
                1,698.8 | 
                1,698.8 | 
                1,676.7 | 
                1,712.2 | 
             
            
                | PP | 
                1,672.7 | 
                1,672.7 | 
                1,672.7 | 
                1,679.5 | 
             
            
                | S1 | 
                1,645.9 | 
                1,645.9 | 
                1,667.1 | 
                1,659.3 | 
             
            
                | S2 | 
                1,619.8 | 
                1,619.8 | 
                1,662.2 | 
                 | 
             
            
                | S3 | 
                1,566.9 | 
                1,593.0 | 
                1,657.4 | 
                 | 
             
            
                | S4 | 
                1,514.0 | 
                1,540.1 | 
                1,642.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,646.7 | 
                52.9 | 
                3.2% | 
                23.9 | 
                1.4% | 
                48% | 
                False | 
                False | 
                85,278 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,629.8 | 
                69.8 | 
                4.2% | 
                22.9 | 
                1.4% | 
                60% | 
                False | 
                False | 
                53,510 | 
                 
                
                | 20 | 
                1,720.0 | 
                1,629.8 | 
                90.2 | 
                5.4% | 
                27.2 | 
                1.6% | 
                47% | 
                False | 
                False | 
                37,963 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.9% | 
                28.0 | 
                1.7% | 
                25% | 
                False | 
                False | 
                22,321 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,604.3 | 
                190.8 | 
                11.4% | 
                26.4 | 
                1.6% | 
                35% | 
                False | 
                False | 
                16,951 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.9% | 
                27.8 | 
                1.7% | 
                54% | 
                False | 
                False | 
                13,268 | 
                 
                
                | 100 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.7% | 
                28.5 | 
                1.7% | 
                51% | 
                False | 
                False | 
                10,941 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.7% | 
                28.5 | 
                1.7% | 
                51% | 
                False | 
                False | 
                9,222 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,721.6 | 
         
        
            | 
2.618             | 
            1,702.8 | 
         
        
            | 
1.618             | 
            1,691.3 | 
         
        
            | 
1.000             | 
            1,684.2 | 
         
        
            | 
0.618             | 
            1,679.8 | 
         
        
            | 
HIGH             | 
            1,672.7 | 
         
        
            | 
0.618             | 
            1,668.3 | 
         
        
            | 
0.500             | 
            1,667.0 | 
         
        
            | 
0.382             | 
            1,665.6 | 
         
        
            | 
LOW             | 
            1,661.2 | 
         
        
            | 
0.618             | 
            1,654.1 | 
         
        
            | 
1.000             | 
            1,649.7 | 
         
        
            | 
1.618             | 
            1,642.6 | 
         
        
            | 
2.618             | 
            1,631.1 | 
         
        
            | 
4.250             | 
            1,612.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,670.3 | 
                                1,670.3 | 
                             
                            
                                | PP | 
                                1,668.6 | 
                                1,668.6 | 
                             
                            
                                | S1 | 
                                1,667.0 | 
                                1,667.0 | 
                             
             
         |