| Trading Metrics calculated at close of trading on 03-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Apr-2012 | 
                    03-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,671.5 | 
                        1,678.6 | 
                        7.1 | 
                        0.4% | 
                        1,665.3 | 
                     
                    
                        | High | 
                        1,685.4 | 
                        1,682.7 | 
                        -2.7 | 
                        -0.2% | 
                        1,699.6 | 
                     
                    
                        | Low | 
                        1,664.4 | 
                        1,640.2 | 
                        -24.2 | 
                        -1.5% | 
                        1,646.7 | 
                     
                    
                        | Close | 
                        1,679.7 | 
                        1,672.0 | 
                        -7.7 | 
                        -0.5% | 
                        1,671.9 | 
                     
                    
                        | Range | 
                        21.0 | 
                        42.5 | 
                        21.5 | 
                        102.4% | 
                        52.9 | 
                     
                    
                        | ATR | 
                        27.2 | 
                        28.3 | 
                        1.1 | 
                        4.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        103,208 | 
                        147,152 | 
                        43,944 | 
                        42.6% | 
                        426,391 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,792.5 | 
                1,774.7 | 
                1,695.4 | 
                 | 
             
            
                | R3 | 
                1,750.0 | 
                1,732.2 | 
                1,683.7 | 
                 | 
             
            
                | R2 | 
                1,707.5 | 
                1,707.5 | 
                1,679.8 | 
                 | 
             
            
                | R1 | 
                1,689.7 | 
                1,689.7 | 
                1,675.9 | 
                1,677.4 | 
             
            
                | PP | 
                1,665.0 | 
                1,665.0 | 
                1,665.0 | 
                1,658.8 | 
             
            
                | S1 | 
                1,647.2 | 
                1,647.2 | 
                1,668.1 | 
                1,634.9 | 
             
            
                | S2 | 
                1,622.5 | 
                1,622.5 | 
                1,664.2 | 
                 | 
             
            
                | S3 | 
                1,580.0 | 
                1,604.7 | 
                1,660.3 | 
                 | 
             
            
                | S4 | 
                1,537.5 | 
                1,562.2 | 
                1,648.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,687.2 | 
                1,640.2 | 
                47.0 | 
                2.8% | 
                25.2 | 
                1.5% | 
                68% | 
                False | 
                True | 
                116,458 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,629.8 | 
                69.8 | 
                4.2% | 
                25.1 | 
                1.5% | 
                60% | 
                False | 
                False | 
                73,406 | 
                 
                
                | 20 | 
                1,720.0 | 
                1,629.8 | 
                90.2 | 
                5.4% | 
                26.9 | 
                1.6% | 
                47% | 
                False | 
                False | 
                49,631 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,629.8 | 
                165.3 | 
                9.9% | 
                28.0 | 
                1.7% | 
                26% | 
                False | 
                False | 
                28,423 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,611.9 | 
                183.2 | 
                11.0% | 
                26.7 | 
                1.6% | 
                33% | 
                False | 
                False | 
                20,923 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.9% | 
                28.0 | 
                1.7% | 
                54% | 
                False | 
                False | 
                16,364 | 
                 
                
                | 100 | 
                1,802.5 | 
                1,528.6 | 
                273.9 | 
                16.4% | 
                28.5 | 
                1.7% | 
                52% | 
                False | 
                False | 
                13,437 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.7% | 
                28.7 | 
                1.7% | 
                51% | 
                False | 
                False | 
                11,307 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,863.3 | 
         
        
            | 
2.618             | 
            1,794.0 | 
         
        
            | 
1.618             | 
            1,751.5 | 
         
        
            | 
1.000             | 
            1,725.2 | 
         
        
            | 
0.618             | 
            1,709.0 | 
         
        
            | 
HIGH             | 
            1,682.7 | 
         
        
            | 
0.618             | 
            1,666.5 | 
         
        
            | 
0.500             | 
            1,661.5 | 
         
        
            | 
0.382             | 
            1,656.4 | 
         
        
            | 
LOW             | 
            1,640.2 | 
         
        
            | 
0.618             | 
            1,613.9 | 
         
        
            | 
1.000             | 
            1,597.7 | 
         
        
            | 
1.618             | 
            1,571.4 | 
         
        
            | 
2.618             | 
            1,528.9 | 
         
        
            | 
4.250             | 
            1,459.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,668.5 | 
                                1,668.9 | 
                             
                            
                                | PP | 
                                1,665.0 | 
                                1,665.9 | 
                             
                            
                                | S1 | 
                                1,661.5 | 
                                1,662.8 | 
                             
             
         |