| Trading Metrics calculated at close of trading on 04-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Apr-2012 | 
                    04-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,678.6 | 
                        1,645.8 | 
                        -32.8 | 
                        -2.0% | 
                        1,665.3 | 
                     
                    
                        | High | 
                        1,682.7 | 
                        1,649.5 | 
                        -33.2 | 
                        -2.0% | 
                        1,699.6 | 
                     
                    
                        | Low | 
                        1,640.2 | 
                        1,613.0 | 
                        -27.2 | 
                        -1.7% | 
                        1,646.7 | 
                     
                    
                        | Close | 
                        1,672.0 | 
                        1,614.1 | 
                        -57.9 | 
                        -3.5% | 
                        1,671.9 | 
                     
                    
                        | Range | 
                        42.5 | 
                        36.5 | 
                        -6.0 | 
                        -14.1% | 
                        52.9 | 
                     
                    
                        | ATR | 
                        28.3 | 
                        30.5 | 
                        2.2 | 
                        7.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        147,152 | 
                        180,281 | 
                        33,129 | 
                        22.5% | 
                        426,391 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,735.0 | 
                1,711.1 | 
                1,634.2 | 
                 | 
             
            
                | R3 | 
                1,698.5 | 
                1,674.6 | 
                1,624.1 | 
                 | 
             
            
                | R2 | 
                1,662.0 | 
                1,662.0 | 
                1,620.8 | 
                 | 
             
            
                | R1 | 
                1,638.1 | 
                1,638.1 | 
                1,617.4 | 
                1,631.8 | 
             
            
                | PP | 
                1,625.5 | 
                1,625.5 | 
                1,625.5 | 
                1,622.4 | 
             
            
                | S1 | 
                1,601.6 | 
                1,601.6 | 
                1,610.8 | 
                1,595.3 | 
             
            
                | S2 | 
                1,589.0 | 
                1,589.0 | 
                1,607.4 | 
                 | 
             
            
                | S3 | 
                1,552.5 | 
                1,565.1 | 
                1,604.1 | 
                 | 
             
            
                | S4 | 
                1,516.0 | 
                1,528.6 | 
                1,594.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,685.4 | 
                1,613.0 | 
                72.4 | 
                4.5% | 
                26.3 | 
                1.6% | 
                2% | 
                False | 
                True | 
                136,570 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.4% | 
                27.3 | 
                1.7% | 
                1% | 
                False | 
                True | 
                89,371 | 
                 
                
                | 20 | 
                1,720.0 | 
                1,613.0 | 
                107.0 | 
                6.6% | 
                27.9 | 
                1.7% | 
                1% | 
                False | 
                True | 
                57,446 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.3% | 
                27.9 | 
                1.7% | 
                1% | 
                False | 
                True | 
                32,846 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.3% | 
                27.0 | 
                1.7% | 
                1% | 
                False | 
                True | 
                23,877 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.5% | 
                27.8 | 
                1.7% | 
                32% | 
                False | 
                False | 
                18,599 | 
                 
                
                | 100 | 
                1,802.3 | 
                1,528.6 | 
                273.7 | 
                17.0% | 
                28.5 | 
                1.8% | 
                31% | 
                False | 
                False | 
                15,237 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.3% | 
                28.8 | 
                1.8% | 
                31% | 
                False | 
                False | 
                12,802 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,804.6 | 
         
        
            | 
2.618             | 
            1,745.1 | 
         
        
            | 
1.618             | 
            1,708.6 | 
         
        
            | 
1.000             | 
            1,686.0 | 
         
        
            | 
0.618             | 
            1,672.1 | 
         
        
            | 
HIGH             | 
            1,649.5 | 
         
        
            | 
0.618             | 
            1,635.6 | 
         
        
            | 
0.500             | 
            1,631.3 | 
         
        
            | 
0.382             | 
            1,626.9 | 
         
        
            | 
LOW             | 
            1,613.0 | 
         
        
            | 
0.618             | 
            1,590.4 | 
         
        
            | 
1.000             | 
            1,576.5 | 
         
        
            | 
1.618             | 
            1,553.9 | 
         
        
            | 
2.618             | 
            1,517.4 | 
         
        
            | 
4.250             | 
            1,457.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,631.3 | 
                                1,649.2 | 
                             
                            
                                | PP | 
                                1,625.5 | 
                                1,637.5 | 
                             
                            
                                | S1 | 
                                1,619.8 | 
                                1,625.8 | 
                             
             
         |