| Trading Metrics calculated at close of trading on 09-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Apr-2012 | 
                    09-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,622.0 | 
                        1,641.0 | 
                        19.0 | 
                        1.2% | 
                        1,671.5 | 
                     
                    
                        | High | 
                        1,634.8 | 
                        1,649.9 | 
                        15.1 | 
                        0.9% | 
                        1,685.4 | 
                     
                    
                        | Low | 
                        1,620.7 | 
                        1,636.7 | 
                        16.0 | 
                        1.0% | 
                        1,613.0 | 
                     
                    
                        | Close | 
                        1,630.1 | 
                        1,643.9 | 
                        13.8 | 
                        0.8% | 
                        1,630.1 | 
                     
                    
                        | Range | 
                        14.1 | 
                        13.2 | 
                        -0.9 | 
                        -6.4% | 
                        72.4 | 
                     
                    
                        | ATR | 
                        29.8 | 
                        29.1 | 
                        -0.7 | 
                        -2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        113,264 | 
                        79,884 | 
                        -33,380 | 
                        -29.5% | 
                        543,905 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,683.1 | 
                1,676.7 | 
                1,651.2 | 
                 | 
             
            
                | R3 | 
                1,669.9 | 
                1,663.5 | 
                1,647.5 | 
                 | 
             
            
                | R2 | 
                1,656.7 | 
                1,656.7 | 
                1,646.3 | 
                 | 
             
            
                | R1 | 
                1,650.3 | 
                1,650.3 | 
                1,645.1 | 
                1,653.5 | 
             
            
                | PP | 
                1,643.5 | 
                1,643.5 | 
                1,643.5 | 
                1,645.1 | 
             
            
                | S1 | 
                1,637.1 | 
                1,637.1 | 
                1,642.7 | 
                1,640.3 | 
             
            
                | S2 | 
                1,630.3 | 
                1,630.3 | 
                1,641.5 | 
                 | 
             
            
                | S3 | 
                1,617.1 | 
                1,623.9 | 
                1,640.3 | 
                 | 
             
            
                | S4 | 
                1,603.9 | 
                1,610.7 | 
                1,636.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,860.0 | 
                1,817.5 | 
                1,669.9 | 
                 | 
             
            
                | R3 | 
                1,787.6 | 
                1,745.1 | 
                1,650.0 | 
                 | 
             
            
                | R2 | 
                1,715.2 | 
                1,715.2 | 
                1,643.4 | 
                 | 
             
            
                | R1 | 
                1,672.7 | 
                1,672.7 | 
                1,636.7 | 
                1,657.8 | 
             
            
                | PP | 
                1,642.8 | 
                1,642.8 | 
                1,642.8 | 
                1,635.4 | 
             
            
                | S1 | 
                1,600.3 | 
                1,600.3 | 
                1,623.5 | 
                1,585.4 | 
             
            
                | S2 | 
                1,570.4 | 
                1,570.4 | 
                1,616.8 | 
                 | 
             
            
                | S3 | 
                1,498.0 | 
                1,527.9 | 
                1,610.2 | 
                 | 
             
            
                | S4 | 
                1,425.6 | 
                1,455.5 | 
                1,590.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                4.4% | 
                25.5 | 
                1.5% | 
                43% | 
                False | 
                False | 
                124,757 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.3% | 
                24.7 | 
                1.5% | 
                36% | 
                False | 
                False | 
                105,018 | 
                 
                
                | 20 | 
                1,720.0 | 
                1,613.0 | 
                107.0 | 
                6.5% | 
                26.3 | 
                1.6% | 
                29% | 
                False | 
                False | 
                64,601 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                27.3 | 
                1.7% | 
                17% | 
                False | 
                False | 
                37,382 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                26.7 | 
                1.6% | 
                17% | 
                False | 
                False | 
                26,927 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                27.2 | 
                1.7% | 
                43% | 
                False | 
                False | 
                20,953 | 
                 
                
                | 100 | 
                1,802.3 | 
                1,528.6 | 
                273.7 | 
                16.6% | 
                28.0 | 
                1.7% | 
                42% | 
                False | 
                False | 
                17,144 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                28.6 | 
                1.7% | 
                41% | 
                False | 
                False | 
                14,407 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,706.0 | 
         
        
            | 
2.618             | 
            1,684.5 | 
         
        
            | 
1.618             | 
            1,671.3 | 
         
        
            | 
1.000             | 
            1,663.1 | 
         
        
            | 
0.618             | 
            1,658.1 | 
         
        
            | 
HIGH             | 
            1,649.9 | 
         
        
            | 
0.618             | 
            1,644.9 | 
         
        
            | 
0.500             | 
            1,643.3 | 
         
        
            | 
0.382             | 
            1,641.7 | 
         
        
            | 
LOW             | 
            1,636.7 | 
         
        
            | 
0.618             | 
            1,628.5 | 
         
        
            | 
1.000             | 
            1,623.5 | 
         
        
            | 
1.618             | 
            1,615.3 | 
         
        
            | 
2.618             | 
            1,602.1 | 
         
        
            | 
4.250             | 
            1,580.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,643.7 | 
                                1,639.8 | 
                             
                            
                                | PP | 
                                1,643.5 | 
                                1,635.6 | 
                             
                            
                                | S1 | 
                                1,643.3 | 
                                1,631.5 | 
                             
             
         |