| Trading Metrics calculated at close of trading on 10-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Apr-2012 | 
                    10-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,641.0 | 
                        1,643.0 | 
                        2.0 | 
                        0.1% | 
                        1,671.5 | 
                     
                    
                        | High | 
                        1,649.9 | 
                        1,664.8 | 
                        14.9 | 
                        0.9% | 
                        1,685.4 | 
                     
                    
                        | Low | 
                        1,636.7 | 
                        1,632.5 | 
                        -4.2 | 
                        -0.3% | 
                        1,613.0 | 
                     
                    
                        | Close | 
                        1,643.9 | 
                        1,660.7 | 
                        16.8 | 
                        1.0% | 
                        1,630.1 | 
                     
                    
                        | Range | 
                        13.2 | 
                        32.3 | 
                        19.1 | 
                        144.7% | 
                        72.4 | 
                     
                    
                        | ATR | 
                        29.1 | 
                        29.3 | 
                        0.2 | 
                        0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        79,884 | 
                        166,553 | 
                        86,669 | 
                        108.5% | 
                        543,905 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,749.6 | 
                1,737.4 | 
                1,678.5 | 
                 | 
             
            
                | R3 | 
                1,717.3 | 
                1,705.1 | 
                1,669.6 | 
                 | 
             
            
                | R2 | 
                1,685.0 | 
                1,685.0 | 
                1,666.6 | 
                 | 
             
            
                | R1 | 
                1,672.8 | 
                1,672.8 | 
                1,663.7 | 
                1,678.9 | 
             
            
                | PP | 
                1,652.7 | 
                1,652.7 | 
                1,652.7 | 
                1,655.7 | 
             
            
                | S1 | 
                1,640.5 | 
                1,640.5 | 
                1,657.7 | 
                1,646.6 | 
             
            
                | S2 | 
                1,620.4 | 
                1,620.4 | 
                1,654.8 | 
                 | 
             
            
                | S3 | 
                1,588.1 | 
                1,608.2 | 
                1,651.8 | 
                 | 
             
            
                | S4 | 
                1,555.8 | 
                1,575.9 | 
                1,642.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,682.7 | 
                1,613.0 | 
                69.7 | 
                4.2% | 
                27.7 | 
                1.7% | 
                68% | 
                False | 
                False | 
                137,426 | 
                 
                
                | 10 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.2% | 
                24.0 | 
                1.4% | 
                55% | 
                False | 
                False | 
                119,408 | 
                 
                
                | 20 | 
                1,708.4 | 
                1,613.0 | 
                95.4 | 
                5.7% | 
                26.7 | 
                1.6% | 
                50% | 
                False | 
                False | 
                72,150 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                27.4 | 
                1.6% | 
                26% | 
                False | 
                False | 
                41,448 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                26.9 | 
                1.6% | 
                26% | 
                False | 
                False | 
                29,624 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                27.0 | 
                1.6% | 
                50% | 
                False | 
                False | 
                22,976 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                28.2 | 
                1.7% | 
                50% | 
                False | 
                False | 
                18,803 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                28.7 | 
                1.7% | 
                47% | 
                False | 
                False | 
                15,794 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,802.1 | 
         
        
            | 
2.618             | 
            1,749.4 | 
         
        
            | 
1.618             | 
            1,717.1 | 
         
        
            | 
1.000             | 
            1,697.1 | 
         
        
            | 
0.618             | 
            1,684.8 | 
         
        
            | 
HIGH             | 
            1,664.8 | 
         
        
            | 
0.618             | 
            1,652.5 | 
         
        
            | 
0.500             | 
            1,648.7 | 
         
        
            | 
0.382             | 
            1,644.8 | 
         
        
            | 
LOW             | 
            1,632.5 | 
         
        
            | 
0.618             | 
            1,612.5 | 
         
        
            | 
1.000             | 
            1,600.2 | 
         
        
            | 
1.618             | 
            1,580.2 | 
         
        
            | 
2.618             | 
            1,547.9 | 
         
        
            | 
4.250             | 
            1,495.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,656.7 | 
                                1,654.7 | 
                             
                            
                                | PP | 
                                1,652.7 | 
                                1,648.7 | 
                             
                            
                                | S1 | 
                                1,648.7 | 
                                1,642.8 | 
                             
             
         |