| Trading Metrics calculated at close of trading on 11-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Apr-2012 | 
                    11-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,643.0 | 
                        1,660.7 | 
                        17.7 | 
                        1.1% | 
                        1,671.5 | 
                     
                    
                        | High | 
                        1,664.8 | 
                        1,663.9 | 
                        -0.9 | 
                        -0.1% | 
                        1,685.4 | 
                     
                    
                        | Low | 
                        1,632.5 | 
                        1,653.5 | 
                        21.0 | 
                        1.3% | 
                        1,613.0 | 
                     
                    
                        | Close | 
                        1,660.7 | 
                        1,660.3 | 
                        -0.4 | 
                        0.0% | 
                        1,630.1 | 
                     
                    
                        | Range | 
                        32.3 | 
                        10.4 | 
                        -21.9 | 
                        -67.8% | 
                        72.4 | 
                     
                    
                        | ATR | 
                        29.3 | 
                        27.9 | 
                        -1.3 | 
                        -4.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        166,553 | 
                        98,568 | 
                        -67,985 | 
                        -40.8% | 
                        543,905 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,690.4 | 
                1,685.8 | 
                1,666.0 | 
                 | 
             
            
                | R3 | 
                1,680.0 | 
                1,675.4 | 
                1,663.2 | 
                 | 
             
            
                | R2 | 
                1,669.6 | 
                1,669.6 | 
                1,662.2 | 
                 | 
             
            
                | R1 | 
                1,665.0 | 
                1,665.0 | 
                1,661.3 | 
                1,662.1 | 
             
            
                | PP | 
                1,659.2 | 
                1,659.2 | 
                1,659.2 | 
                1,657.8 | 
             
            
                | S1 | 
                1,654.6 | 
                1,654.6 | 
                1,659.3 | 
                1,651.7 | 
             
            
                | S2 | 
                1,648.8 | 
                1,648.8 | 
                1,658.4 | 
                 | 
             
            
                | S3 | 
                1,638.4 | 
                1,644.2 | 
                1,657.4 | 
                 | 
             
            
                | S4 | 
                1,628.0 | 
                1,633.8 | 
                1,654.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,664.8 | 
                1,613.0 | 
                51.8 | 
                3.1% | 
                21.3 | 
                1.3% | 
                91% | 
                False | 
                False | 
                127,710 | 
                 
                
                | 10 | 
                1,687.2 | 
                1,613.0 | 
                74.2 | 
                4.5% | 
                23.3 | 
                1.4% | 
                64% | 
                False | 
                False | 
                122,084 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.2% | 
                25.1 | 
                1.5% | 
                55% | 
                False | 
                False | 
                75,129 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                27.2 | 
                1.6% | 
                26% | 
                False | 
                False | 
                43,808 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                26.7 | 
                1.6% | 
                26% | 
                False | 
                False | 
                31,190 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                26.1 | 
                1.6% | 
                49% | 
                False | 
                False | 
                24,179 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                28.0 | 
                1.7% | 
                49% | 
                False | 
                False | 
                19,785 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.9% | 
                28.5 | 
                1.7% | 
                47% | 
                False | 
                False | 
                16,613 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,708.1 | 
         
        
            | 
2.618             | 
            1,691.1 | 
         
        
            | 
1.618             | 
            1,680.7 | 
         
        
            | 
1.000             | 
            1,674.3 | 
         
        
            | 
0.618             | 
            1,670.3 | 
         
        
            | 
HIGH             | 
            1,663.9 | 
         
        
            | 
0.618             | 
            1,659.9 | 
         
        
            | 
0.500             | 
            1,658.7 | 
         
        
            | 
0.382             | 
            1,657.5 | 
         
        
            | 
LOW             | 
            1,653.5 | 
         
        
            | 
0.618             | 
            1,647.1 | 
         
        
            | 
1.000             | 
            1,643.1 | 
         
        
            | 
1.618             | 
            1,636.7 | 
         
        
            | 
2.618             | 
            1,626.3 | 
         
        
            | 
4.250             | 
            1,609.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,659.8 | 
                                1,656.4 | 
                             
                            
                                | PP | 
                                1,659.2 | 
                                1,652.5 | 
                             
                            
                                | S1 | 
                                1,658.7 | 
                                1,648.7 | 
                             
             
         |