| Trading Metrics calculated at close of trading on 12-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Apr-2012 | 
                    12-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,660.7 | 
                        1,660.3 | 
                        -0.4 | 
                        0.0% | 
                        1,671.5 | 
                     
                    
                        | High | 
                        1,663.9 | 
                        1,681.3 | 
                        17.4 | 
                        1.0% | 
                        1,685.4 | 
                     
                    
                        | Low | 
                        1,653.5 | 
                        1,651.0 | 
                        -2.5 | 
                        -0.2% | 
                        1,613.0 | 
                     
                    
                        | Close | 
                        1,660.3 | 
                        1,680.6 | 
                        20.3 | 
                        1.2% | 
                        1,630.1 | 
                     
                    
                        | Range | 
                        10.4 | 
                        30.3 | 
                        19.9 | 
                        191.3% | 
                        72.4 | 
                     
                    
                        | ATR | 
                        27.9 | 
                        28.1 | 
                        0.2 | 
                        0.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        98,568 | 
                        127,523 | 
                        28,955 | 
                        29.4% | 
                        543,905 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,761.9 | 
                1,751.5 | 
                1,697.3 | 
                 | 
             
            
                | R3 | 
                1,731.6 | 
                1,721.2 | 
                1,688.9 | 
                 | 
             
            
                | R2 | 
                1,701.3 | 
                1,701.3 | 
                1,686.2 | 
                 | 
             
            
                | R1 | 
                1,690.9 | 
                1,690.9 | 
                1,683.4 | 
                1,696.1 | 
             
            
                | PP | 
                1,671.0 | 
                1,671.0 | 
                1,671.0 | 
                1,673.6 | 
             
            
                | S1 | 
                1,660.6 | 
                1,660.6 | 
                1,677.8 | 
                1,665.8 | 
             
            
                | S2 | 
                1,640.7 | 
                1,640.7 | 
                1,675.0 | 
                 | 
             
            
                | S3 | 
                1,610.4 | 
                1,630.3 | 
                1,672.3 | 
                 | 
             
            
                | S4 | 
                1,580.1 | 
                1,600.0 | 
                1,663.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,681.3 | 
                1,620.7 | 
                60.6 | 
                3.6% | 
                20.1 | 
                1.2% | 
                99% | 
                True | 
                False | 
                117,158 | 
                 
                
                | 10 | 
                1,685.4 | 
                1,613.0 | 
                72.4 | 
                4.3% | 
                23.2 | 
                1.4% | 
                93% | 
                False | 
                False | 
                126,864 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.2% | 
                24.2 | 
                1.4% | 
                78% | 
                False | 
                False | 
                80,516 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                10.8% | 
                27.6 | 
                1.6% | 
                37% | 
                False | 
                False | 
                46,937 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                10.8% | 
                26.7 | 
                1.6% | 
                37% | 
                False | 
                False | 
                33,171 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.9% | 
                26.1 | 
                1.6% | 
                57% | 
                False | 
                False | 
                25,736 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                15.9% | 
                28.1 | 
                1.7% | 
                57% | 
                False | 
                False | 
                21,051 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.7% | 
                28.6 | 
                1.7% | 
                54% | 
                False | 
                False | 
                17,668 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,810.1 | 
         
        
            | 
2.618             | 
            1,760.6 | 
         
        
            | 
1.618             | 
            1,730.3 | 
         
        
            | 
1.000             | 
            1,711.6 | 
         
        
            | 
0.618             | 
            1,700.0 | 
         
        
            | 
HIGH             | 
            1,681.3 | 
         
        
            | 
0.618             | 
            1,669.7 | 
         
        
            | 
0.500             | 
            1,666.2 | 
         
        
            | 
0.382             | 
            1,662.6 | 
         
        
            | 
LOW             | 
            1,651.0 | 
         
        
            | 
0.618             | 
            1,632.3 | 
         
        
            | 
1.000             | 
            1,620.7 | 
         
        
            | 
1.618             | 
            1,602.0 | 
         
        
            | 
2.618             | 
            1,571.7 | 
         
        
            | 
4.250             | 
            1,522.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,675.8 | 
                                1,672.7 | 
                             
                            
                                | PP | 
                                1,671.0 | 
                                1,664.8 | 
                             
                            
                                | S1 | 
                                1,666.2 | 
                                1,656.9 | 
                             
             
         |