| Trading Metrics calculated at close of trading on 16-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Apr-2012 | 
                    16-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,676.6 | 
                        1,658.7 | 
                        -17.9 | 
                        -1.1% | 
                        1,641.0 | 
                     
                    
                        | High | 
                        1,679.2 | 
                        1,659.6 | 
                        -19.6 | 
                        -1.2% | 
                        1,681.3 | 
                     
                    
                        | Low | 
                        1,649.7 | 
                        1,642.0 | 
                        -7.7 | 
                        -0.5% | 
                        1,632.5 | 
                     
                    
                        | Close | 
                        1,660.2 | 
                        1,649.7 | 
                        -10.5 | 
                        -0.6% | 
                        1,660.2 | 
                     
                    
                        | Range | 
                        29.5 | 
                        17.6 | 
                        -11.9 | 
                        -40.3% | 
                        48.8 | 
                     
                    
                        | ATR | 
                        28.3 | 
                        27.6 | 
                        -0.7 | 
                        -2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        121,056 | 
                        108,705 | 
                        -12,351 | 
                        -10.2% | 
                        593,584 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,703.2 | 
                1,694.1 | 
                1,659.4 | 
                 | 
             
            
                | R3 | 
                1,685.6 | 
                1,676.5 | 
                1,654.5 | 
                 | 
             
            
                | R2 | 
                1,668.0 | 
                1,668.0 | 
                1,652.9 | 
                 | 
             
            
                | R1 | 
                1,658.9 | 
                1,658.9 | 
                1,651.3 | 
                1,654.7 | 
             
            
                | PP | 
                1,650.4 | 
                1,650.4 | 
                1,650.4 | 
                1,648.3 | 
             
            
                | S1 | 
                1,641.3 | 
                1,641.3 | 
                1,648.1 | 
                1,637.1 | 
             
            
                | S2 | 
                1,632.8 | 
                1,632.8 | 
                1,646.5 | 
                 | 
             
            
                | S3 | 
                1,615.2 | 
                1,623.7 | 
                1,644.9 | 
                 | 
             
            
                | S4 | 
                1,597.6 | 
                1,606.1 | 
                1,640.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,804.4 | 
                1,781.1 | 
                1,687.0 | 
                 | 
             
            
                | R3 | 
                1,755.6 | 
                1,732.3 | 
                1,673.6 | 
                 | 
             
            
                | R2 | 
                1,706.8 | 
                1,706.8 | 
                1,669.1 | 
                 | 
             
            
                | R1 | 
                1,683.5 | 
                1,683.5 | 
                1,664.7 | 
                1,695.2 | 
             
            
                | PP | 
                1,658.0 | 
                1,658.0 | 
                1,658.0 | 
                1,663.8 | 
             
            
                | S1 | 
                1,634.7 | 
                1,634.7 | 
                1,655.7 | 
                1,646.4 | 
             
            
                | S2 | 
                1,609.2 | 
                1,609.2 | 
                1,651.3 | 
                 | 
             
            
                | S3 | 
                1,560.4 | 
                1,585.9 | 
                1,646.8 | 
                 | 
             
            
                | S4 | 
                1,511.6 | 
                1,537.1 | 
                1,633.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,632.5 | 
                48.8 | 
                3.0% | 
                24.0 | 
                1.5% | 
                35% | 
                False | 
                False | 
                124,481 | 
                 
                
                | 10 | 
                1,685.4 | 
                1,613.0 | 
                72.4 | 
                4.4% | 
                24.7 | 
                1.5% | 
                51% | 
                False | 
                False | 
                124,619 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.2% | 
                23.8 | 
                1.4% | 
                42% | 
                False | 
                False | 
                89,064 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                27.7 | 
                1.7% | 
                20% | 
                False | 
                False | 
                52,343 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                26.9 | 
                1.6% | 
                20% | 
                False | 
                False | 
                36,754 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                26.1 | 
                1.6% | 
                45% | 
                False | 
                False | 
                28,562 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                27.8 | 
                1.7% | 
                45% | 
                False | 
                False | 
                23,306 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                28.4 | 
                1.7% | 
                43% | 
                False | 
                False | 
                19,569 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,734.4 | 
         
        
            | 
2.618             | 
            1,705.7 | 
         
        
            | 
1.618             | 
            1,688.1 | 
         
        
            | 
1.000             | 
            1,677.2 | 
         
        
            | 
0.618             | 
            1,670.5 | 
         
        
            | 
HIGH             | 
            1,659.6 | 
         
        
            | 
0.618             | 
            1,652.9 | 
         
        
            | 
0.500             | 
            1,650.8 | 
         
        
            | 
0.382             | 
            1,648.7 | 
         
        
            | 
LOW             | 
            1,642.0 | 
         
        
            | 
0.618             | 
            1,631.1 | 
         
        
            | 
1.000             | 
            1,624.4 | 
         
        
            | 
1.618             | 
            1,613.5 | 
         
        
            | 
2.618             | 
            1,595.9 | 
         
        
            | 
4.250             | 
            1,567.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,650.8 | 
                                1,661.7 | 
                             
                            
                                | PP | 
                                1,650.4 | 
                                1,657.7 | 
                             
                            
                                | S1 | 
                                1,650.1 | 
                                1,653.7 | 
                             
             
         |