| Trading Metrics calculated at close of trading on 17-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Apr-2012 | 
                    17-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,658.7 | 
                        1,653.7 | 
                        -5.0 | 
                        -0.3% | 
                        1,641.0 | 
                     
                    
                        | High | 
                        1,659.6 | 
                        1,658.4 | 
                        -1.2 | 
                        -0.1% | 
                        1,681.3 | 
                     
                    
                        | Low | 
                        1,642.0 | 
                        1,635.2 | 
                        -6.8 | 
                        -0.4% | 
                        1,632.5 | 
                     
                    
                        | Close | 
                        1,649.7 | 
                        1,651.1 | 
                        1.4 | 
                        0.1% | 
                        1,660.2 | 
                     
                    
                        | Range | 
                        17.6 | 
                        23.2 | 
                        5.6 | 
                        31.8% | 
                        48.8 | 
                     
                    
                        | ATR | 
                        27.6 | 
                        27.3 | 
                        -0.3 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        108,705 | 
                        134,031 | 
                        25,326 | 
                        23.3% | 
                        593,584 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,717.8 | 
                1,707.7 | 
                1,663.9 | 
                 | 
             
            
                | R3 | 
                1,694.6 | 
                1,684.5 | 
                1,657.5 | 
                 | 
             
            
                | R2 | 
                1,671.4 | 
                1,671.4 | 
                1,655.4 | 
                 | 
             
            
                | R1 | 
                1,661.3 | 
                1,661.3 | 
                1,653.2 | 
                1,654.8 | 
             
            
                | PP | 
                1,648.2 | 
                1,648.2 | 
                1,648.2 | 
                1,645.0 | 
             
            
                | S1 | 
                1,638.1 | 
                1,638.1 | 
                1,649.0 | 
                1,631.6 | 
             
            
                | S2 | 
                1,625.0 | 
                1,625.0 | 
                1,646.8 | 
                 | 
             
            
                | S3 | 
                1,601.8 | 
                1,614.9 | 
                1,644.7 | 
                 | 
             
            
                | S4 | 
                1,578.6 | 
                1,591.7 | 
                1,638.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,635.2 | 
                46.1 | 
                2.8% | 
                22.2 | 
                1.3% | 
                34% | 
                False | 
                True | 
                117,976 | 
                 
                
                | 10 | 
                1,682.7 | 
                1,613.0 | 
                69.7 | 
                4.2% | 
                25.0 | 
                1.5% | 
                55% | 
                False | 
                False | 
                127,701 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.2% | 
                24.1 | 
                1.5% | 
                44% | 
                False | 
                False | 
                94,295 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                27.8 | 
                1.7% | 
                21% | 
                False | 
                False | 
                55,563 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.0% | 
                26.9 | 
                1.6% | 
                21% | 
                False | 
                False | 
                38,823 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                26.1 | 
                1.6% | 
                46% | 
                False | 
                False | 
                30,210 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.1% | 
                27.5 | 
                1.7% | 
                46% | 
                False | 
                False | 
                24,643 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                28.5 | 
                1.7% | 
                44% | 
                False | 
                False | 
                20,684 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,757.0 | 
         
        
            | 
2.618             | 
            1,719.1 | 
         
        
            | 
1.618             | 
            1,695.9 | 
         
        
            | 
1.000             | 
            1,681.6 | 
         
        
            | 
0.618             | 
            1,672.7 | 
         
        
            | 
HIGH             | 
            1,658.4 | 
         
        
            | 
0.618             | 
            1,649.5 | 
         
        
            | 
0.500             | 
            1,646.8 | 
         
        
            | 
0.382             | 
            1,644.1 | 
         
        
            | 
LOW             | 
            1,635.2 | 
         
        
            | 
0.618             | 
            1,620.9 | 
         
        
            | 
1.000             | 
            1,612.0 | 
         
        
            | 
1.618             | 
            1,597.7 | 
         
        
            | 
2.618             | 
            1,574.5 | 
         
        
            | 
4.250             | 
            1,536.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,649.7 | 
                                1,657.2 | 
                             
                            
                                | PP | 
                                1,648.2 | 
                                1,655.2 | 
                             
                            
                                | S1 | 
                                1,646.8 | 
                                1,653.1 | 
                             
             
         |