| Trading Metrics calculated at close of trading on 18-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Apr-2012 | 
                    18-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,653.7 | 
                        1,650.8 | 
                        -2.9 | 
                        -0.2% | 
                        1,641.0 | 
                     
                    
                        | High | 
                        1,658.4 | 
                        1,655.2 | 
                        -3.2 | 
                        -0.2% | 
                        1,681.3 | 
                     
                    
                        | Low | 
                        1,635.2 | 
                        1,638.1 | 
                        2.9 | 
                        0.2% | 
                        1,632.5 | 
                     
                    
                        | Close | 
                        1,651.1 | 
                        1,639.6 | 
                        -11.5 | 
                        -0.7% | 
                        1,660.2 | 
                     
                    
                        | Range | 
                        23.2 | 
                        17.1 | 
                        -6.1 | 
                        -26.3% | 
                        48.8 | 
                     
                    
                        | ATR | 
                        27.3 | 
                        26.5 | 
                        -0.7 | 
                        -2.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        134,031 | 
                        99,177 | 
                        -34,854 | 
                        -26.0% | 
                        593,584 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,695.6 | 
                1,684.7 | 
                1,649.0 | 
                 | 
             
            
                | R3 | 
                1,678.5 | 
                1,667.6 | 
                1,644.3 | 
                 | 
             
            
                | R2 | 
                1,661.4 | 
                1,661.4 | 
                1,642.7 | 
                 | 
             
            
                | R1 | 
                1,650.5 | 
                1,650.5 | 
                1,641.2 | 
                1,647.4 | 
             
            
                | PP | 
                1,644.3 | 
                1,644.3 | 
                1,644.3 | 
                1,642.8 | 
             
            
                | S1 | 
                1,633.4 | 
                1,633.4 | 
                1,638.0 | 
                1,630.3 | 
             
            
                | S2 | 
                1,627.2 | 
                1,627.2 | 
                1,636.5 | 
                 | 
             
            
                | S3 | 
                1,610.1 | 
                1,616.3 | 
                1,634.9 | 
                 | 
             
            
                | S4 | 
                1,593.0 | 
                1,599.2 | 
                1,630.2 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                23.5 | 
                1.4% | 
                10% | 
                False | 
                False | 
                118,098 | 
                 
                
                | 10 | 
                1,681.3 | 
                1,613.0 | 
                68.3 | 
                4.2% | 
                22.4 | 
                1.4% | 
                39% | 
                False | 
                False | 
                122,904 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.3% | 
                23.8 | 
                1.5% | 
                31% | 
                False | 
                False | 
                98,155 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                27.5 | 
                1.7% | 
                15% | 
                False | 
                False | 
                57,929 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                26.9 | 
                1.6% | 
                15% | 
                False | 
                False | 
                40,404 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.3% | 
                25.9 | 
                1.6% | 
                42% | 
                False | 
                False | 
                31,420 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.3% | 
                27.3 | 
                1.7% | 
                42% | 
                False | 
                False | 
                25,602 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.1% | 
                28.1 | 
                1.7% | 
                40% | 
                False | 
                False | 
                21,507 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,727.9 | 
         
        
            | 
2.618             | 
            1,700.0 | 
         
        
            | 
1.618             | 
            1,682.9 | 
         
        
            | 
1.000             | 
            1,672.3 | 
         
        
            | 
0.618             | 
            1,665.8 | 
         
        
            | 
HIGH             | 
            1,655.2 | 
         
        
            | 
0.618             | 
            1,648.7 | 
         
        
            | 
0.500             | 
            1,646.7 | 
         
        
            | 
0.382             | 
            1,644.6 | 
         
        
            | 
LOW             | 
            1,638.1 | 
         
        
            | 
0.618             | 
            1,627.5 | 
         
        
            | 
1.000             | 
            1,621.0 | 
         
        
            | 
1.618             | 
            1,610.4 | 
         
        
            | 
2.618             | 
            1,593.3 | 
         
        
            | 
4.250             | 
            1,565.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,646.7 | 
                                1,647.4 | 
                             
                            
                                | PP | 
                                1,644.3 | 
                                1,644.8 | 
                             
                            
                                | S1 | 
                                1,642.0 | 
                                1,642.2 | 
                             
             
         |