| Trading Metrics calculated at close of trading on 19-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Apr-2012 | 
                    19-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,650.8 | 
                        1,643.0 | 
                        -7.8 | 
                        -0.5% | 
                        1,641.0 | 
                     
                    
                        | High | 
                        1,655.2 | 
                        1,654.9 | 
                        -0.3 | 
                        0.0% | 
                        1,681.3 | 
                     
                    
                        | Low | 
                        1,638.1 | 
                        1,631.2 | 
                        -6.9 | 
                        -0.4% | 
                        1,632.5 | 
                     
                    
                        | Close | 
                        1,639.6 | 
                        1,641.4 | 
                        1.8 | 
                        0.1% | 
                        1,660.2 | 
                     
                    
                        | Range | 
                        17.1 | 
                        23.7 | 
                        6.6 | 
                        38.6% | 
                        48.8 | 
                     
                    
                        | ATR | 
                        26.5 | 
                        26.3 | 
                        -0.2 | 
                        -0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        99,177 | 
                        152,028 | 
                        52,851 | 
                        53.3% | 
                        593,584 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,713.6 | 
                1,701.2 | 
                1,654.4 | 
                 | 
             
            
                | R3 | 
                1,689.9 | 
                1,677.5 | 
                1,647.9 | 
                 | 
             
            
                | R2 | 
                1,666.2 | 
                1,666.2 | 
                1,645.7 | 
                 | 
             
            
                | R1 | 
                1,653.8 | 
                1,653.8 | 
                1,643.6 | 
                1,648.2 | 
             
            
                | PP | 
                1,642.5 | 
                1,642.5 | 
                1,642.5 | 
                1,639.7 | 
             
            
                | S1 | 
                1,630.1 | 
                1,630.1 | 
                1,639.2 | 
                1,624.5 | 
             
            
                | S2 | 
                1,618.8 | 
                1,618.8 | 
                1,637.1 | 
                 | 
             
            
                | S3 | 
                1,595.1 | 
                1,606.4 | 
                1,634.9 | 
                 | 
             
            
                | S4 | 
                1,571.4 | 
                1,582.7 | 
                1,628.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,679.2 | 
                1,631.2 | 
                48.0 | 
                2.9% | 
                22.2 | 
                1.4% | 
                21% | 
                False | 
                True | 
                122,999 | 
                 
                
                | 10 | 
                1,681.3 | 
                1,620.7 | 
                60.6 | 
                3.7% | 
                21.1 | 
                1.3% | 
                34% | 
                False | 
                False | 
                120,078 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.3% | 
                24.2 | 
                1.5% | 
                33% | 
                False | 
                False | 
                104,725 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                27.3 | 
                1.7% | 
                16% | 
                False | 
                False | 
                61,577 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                27.0 | 
                1.6% | 
                16% | 
                False | 
                False | 
                42,859 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                26.0 | 
                1.6% | 
                42% | 
                False | 
                False | 
                33,301 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                27.3 | 
                1.7% | 
                42% | 
                False | 
                False | 
                27,111 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.1% | 
                28.1 | 
                1.7% | 
                40% | 
                False | 
                False | 
                22,767 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,755.6 | 
         
        
            | 
2.618             | 
            1,716.9 | 
         
        
            | 
1.618             | 
            1,693.2 | 
         
        
            | 
1.000             | 
            1,678.6 | 
         
        
            | 
0.618             | 
            1,669.5 | 
         
        
            | 
HIGH             | 
            1,654.9 | 
         
        
            | 
0.618             | 
            1,645.8 | 
         
        
            | 
0.500             | 
            1,643.1 | 
         
        
            | 
0.382             | 
            1,640.3 | 
         
        
            | 
LOW             | 
            1,631.2 | 
         
        
            | 
0.618             | 
            1,616.6 | 
         
        
            | 
1.000             | 
            1,607.5 | 
         
        
            | 
1.618             | 
            1,592.9 | 
         
        
            | 
2.618             | 
            1,569.2 | 
         
        
            | 
4.250             | 
            1,530.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,643.1 | 
                                1,644.8 | 
                             
                            
                                | PP | 
                                1,642.5 | 
                                1,643.7 | 
                             
                            
                                | S1 | 
                                1,642.0 | 
                                1,642.5 | 
                             
             
         |