| Trading Metrics calculated at close of trading on 23-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Apr-2012 | 
                    23-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,643.2 | 
                        1,642.8 | 
                        -0.4 | 
                        0.0% | 
                        1,658.7 | 
                     
                    
                        | High | 
                        1,648.2 | 
                        1,644.2 | 
                        -4.0 | 
                        -0.2% | 
                        1,659.6 | 
                     
                    
                        | Low | 
                        1,638.6 | 
                        1,623.6 | 
                        -15.0 | 
                        -0.9% | 
                        1,631.2 | 
                     
                    
                        | Close | 
                        1,642.8 | 
                        1,632.6 | 
                        -10.2 | 
                        -0.6% | 
                        1,642.8 | 
                     
                    
                        | Range | 
                        9.6 | 
                        20.6 | 
                        11.0 | 
                        114.6% | 
                        28.4 | 
                     
                    
                        | ATR | 
                        25.1 | 
                        24.8 | 
                        -0.3 | 
                        -1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        82,260 | 
                        117,639 | 
                        35,379 | 
                        43.0% | 
                        576,201 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,695.3 | 
                1,684.5 | 
                1,643.9 | 
                 | 
             
            
                | R3 | 
                1,674.7 | 
                1,663.9 | 
                1,638.3 | 
                 | 
             
            
                | R2 | 
                1,654.1 | 
                1,654.1 | 
                1,636.4 | 
                 | 
             
            
                | R1 | 
                1,643.3 | 
                1,643.3 | 
                1,634.5 | 
                1,638.4 | 
             
            
                | PP | 
                1,633.5 | 
                1,633.5 | 
                1,633.5 | 
                1,631.0 | 
             
            
                | S1 | 
                1,622.7 | 
                1,622.7 | 
                1,630.7 | 
                1,617.8 | 
             
            
                | S2 | 
                1,612.9 | 
                1,612.9 | 
                1,628.8 | 
                 | 
             
            
                | S3 | 
                1,592.3 | 
                1,602.1 | 
                1,626.9 | 
                 | 
             
            
                | S4 | 
                1,571.7 | 
                1,581.5 | 
                1,621.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,729.7 | 
                1,714.7 | 
                1,658.4 | 
                 | 
             
            
                | R3 | 
                1,701.3 | 
                1,686.3 | 
                1,650.6 | 
                 | 
             
            
                | R2 | 
                1,672.9 | 
                1,672.9 | 
                1,648.0 | 
                 | 
             
            
                | R1 | 
                1,657.9 | 
                1,657.9 | 
                1,645.4 | 
                1,651.2 | 
             
            
                | PP | 
                1,644.5 | 
                1,644.5 | 
                1,644.5 | 
                1,641.2 | 
             
            
                | S1 | 
                1,629.5 | 
                1,629.5 | 
                1,640.2 | 
                1,622.8 | 
             
            
                | S2 | 
                1,616.1 | 
                1,616.1 | 
                1,637.6 | 
                 | 
             
            
                | S3 | 
                1,587.7 | 
                1,601.1 | 
                1,635.0 | 
                 | 
             
            
                | S4 | 
                1,559.3 | 
                1,572.7 | 
                1,627.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,658.4 | 
                1,623.6 | 
                34.8 | 
                2.1% | 
                18.8 | 
                1.2% | 
                26% | 
                False | 
                True | 
                117,027 | 
                 
                
                | 10 | 
                1,681.3 | 
                1,623.6 | 
                57.7 | 
                3.5% | 
                21.4 | 
                1.3% | 
                16% | 
                False | 
                True | 
                120,754 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.3% | 
                23.0 | 
                1.4% | 
                23% | 
                False | 
                False | 
                112,886 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.2% | 
                27.3 | 
                1.7% | 
                11% | 
                False | 
                False | 
                66,206 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.2% | 
                26.1 | 
                1.6% | 
                11% | 
                False | 
                False | 
                46,015 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.3% | 
                26.2 | 
                1.6% | 
                39% | 
                False | 
                False | 
                35,778 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.3% | 
                27.1 | 
                1.7% | 
                39% | 
                False | 
                False | 
                29,077 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.1% | 
                27.9 | 
                1.7% | 
                37% | 
                False | 
                False | 
                24,423 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,731.8 | 
         
        
            | 
2.618             | 
            1,698.1 | 
         
        
            | 
1.618             | 
            1,677.5 | 
         
        
            | 
1.000             | 
            1,664.8 | 
         
        
            | 
0.618             | 
            1,656.9 | 
         
        
            | 
HIGH             | 
            1,644.2 | 
         
        
            | 
0.618             | 
            1,636.3 | 
         
        
            | 
0.500             | 
            1,633.9 | 
         
        
            | 
0.382             | 
            1,631.5 | 
         
        
            | 
LOW             | 
            1,623.6 | 
         
        
            | 
0.618             | 
            1,610.9 | 
         
        
            | 
1.000             | 
            1,603.0 | 
         
        
            | 
1.618             | 
            1,590.3 | 
         
        
            | 
2.618             | 
            1,569.7 | 
         
        
            | 
4.250             | 
            1,536.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,633.9 | 
                                1,639.3 | 
                             
                            
                                | PP | 
                                1,633.5 | 
                                1,637.0 | 
                             
                            
                                | S1 | 
                                1,633.0 | 
                                1,634.8 | 
                             
             
         |