| Trading Metrics calculated at close of trading on 24-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Apr-2012 | 
                    24-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,642.8 | 
                        1,639.6 | 
                        -3.2 | 
                        -0.2% | 
                        1,658.7 | 
                     
                    
                        | High | 
                        1,644.2 | 
                        1,650.1 | 
                        5.9 | 
                        0.4% | 
                        1,659.6 | 
                     
                    
                        | Low | 
                        1,623.6 | 
                        1,634.6 | 
                        11.0 | 
                        0.7% | 
                        1,631.2 | 
                     
                    
                        | Close | 
                        1,632.6 | 
                        1,643.8 | 
                        11.2 | 
                        0.7% | 
                        1,642.8 | 
                     
                    
                        | Range | 
                        20.6 | 
                        15.5 | 
                        -5.1 | 
                        -24.8% | 
                        28.4 | 
                     
                    
                        | ATR | 
                        24.8 | 
                        24.3 | 
                        -0.5 | 
                        -2.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        117,639 | 
                        100,000 | 
                        -17,639 | 
                        -15.0% | 
                        576,201 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,689.3 | 
                1,682.1 | 
                1,652.3 | 
                 | 
             
            
                | R3 | 
                1,673.8 | 
                1,666.6 | 
                1,648.1 | 
                 | 
             
            
                | R2 | 
                1,658.3 | 
                1,658.3 | 
                1,646.6 | 
                 | 
             
            
                | R1 | 
                1,651.1 | 
                1,651.1 | 
                1,645.2 | 
                1,654.7 | 
             
            
                | PP | 
                1,642.8 | 
                1,642.8 | 
                1,642.8 | 
                1,644.7 | 
             
            
                | S1 | 
                1,635.6 | 
                1,635.6 | 
                1,642.4 | 
                1,639.2 | 
             
            
                | S2 | 
                1,627.3 | 
                1,627.3 | 
                1,641.0 | 
                 | 
             
            
                | S3 | 
                1,611.8 | 
                1,620.1 | 
                1,639.5 | 
                 | 
             
            
                | S4 | 
                1,596.3 | 
                1,604.6 | 
                1,635.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,655.2 | 
                1,623.6 | 
                31.6 | 
                1.9% | 
                17.3 | 
                1.1% | 
                64% | 
                False | 
                False | 
                110,220 | 
                 
                
                | 10 | 
                1,681.3 | 
                1,623.6 | 
                57.7 | 
                3.5% | 
                19.8 | 
                1.2% | 
                35% | 
                False | 
                False | 
                114,098 | 
                 
                
                | 20 | 
                1,699.6 | 
                1,613.0 | 
                86.6 | 
                5.3% | 
                21.9 | 
                1.3% | 
                36% | 
                False | 
                False | 
                116,753 | 
                 
                
                | 40 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                27.3 | 
                1.7% | 
                17% | 
                False | 
                False | 
                68,329 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                11.1% | 
                25.9 | 
                1.6% | 
                17% | 
                False | 
                False | 
                47,500 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                25.9 | 
                1.6% | 
                43% | 
                False | 
                False | 
                37,019 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.2% | 
                27.1 | 
                1.6% | 
                43% | 
                False | 
                False | 
                30,058 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                17.0% | 
                27.7 | 
                1.7% | 
                41% | 
                False | 
                False | 
                25,254 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,716.0 | 
         
        
            | 
2.618             | 
            1,690.7 | 
         
        
            | 
1.618             | 
            1,675.2 | 
         
        
            | 
1.000             | 
            1,665.6 | 
         
        
            | 
0.618             | 
            1,659.7 | 
         
        
            | 
HIGH             | 
            1,650.1 | 
         
        
            | 
0.618             | 
            1,644.2 | 
         
        
            | 
0.500             | 
            1,642.4 | 
         
        
            | 
0.382             | 
            1,640.5 | 
         
        
            | 
LOW             | 
            1,634.6 | 
         
        
            | 
0.618             | 
            1,625.0 | 
         
        
            | 
1.000             | 
            1,619.1 | 
         
        
            | 
1.618             | 
            1,609.5 | 
         
        
            | 
2.618             | 
            1,594.0 | 
         
        
            | 
4.250             | 
            1,568.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,643.3 | 
                                1,641.5 | 
                             
                            
                                | PP | 
                                1,642.8 | 
                                1,639.2 | 
                             
                            
                                | S1 | 
                                1,642.4 | 
                                1,636.9 | 
                             
             
         |