| Trading Metrics calculated at close of trading on 27-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Apr-2012 | 
                    27-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,644.5 | 
                        1,657.3 | 
                        12.8 | 
                        0.8% | 
                        1,642.8 | 
                     
                    
                        | High | 
                        1,662.0 | 
                        1,668.4 | 
                        6.4 | 
                        0.4% | 
                        1,668.4 | 
                     
                    
                        | Low | 
                        1,642.5 | 
                        1,651.1 | 
                        8.6 | 
                        0.5% | 
                        1,623.6 | 
                     
                    
                        | Close | 
                        1,660.5 | 
                        1,664.8 | 
                        4.3 | 
                        0.3% | 
                        1,664.8 | 
                     
                    
                        | Range | 
                        19.5 | 
                        17.3 | 
                        -2.2 | 
                        -11.3% | 
                        44.8 | 
                     
                    
                        | ATR | 
                        23.9 | 
                        23.4 | 
                        -0.5 | 
                        -2.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        117,288 | 
                        93,833 | 
                        -23,455 | 
                        -20.0% | 
                        587,327 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,713.3 | 
                1,706.4 | 
                1,674.3 | 
                 | 
             
            
                | R3 | 
                1,696.0 | 
                1,689.1 | 
                1,669.6 | 
                 | 
             
            
                | R2 | 
                1,678.7 | 
                1,678.7 | 
                1,668.0 | 
                 | 
             
            
                | R1 | 
                1,671.8 | 
                1,671.8 | 
                1,666.4 | 
                1,675.3 | 
             
            
                | PP | 
                1,661.4 | 
                1,661.4 | 
                1,661.4 | 
                1,663.2 | 
             
            
                | S1 | 
                1,654.5 | 
                1,654.5 | 
                1,663.2 | 
                1,658.0 | 
             
            
                | S2 | 
                1,644.1 | 
                1,644.1 | 
                1,661.6 | 
                 | 
             
            
                | S3 | 
                1,626.8 | 
                1,637.2 | 
                1,660.0 | 
                 | 
             
            
                | S4 | 
                1,609.5 | 
                1,619.9 | 
                1,655.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,786.7 | 
                1,770.5 | 
                1,689.4 | 
                 | 
             
            
                | R3 | 
                1,741.9 | 
                1,725.7 | 
                1,677.1 | 
                 | 
             
            
                | R2 | 
                1,697.1 | 
                1,697.1 | 
                1,673.0 | 
                 | 
             
            
                | R1 | 
                1,680.9 | 
                1,680.9 | 
                1,668.9 | 
                1,689.0 | 
             
            
                | PP | 
                1,652.3 | 
                1,652.3 | 
                1,652.3 | 
                1,656.3 | 
             
            
                | S1 | 
                1,636.1 | 
                1,636.1 | 
                1,660.7 | 
                1,644.2 | 
             
            
                | S2 | 
                1,607.5 | 
                1,607.5 | 
                1,656.6 | 
                 | 
             
            
                | S3 | 
                1,562.7 | 
                1,591.3 | 
                1,652.5 | 
                 | 
             
            
                | S4 | 
                1,517.9 | 
                1,546.5 | 
                1,640.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,668.4 | 
                1,623.6 | 
                44.8 | 
                2.7% | 
                19.1 | 
                1.1% | 
                92% | 
                True | 
                False | 
                117,465 | 
                 
                
                | 10 | 
                1,668.4 | 
                1,623.6 | 
                44.8 | 
                2.7% | 
                18.7 | 
                1.1% | 
                92% | 
                True | 
                False | 
                116,352 | 
                 
                
                | 20 | 
                1,685.4 | 
                1,613.0 | 
                72.4 | 
                4.3% | 
                21.4 | 
                1.3% | 
                72% | 
                False | 
                False | 
                120,124 | 
                 
                
                | 40 | 
                1,727.6 | 
                1,613.0 | 
                114.6 | 
                6.9% | 
                24.5 | 
                1.5% | 
                45% | 
                False | 
                False | 
                76,820 | 
                 
                
                | 60 | 
                1,795.1 | 
                1,613.0 | 
                182.1 | 
                10.9% | 
                25.9 | 
                1.6% | 
                28% | 
                False | 
                False | 
                53,266 | 
                 
                
                | 80 | 
                1,795.1 | 
                1,599.5 | 
                195.6 | 
                11.7% | 
                25.4 | 
                1.5% | 
                33% | 
                False | 
                False | 
                41,585 | 
                 
                
                | 100 | 
                1,795.1 | 
                1,528.6 | 
                266.5 | 
                16.0% | 
                26.8 | 
                1.6% | 
                51% | 
                False | 
                False | 
                33,650 | 
                 
                
                | 120 | 
                1,808.5 | 
                1,528.6 | 
                279.9 | 
                16.8% | 
                27.3 | 
                1.6% | 
                49% | 
                False | 
                False | 
                28,296 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,741.9 | 
         
        
            | 
2.618             | 
            1,713.7 | 
         
        
            | 
1.618             | 
            1,696.4 | 
         
        
            | 
1.000             | 
            1,685.7 | 
         
        
            | 
0.618             | 
            1,679.1 | 
         
        
            | 
HIGH             | 
            1,668.4 | 
         
        
            | 
0.618             | 
            1,661.8 | 
         
        
            | 
0.500             | 
            1,659.8 | 
         
        
            | 
0.382             | 
            1,657.7 | 
         
        
            | 
LOW             | 
            1,651.1 | 
         
        
            | 
0.618             | 
            1,640.4 | 
         
        
            | 
1.000             | 
            1,633.8 | 
         
        
            | 
1.618             | 
            1,623.1 | 
         
        
            | 
2.618             | 
            1,605.8 | 
         
        
            | 
4.250             | 
            1,577.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,663.1 | 
                                1,658.8 | 
                             
                            
                                | PP | 
                                1,661.4 | 
                                1,652.7 | 
                             
                            
                                | S1 | 
                                1,659.8 | 
                                1,646.7 | 
                             
             
         |