| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Apr-2012 | 23-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 6,694.0 | 6,729.0 | 35.0 | 0.5% | 6,603.5 |  
                        | High | 6,775.0 | 6,729.0 | -46.0 | -0.7% | 6,826.5 |  
                        | Low | 6,670.0 | 6,517.0 | -153.0 | -2.3% | 6,546.0 |  
                        | Close | 6,760.0 | 6,535.0 | -225.0 | -3.3% | 6,760.0 |  
                        | Range | 105.0 | 212.0 | 107.0 | 101.9% | 280.5 |  
                        | ATR | 133.1 | 141.0 | 7.8 | 5.9% | 0.0 |  
                        | Volume | 331 | 328 | -3 | -0.9% | 1,097 |  | 
    
| 
        
            | Daily Pivots for day following 23-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,229.7 | 7,094.3 | 6,651.6 |  |  
                | R3 | 7,017.7 | 6,882.3 | 6,593.3 |  |  
                | R2 | 6,805.7 | 6,805.7 | 6,573.9 |  |  
                | R1 | 6,670.3 | 6,670.3 | 6,554.4 | 6,632.0 |  
                | PP | 6,593.7 | 6,593.7 | 6,593.7 | 6,574.5 |  
                | S1 | 6,458.3 | 6,458.3 | 6,515.6 | 6,420.0 |  
                | S2 | 6,381.7 | 6,381.7 | 6,496.1 |  |  
                | S3 | 6,169.7 | 6,246.3 | 6,476.7 |  |  
                | S4 | 5,957.7 | 6,034.3 | 6,418.4 |  |  | 
        
            | Weekly Pivots for week ending 20-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,552.3 | 7,436.7 | 6,914.3 |  |  
                | R3 | 7,271.8 | 7,156.2 | 6,837.1 |  |  
                | R2 | 6,991.3 | 6,991.3 | 6,811.4 |  |  
                | R1 | 6,875.7 | 6,875.7 | 6,785.7 | 6,933.5 |  
                | PP | 6,710.8 | 6,710.8 | 6,710.8 | 6,739.8 |  
                | S1 | 6,595.2 | 6,595.2 | 6,734.3 | 6,653.0 |  
                | S2 | 6,430.3 | 6,430.3 | 6,708.6 |  |  
                | S3 | 6,149.8 | 6,314.7 | 6,682.9 |  |  
                | S4 | 5,869.3 | 6,034.2 | 6,605.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 6,826.5 | 6,517.0 | 309.5 | 4.7% | 153.7 | 2.4% | 6% | False | True | 254 |  
                | 10 | 6,826.5 | 6,517.0 | 309.5 | 4.7% | 149.7 | 2.3% | 6% | False | True | 224 |  
                | 20 | 7,175.0 | 6,517.0 | 658.0 | 10.1% | 139.6 | 2.1% | 3% | False | True | 208 |  
                | 40 | 7,217.5 | 6,517.0 | 700.5 | 10.7% | 111.5 | 1.7% | 3% | False | True | 1,136 |  
                | 60 | 7,217.5 | 6,447.5 | 770.0 | 11.8% | 97.5 | 1.5% | 11% | False | False | 777 |  
                | 80 | 7,217.5 | 5,868.0 | 1,349.5 | 20.7% | 87.9 | 1.3% | 49% | False | False | 590 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,630.0 |  
            | 2.618 | 7,284.0 |  
            | 1.618 | 7,072.0 |  
            | 1.000 | 6,941.0 |  
            | 0.618 | 6,860.0 |  
            | HIGH | 6,729.0 |  
            | 0.618 | 6,648.0 |  
            | 0.500 | 6,623.0 |  
            | 0.382 | 6,598.0 |  
            | LOW | 6,517.0 |  
            | 0.618 | 6,386.0 |  
            | 1.000 | 6,305.0 |  
            | 1.618 | 6,174.0 |  
            | 2.618 | 5,962.0 |  
            | 4.250 | 5,616.0 |  
        |  |  |