| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Apr-2012 | 24-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 6,729.0 | 6,586.0 | -143.0 | -2.1% | 6,603.5 |  
                        | High | 6,729.0 | 6,616.0 | -113.0 | -1.7% | 6,826.5 |  
                        | Low | 6,517.0 | 6,528.5 | 11.5 | 0.2% | 6,546.0 |  
                        | Close | 6,535.0 | 6,612.0 | 77.0 | 1.2% | 6,760.0 |  
                        | Range | 212.0 | 87.5 | -124.5 | -58.7% | 280.5 |  
                        | ATR | 141.0 | 137.2 | -3.8 | -2.7% | 0.0 |  
                        | Volume | 328 | 211 | -117 | -35.7% | 1,097 |  | 
    
| 
        
            | Daily Pivots for day following 24-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,848.0 | 6,817.5 | 6,660.1 |  |  
                | R3 | 6,760.5 | 6,730.0 | 6,636.1 |  |  
                | R2 | 6,673.0 | 6,673.0 | 6,628.0 |  |  
                | R1 | 6,642.5 | 6,642.5 | 6,620.0 | 6,657.8 |  
                | PP | 6,585.5 | 6,585.5 | 6,585.5 | 6,593.1 |  
                | S1 | 6,555.0 | 6,555.0 | 6,604.0 | 6,570.3 |  
                | S2 | 6,498.0 | 6,498.0 | 6,596.0 |  |  
                | S3 | 6,410.5 | 6,467.5 | 6,587.9 |  |  
                | S4 | 6,323.0 | 6,380.0 | 6,563.9 |  |  | 
        
            | 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% | 133.5 | 2.0% | 31% | False | False | 265 |  
                | 10 | 6,826.5 | 6,517.0 | 309.5 | 4.7% | 142.0 | 2.1% | 31% | False | False | 207 |  
                | 20 | 7,175.0 | 6,517.0 | 658.0 | 10.0% | 138.3 | 2.1% | 14% | False | False | 213 |  
                | 40 | 7,217.5 | 6,517.0 | 700.5 | 10.6% | 113.5 | 1.7% | 14% | False | False | 1,141 |  
                | 60 | 7,217.5 | 6,447.5 | 770.0 | 11.6% | 98.1 | 1.5% | 21% | False | False | 780 |  
                | 80 | 7,217.5 | 5,980.0 | 1,237.5 | 18.7% | 88.3 | 1.3% | 51% | False | False | 592 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,987.9 |  
            | 2.618 | 6,845.1 |  
            | 1.618 | 6,757.6 |  
            | 1.000 | 6,703.5 |  
            | 0.618 | 6,670.1 |  
            | HIGH | 6,616.0 |  
            | 0.618 | 6,582.6 |  
            | 0.500 | 6,572.3 |  
            | 0.382 | 6,561.9 |  
            | LOW | 6,528.5 |  
            | 0.618 | 6,474.4 |  
            | 1.000 | 6,441.0 |  
            | 1.618 | 6,386.9 |  
            | 2.618 | 6,299.4 |  
            | 4.250 | 6,156.6 |  
        |  |  |