| Trading Metrics calculated at close of trading on 03-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-May-2012 | 
                    03-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,663.5 | 
                        1,657.3 | 
                        -6.2 | 
                        -0.4% | 
                        1,639.5 | 
                     
                    
                        | High | 
                        1,664.0 | 
                        1,657.3 | 
                        -6.7 | 
                        -0.4% | 
                        1,672.0 | 
                     
                    
                        | Low | 
                        1,652.6 | 
                        1,636.0 | 
                        -16.6 | 
                        -1.0% | 
                        1,622.0 | 
                     
                    
                        | Close | 
                        1,658.4 | 
                        1,639.0 | 
                        -19.4 | 
                        -1.2% | 
                        1,669.3 | 
                     
                    
                        | Range | 
                        11.4 | 
                        21.3 | 
                        9.9 | 
                        86.8% | 
                        50.0 | 
                     
                    
                        | ATR | 
                        19.0 | 
                        19.2 | 
                        0.2 | 
                        1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,222 | 
                        1,217 | 
                        -1,005 | 
                        -45.2% | 
                        5,382 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,708.0 | 
                1,694.8 | 
                1,650.7 | 
                 | 
             
            
                | R3 | 
                1,686.7 | 
                1,673.5 | 
                1,644.9 | 
                 | 
             
            
                | R2 | 
                1,665.4 | 
                1,665.4 | 
                1,642.9 | 
                 | 
             
            
                | R1 | 
                1,652.2 | 
                1,652.2 | 
                1,641.0 | 
                1,648.2 | 
             
            
                | PP | 
                1,644.1 | 
                1,644.1 | 
                1,644.1 | 
                1,642.1 | 
             
            
                | S1 | 
                1,630.9 | 
                1,630.9 | 
                1,637.0 | 
                1,626.9 | 
             
            
                | S2 | 
                1,622.8 | 
                1,622.8 | 
                1,635.1 | 
                 | 
             
            
                | S3 | 
                1,601.5 | 
                1,609.6 | 
                1,633.1 | 
                 | 
             
            
                | S4 | 
                1,580.2 | 
                1,588.3 | 
                1,627.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,804.4 | 
                1,786.9 | 
                1,696.8 | 
                 | 
             
            
                | R3 | 
                1,754.4 | 
                1,736.9 | 
                1,683.1 | 
                 | 
             
            
                | R2 | 
                1,704.4 | 
                1,704.4 | 
                1,678.5 | 
                 | 
             
            
                | R1 | 
                1,686.9 | 
                1,686.9 | 
                1,673.9 | 
                1,695.7 | 
             
            
                | PP | 
                1,654.4 | 
                1,654.4 | 
                1,654.4 | 
                1,658.8 | 
             
            
                | S1 | 
                1,636.9 | 
                1,636.9 | 
                1,664.7 | 
                1,645.7 | 
             
            
                | S2 | 
                1,604.4 | 
                1,604.4 | 
                1,660.1 | 
                 | 
             
            
                | S3 | 
                1,554.4 | 
                1,586.9 | 
                1,655.6 | 
                 | 
             
            
                | S4 | 
                1,504.4 | 
                1,536.9 | 
                1,641.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,674.4 | 
                1,636.0 | 
                38.4 | 
                2.3% | 
                14.6 | 
                0.9% | 
                8% | 
                False | 
                True | 
                1,209 | 
                 
                
                | 10 | 
                1,674.4 | 
                1,622.0 | 
                52.4 | 
                3.2% | 
                14.7 | 
                0.9% | 
                32% | 
                False | 
                False | 
                1,242 | 
                 
                
                | 20 | 
                1,685.3 | 
                1,622.0 | 
                63.3 | 
                3.9% | 
                16.2 | 
                1.0% | 
                27% | 
                False | 
                False | 
                1,086 | 
                 
                
                | 40 | 
                1,719.4 | 
                1,618.4 | 
                101.0 | 
                6.2% | 
                18.4 | 
                1.1% | 
                20% | 
                False | 
                False | 
                822 | 
                 
                
                | 60 | 
                1,799.5 | 
                1,618.4 | 
                181.1 | 
                11.0% | 
                17.6 | 
                1.1% | 
                11% | 
                False | 
                False | 
                747 | 
                 
                
                | 80 | 
                1,799.5 | 
                1,618.4 | 
                181.1 | 
                11.0% | 
                16.6 | 
                1.0% | 
                11% | 
                False | 
                False | 
                667 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,747.8 | 
         
        
            | 
2.618             | 
            1,713.1 | 
         
        
            | 
1.618             | 
            1,691.8 | 
         
        
            | 
1.000             | 
            1,678.6 | 
         
        
            | 
0.618             | 
            1,670.5 | 
         
        
            | 
HIGH             | 
            1,657.3 | 
         
        
            | 
0.618             | 
            1,649.2 | 
         
        
            | 
0.500             | 
            1,646.7 | 
         
        
            | 
0.382             | 
            1,644.1 | 
         
        
            | 
LOW             | 
            1,636.0 | 
         
        
            | 
0.618             | 
            1,622.8 | 
         
        
            | 
1.000             | 
            1,614.7 | 
         
        
            | 
1.618             | 
            1,601.5 | 
         
        
            | 
2.618             | 
            1,580.2 | 
         
        
            | 
4.250             | 
            1,545.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,646.7 | 
                                1,655.2 | 
                             
                            
                                | PP | 
                                1,644.1 | 
                                1,649.8 | 
                             
                            
                                | S1 | 
                                1,641.6 | 
                                1,644.4 | 
                             
             
         |