| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jan-2012 | 24-Jan-2012 | Change | Change % | Previous Week |  
                        | Open | 1,676.0 | 1,691.5 | 15.5 | 0.9% | 1,651.2 |  
                        | High | 1,693.3 | 1,691.5 | -1.8 | -0.1% | 1,682.1 |  
                        | Low | 1,675.9 | 1,675.3 | -0.6 | 0.0% | 1,647.3 |  
                        | Close | 1,691.4 | 1,677.3 | -14.1 | -0.8% | 1,676.9 |  
                        | Range | 17.4 | 16.2 | -1.2 | -6.9% | 34.8 |  
                        | ATR | 23.7 | 23.1 | -0.5 | -2.3% | 0.0 |  
                        | Volume | 1,395 | 623 | -772 | -55.3% | 10,510 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,730.0 | 1,719.8 | 1,686.2 |  |  
                | R3 | 1,713.8 | 1,703.6 | 1,681.8 |  |  
                | R2 | 1,697.6 | 1,697.6 | 1,680.3 |  |  
                | R1 | 1,687.4 | 1,687.4 | 1,678.8 | 1,684.4 |  
                | PP | 1,681.4 | 1,681.4 | 1,681.4 | 1,679.9 |  
                | S1 | 1,671.2 | 1,671.2 | 1,675.8 | 1,668.2 |  
                | S2 | 1,665.2 | 1,665.2 | 1,674.3 |  |  
                | S3 | 1,649.0 | 1,655.0 | 1,672.8 |  |  
                | S4 | 1,632.8 | 1,638.8 | 1,668.4 |  |  | 
        
            | Weekly Pivots for week ending 20-Jan-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,773.2 | 1,759.8 | 1,696.0 |  |  
                | R3 | 1,738.4 | 1,725.0 | 1,686.5 |  |  
                | R2 | 1,703.6 | 1,703.6 | 1,683.3 |  |  
                | R1 | 1,690.2 | 1,690.2 | 1,680.1 | 1,696.9 |  
                | PP | 1,668.8 | 1,668.8 | 1,668.8 | 1,672.1 |  
                | S1 | 1,655.4 | 1,655.4 | 1,673.7 | 1,662.1 |  
                | S2 | 1,634.0 | 1,634.0 | 1,670.5 |  |  
                | S3 | 1,599.2 | 1,620.6 | 1,667.3 |  |  
                | S4 | 1,564.4 | 1,585.8 | 1,657.8 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,760.4 |  
            | 2.618 | 1,733.9 |  
            | 1.618 | 1,717.7 |  
            | 1.000 | 1,707.7 |  
            | 0.618 | 1,701.5 |  
            | HIGH | 1,691.5 |  
            | 0.618 | 1,685.3 |  
            | 0.500 | 1,683.4 |  
            | 0.382 | 1,681.5 |  
            | LOW | 1,675.3 |  
            | 0.618 | 1,665.3 |  
            | 1.000 | 1,659.1 |  
            | 1.618 | 1,649.1 |  
            | 2.618 | 1,632.9 |  
            | 4.250 | 1,606.5 |  
        |  |  |