| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2012 | 24-Feb-2012 | Change | Change % | Previous Week |  
                        | Open | 1,787.4 | 1,792.0 | 4.6 | 0.3% | 1,740.4 |  
                        | High | 1,800.0 | 1,793.9 | -6.1 | -0.3% | 1,800.0 |  
                        | Low | 1,785.0 | 1,782.6 | -2.4 | -0.1% | 1,740.4 |  
                        | Close | 1,797.2 | 1,787.2 | -10.0 | -0.6% | 1,787.2 |  
                        | Range | 15.0 | 11.3 | -3.7 | -24.7% | 59.6 |  
                        | ATR | 24.6 | 23.9 | -0.7 | -2.9% | 0.0 |  
                        | Volume | 2,591 | 1,715 | -876 | -33.8% | 7,555 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,821.8 | 1,815.8 | 1,793.4 |  |  
                | R3 | 1,810.5 | 1,804.5 | 1,790.3 |  |  
                | R2 | 1,799.2 | 1,799.2 | 1,789.3 |  |  
                | R1 | 1,793.2 | 1,793.2 | 1,788.2 | 1,790.6 |  
                | PP | 1,787.9 | 1,787.9 | 1,787.9 | 1,786.6 |  
                | S1 | 1,781.9 | 1,781.9 | 1,786.2 | 1,779.3 |  
                | S2 | 1,776.6 | 1,776.6 | 1,785.1 |  |  
                | S3 | 1,765.3 | 1,770.6 | 1,784.1 |  |  
                | S4 | 1,754.0 | 1,759.3 | 1,781.0 |  |  | 
        
            | Weekly Pivots for week ending 24-Feb-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,954.7 | 1,930.5 | 1,820.0 |  |  
                | R3 | 1,895.1 | 1,870.9 | 1,803.6 |  |  
                | R2 | 1,835.5 | 1,835.5 | 1,798.1 |  |  
                | R1 | 1,811.3 | 1,811.3 | 1,792.7 | 1,823.4 |  
                | PP | 1,775.9 | 1,775.9 | 1,775.9 | 1,781.9 |  
                | S1 | 1,751.7 | 1,751.7 | 1,781.7 | 1,763.8 |  
                | S2 | 1,716.3 | 1,716.3 | 1,776.3 |  |  
                | S3 | 1,656.7 | 1,692.1 | 1,770.8 |  |  
                | S4 | 1,597.1 | 1,632.5 | 1,754.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,800.0 | 1,730.0 | 70.0 | 3.9% | 21.3 | 1.2% | 82% | False | False | 1,851 |  
                | 10 | 1,800.0 | 1,717.0 | 83.0 | 4.6% | 20.0 | 1.1% | 85% | False | False | 1,974 |  
                | 20 | 1,800.0 | 1,717.0 | 83.0 | 4.6% | 22.2 | 1.2% | 85% | False | False | 1,771 |  
                | 40 | 1,800.0 | 1,535.0 | 265.0 | 14.8% | 23.4 | 1.3% | 95% | False | False | 2,189 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,841.9 |  
            | 2.618 | 1,823.5 |  
            | 1.618 | 1,812.2 |  
            | 1.000 | 1,805.2 |  
            | 0.618 | 1,800.9 |  
            | HIGH | 1,793.9 |  
            | 0.618 | 1,789.6 |  
            | 0.500 | 1,788.3 |  
            | 0.382 | 1,786.9 |  
            | LOW | 1,782.6 |  
            | 0.618 | 1,775.6 |  
            | 1.000 | 1,771.3 |  
            | 1.618 | 1,764.3 |  
            | 2.618 | 1,753.0 |  
            | 4.250 | 1,734.6 |  
        |  |  |