| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Apr-2012 | 03-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 1,680.0 | 1,687.5 | 7.5 | 0.4% | 1,676.6 |  
                        | High | 1,691.6 | 1,688.2 | -3.4 | -0.2% | 1,704.5 |  
                        | Low | 1,671.8 | 1,647.3 | -24.5 | -1.5% | 1,653.5 |  
                        | Close | 1,686.5 | 1,678.7 | -7.8 | -0.5% | 1,678.5 |  
                        | Range | 19.8 | 40.9 | 21.1 | 106.6% | 51.0 |  
                        | ATR | 25.4 | 26.5 | 1.1 | 4.4% | 0.0 |  
                        | Volume | 1,841 | 1,849 | 8 | 0.4% | 13,620 |  | 
    
| 
        
            | Daily Pivots for day following 03-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,794.1 | 1,777.3 | 1,701.2 |  |  
                | R3 | 1,753.2 | 1,736.4 | 1,689.9 |  |  
                | R2 | 1,712.3 | 1,712.3 | 1,686.2 |  |  
                | R1 | 1,695.5 | 1,695.5 | 1,682.4 | 1,683.5 |  
                | PP | 1,671.4 | 1,671.4 | 1,671.4 | 1,665.4 |  
                | S1 | 1,654.6 | 1,654.6 | 1,675.0 | 1,642.6 |  
                | S2 | 1,630.5 | 1,630.5 | 1,671.2 |  |  
                | S3 | 1,589.6 | 1,613.7 | 1,667.5 |  |  
                | S4 | 1,548.7 | 1,572.8 | 1,656.2 |  |  | 
        
            | Weekly Pivots for week ending 30-Mar-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,831.8 | 1,806.2 | 1,706.6 |  |  
                | R3 | 1,780.8 | 1,755.2 | 1,692.5 |  |  
                | R2 | 1,729.8 | 1,729.8 | 1,687.9 |  |  
                | R1 | 1,704.2 | 1,704.2 | 1,683.2 | 1,717.0 |  
                | PP | 1,678.8 | 1,678.8 | 1,678.8 | 1,685.3 |  
                | S1 | 1,653.2 | 1,653.2 | 1,673.8 | 1,666.0 |  
                | S2 | 1,627.8 | 1,627.8 | 1,669.2 |  |  
                | S3 | 1,576.8 | 1,602.2 | 1,664.5 |  |  
                | S4 | 1,525.8 | 1,551.2 | 1,650.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,691.6 | 1,647.3 | 44.3 | 2.6% | 23.2 | 1.4% | 71% | False | True | 2,590 |  
                | 10 | 1,704.5 | 1,638.0 | 66.5 | 4.0% | 22.4 | 1.3% | 61% | False | False | 2,330 |  
                | 20 | 1,725.2 | 1,638.0 | 87.2 | 5.2% | 24.4 | 1.5% | 47% | False | False | 2,336 |  
                | 40 | 1,800.9 | 1,638.0 | 162.9 | 9.7% | 26.1 | 1.6% | 25% | False | False | 2,093 |  
                | 60 | 1,800.9 | 1,620.5 | 180.4 | 10.7% | 25.0 | 1.5% | 32% | False | False | 2,136 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,862.0 |  
            | 2.618 | 1,795.3 |  
            | 1.618 | 1,754.4 |  
            | 1.000 | 1,729.1 |  
            | 0.618 | 1,713.5 |  
            | HIGH | 1,688.2 |  
            | 0.618 | 1,672.6 |  
            | 0.500 | 1,667.8 |  
            | 0.382 | 1,662.9 |  
            | LOW | 1,647.3 |  
            | 0.618 | 1,622.0 |  
            | 1.000 | 1,606.4 |  
            | 1.618 | 1,581.1 |  
            | 2.618 | 1,540.2 |  
            | 4.250 | 1,473.5 |  
        |  |  |