| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Apr-2012 | 12-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 1,666.3 | 1,666.8 | 0.5 | 0.0% | 1,680.0 |  
                        | High | 1,669.9 | 1,687.4 | 17.5 | 1.0% | 1,691.6 |  
                        | Low | 1,661.5 | 1,660.0 | -1.5 | -0.1% | 1,620.0 |  
                        | Close | 1,667.0 | 1,687.2 | 20.2 | 1.2% | 1,636.7 |  
                        | Range | 8.4 | 27.4 | 19.0 | 226.2% | 71.6 |  
                        | ATR | 26.4 | 26.5 | 0.1 | 0.3% | 0.0 |  
                        | Volume | 4,328 | 4,480 | 152 | 3.5% | 10,337 |  | 
    
| 
        
            | Daily Pivots for day following 12-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,760.4 | 1,751.2 | 1,702.3 |  |  
                | R3 | 1,733.0 | 1,723.8 | 1,694.7 |  |  
                | R2 | 1,705.6 | 1,705.6 | 1,692.2 |  |  
                | R1 | 1,696.4 | 1,696.4 | 1,689.7 | 1,701.0 |  
                | PP | 1,678.2 | 1,678.2 | 1,678.2 | 1,680.5 |  
                | S1 | 1,669.0 | 1,669.0 | 1,684.7 | 1,673.6 |  
                | S2 | 1,650.8 | 1,650.8 | 1,682.2 |  |  
                | S3 | 1,623.4 | 1,641.6 | 1,679.7 |  |  
                | S4 | 1,596.0 | 1,614.2 | 1,672.1 |  |  | 
        
            | Weekly Pivots for week ending 06-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,864.2 | 1,822.1 | 1,676.1 |  |  
                | R3 | 1,792.6 | 1,750.5 | 1,656.4 |  |  
                | R2 | 1,721.0 | 1,721.0 | 1,649.8 |  |  
                | R1 | 1,678.9 | 1,678.9 | 1,643.3 | 1,664.2 |  
                | PP | 1,649.4 | 1,649.4 | 1,649.4 | 1,642.1 |  
                | S1 | 1,607.3 | 1,607.3 | 1,630.1 | 1,592.6 |  
                | S2 | 1,577.8 | 1,577.8 | 1,623.6 |  |  
                | S3 | 1,506.2 | 1,535.7 | 1,617.0 |  |  
                | S4 | 1,434.6 | 1,464.1 | 1,597.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,687.4 | 1,628.1 | 59.3 | 3.5% | 18.4 | 1.1% | 100% | True | False | 3,505 |  
                | 10 | 1,691.6 | 1,620.0 | 71.6 | 4.2% | 21.8 | 1.3% | 94% | False | False | 3,112 |  
                | 20 | 1,704.5 | 1,620.0 | 84.5 | 5.0% | 22.1 | 1.3% | 80% | False | False | 2,599 |  
                | 40 | 1,800.9 | 1,620.0 | 180.9 | 10.7% | 25.7 | 1.5% | 37% | False | False | 2,368 |  
                | 60 | 1,800.9 | 1,620.0 | 180.9 | 10.7% | 25.1 | 1.5% | 37% | False | False | 2,127 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,803.9 |  
            | 2.618 | 1,759.1 |  
            | 1.618 | 1,731.7 |  
            | 1.000 | 1,714.8 |  
            | 0.618 | 1,704.3 |  
            | HIGH | 1,687.4 |  
            | 0.618 | 1,676.9 |  
            | 0.500 | 1,673.7 |  
            | 0.382 | 1,670.5 |  
            | LOW | 1,660.0 |  
            | 0.618 | 1,643.1 |  
            | 1.000 | 1,632.6 |  
            | 1.618 | 1,615.7 |  
            | 2.618 | 1,588.3 |  
            | 4.250 | 1,543.6 |  
        |  |  |