First, draw a circle (using Shift tab ) and fill it with radial gradient like this:

[ Register or Signin to view external links. ]

Now, copy that circle, paste it on the top of the first one and make it smaller. Rotate the gradient fill in that smaller circle for 180 degree. This will create a "shining" effect.

[ Register or Signin to view external links. ]

Make another circle resize it to make it smaller than the one we did just now. Fill it in using simple radial gradient fill.

[ Register or Signin to view external links. ]

Now make the fourth (this is the last one) circle that's smaller than third one and use Pen tool to create a shape that will look like this: (select the bottom anchor point and simply delete it).

[ Register or Signin to view external links. ]

Result

[ Register or Signin to view external links. ]