| Trading Metrics calculated at close of trading on 12-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Sep-2011 | 
                    12-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,871.9 | 
                        1,862.2 | 
                        -9.7 | 
                        -0.5% | 
                        1,879.9 | 
                     
                    
                        | High | 
                        1,889.1 | 
                        1,865.2 | 
                        -23.9 | 
                        -1.3% | 
                        1,923.7 | 
                     
                    
                        | Low | 
                        1,825.5 | 
                        1,804.0 | 
                        -21.5 | 
                        -1.2% | 
                        1,793.8 | 
                     
                    
                        | Close | 
                        1,859.5 | 
                        1,813.3 | 
                        -46.2 | 
                        -2.5% | 
                        1,859.5 | 
                     
                    
                        | Range | 
                        63.6 | 
                        61.2 | 
                        -2.4 | 
                        -3.8% | 
                        129.9 | 
                     
                    
                        | ATR | 
                        53.7 | 
                        54.2 | 
                        0.5 | 
                        1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        255,280 | 
                        215,403 | 
                        -39,877 | 
                        -15.6% | 
                        1,156,100 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,011.1 | 
                1,973.4 | 
                1,847.0 | 
                 | 
             
            
                | R3 | 
                1,949.9 | 
                1,912.2 | 
                1,830.1 | 
                 | 
             
            
                | R2 | 
                1,888.7 | 
                1,888.7 | 
                1,824.5 | 
                 | 
             
            
                | R1 | 
                1,851.0 | 
                1,851.0 | 
                1,818.9 | 
                1,839.3 | 
             
            
                | PP | 
                1,827.5 | 
                1,827.5 | 
                1,827.5 | 
                1,821.6 | 
             
            
                | S1 | 
                1,789.8 | 
                1,789.8 | 
                1,807.7 | 
                1,778.1 | 
             
            
                | S2 | 
                1,766.3 | 
                1,766.3 | 
                1,802.1 | 
                 | 
             
            
                | S3 | 
                1,705.1 | 
                1,728.6 | 
                1,796.5 | 
                 | 
             
            
                | S4 | 
                1,643.9 | 
                1,667.4 | 
                1,779.6 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,248.7 | 
                2,184.0 | 
                1,930.9 | 
                 | 
             
            
                | R3 | 
                2,118.8 | 
                2,054.1 | 
                1,895.2 | 
                 | 
             
            
                | R2 | 
                1,988.9 | 
                1,988.9 | 
                1,883.3 | 
                 | 
             
            
                | R1 | 
                1,924.2 | 
                1,924.2 | 
                1,871.4 | 
                1,891.6 | 
             
            
                | PP | 
                1,859.0 | 
                1,859.0 | 
                1,859.0 | 
                1,842.7 | 
             
            
                | S1 | 
                1,794.3 | 
                1,794.3 | 
                1,847.6 | 
                1,761.7 | 
             
            
                | S2 | 
                1,729.1 | 
                1,729.1 | 
                1,835.7 | 
                 | 
             
            
                | S3 | 
                1,599.2 | 
                1,664.4 | 
                1,823.8 | 
                 | 
             
            
                | S4 | 
                1,469.3 | 
                1,534.5 | 
                1,788.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,923.7 | 
                1,793.8 | 
                129.9 | 
                7.2% | 
                66.6 | 
                3.7% | 
                15% | 
                False | 
                False | 
                274,300 | 
                 
                
                | 10 | 
                1,923.7 | 
                1,778.1 | 
                145.6 | 
                8.0% | 
                56.3 | 
                3.1% | 
                24% | 
                False | 
                False | 
                218,688 | 
                 
                
                | 20 | 
                1,923.7 | 
                1,705.4 | 
                218.3 | 
                12.0% | 
                56.3 | 
                3.1% | 
                49% | 
                False | 
                False | 
                231,484 | 
                 
                
                | 40 | 
                1,923.7 | 
                1,583.6 | 
                340.1 | 
                18.8% | 
                44.7 | 
                2.5% | 
                68% | 
                False | 
                False | 
                191,586 | 
                 
                
                | 60 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                24.4% | 
                36.3 | 
                2.0% | 
                75% | 
                False | 
                False | 
                131,865 | 
                 
                
                | 80 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                24.4% | 
                31.4 | 
                1.7% | 
                75% | 
                False | 
                False | 
                99,829 | 
                 
                
                | 100 | 
                1,923.7 | 
                1,465.9 | 
                457.8 | 
                25.2% | 
                30.1 | 
                1.7% | 
                76% | 
                False | 
                False | 
                80,648 | 
                 
                
                | 120 | 
                1,923.7 | 
                1,416.8 | 
                506.9 | 
                28.0% | 
                27.9 | 
                1.5% | 
                78% | 
                False | 
                False | 
                67,550 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,125.3 | 
         
        
            | 
2.618             | 
            2,025.4 | 
         
        
            | 
1.618             | 
            1,964.2 | 
         
        
            | 
1.000             | 
            1,926.4 | 
         
        
            | 
0.618             | 
            1,903.0 | 
         
        
            | 
HIGH             | 
            1,865.2 | 
         
        
            | 
0.618             | 
            1,841.8 | 
         
        
            | 
0.500             | 
            1,834.6 | 
         
        
            | 
0.382             | 
            1,827.4 | 
         
        
            | 
LOW             | 
            1,804.0 | 
         
        
            | 
0.618             | 
            1,766.2 | 
         
        
            | 
1.000             | 
            1,742.8 | 
         
        
            | 
1.618             | 
            1,705.0 | 
         
        
            | 
2.618             | 
            1,643.8 | 
         
        
            | 
4.250             | 
            1,543.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,834.6 | 
                                1,846.6 | 
                             
                            
                                | PP | 
                                1,827.5 | 
                                1,835.5 | 
                             
                            
                                | S1 | 
                                1,820.4 | 
                                1,824.4 | 
                             
             
         |