| Trading Metrics calculated at close of trading on 21-Sep-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Sep-2011 | 21-Sep-2011 | Change | Change % | Previous Week |  
                        | Open | 1,780.9 | 1,806.0 | 25.1 | 1.4% | 1,862.2 |  
                        | High | 1,814.3 | 1,819.4 | 5.1 | 0.3% | 1,865.2 |  
                        | Low | 1,772.0 | 1,781.0 | 9.0 | 0.5% | 1,765.4 |  
                        | Close | 1,809.1 | 1,808.1 | -1.0 | -0.1% | 1,814.7 |  
                        | Range | 42.3 | 38.4 | -3.9 | -9.2% | 99.8 |  
                        | ATR | 53.2 | 52.2 | -1.1 | -2.0% | 0.0 |  
                        | Volume | 160,337 | 176,746 | 16,409 | 10.2% | 947,958 |  | 
    
| 
        
            | Daily Pivots for day following 21-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,918.0 | 1,901.5 | 1,829.2 |  |  
                | R3 | 1,879.6 | 1,863.1 | 1,818.7 |  |  
                | R2 | 1,841.2 | 1,841.2 | 1,815.1 |  |  
                | R1 | 1,824.7 | 1,824.7 | 1,811.6 | 1,833.0 |  
                | PP | 1,802.8 | 1,802.8 | 1,802.8 | 1,807.0 |  
                | S1 | 1,786.3 | 1,786.3 | 1,804.6 | 1,794.6 |  
                | S2 | 1,764.4 | 1,764.4 | 1,801.1 |  |  
                | S3 | 1,726.0 | 1,747.9 | 1,797.5 |  |  
                | S4 | 1,687.6 | 1,709.5 | 1,787.0 |  |  | 
        
            | Weekly Pivots for week ending 16-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,114.5 | 2,064.4 | 1,869.6 |  |  
                | R3 | 2,014.7 | 1,964.6 | 1,842.1 |  |  
                | R2 | 1,914.9 | 1,914.9 | 1,833.0 |  |  
                | R1 | 1,864.8 | 1,864.8 | 1,823.8 | 1,840.0 |  
                | PP | 1,815.1 | 1,815.1 | 1,815.1 | 1,802.7 |  
                | S1 | 1,765.0 | 1,765.0 | 1,805.6 | 1,740.2 |  
                | S2 | 1,715.3 | 1,715.3 | 1,796.4 |  |  
                | S3 | 1,615.5 | 1,665.2 | 1,787.3 |  |  
                | S4 | 1,515.7 | 1,565.4 | 1,759.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,832.9 | 1,765.4 | 67.5 | 3.7% | 51.4 | 2.8% | 63% | False | False | 182,327 |  
                | 10 | 1,889.1 | 1,765.4 | 123.7 | 6.8% | 52.8 | 2.9% | 35% | False | False | 192,899 |  
                | 20 | 1,923.7 | 1,705.4 | 218.3 | 12.1% | 57.8 | 3.2% | 47% | False | False | 221,924 |  
                | 40 | 1,923.7 | 1,605.0 | 318.7 | 17.6% | 49.8 | 2.8% | 64% | False | False | 216,500 |  
                | 60 | 1,923.7 | 1,481.0 | 442.7 | 24.5% | 39.8 | 2.2% | 74% | False | False | 151,827 |  
                | 80 | 1,923.7 | 1,481.0 | 442.7 | 24.5% | 34.3 | 1.9% | 74% | False | False | 114,976 |  
                | 100 | 1,923.7 | 1,465.9 | 457.8 | 25.3% | 32.3 | 1.8% | 75% | False | False | 93,016 |  
                | 120 | 1,923.7 | 1,418.5 | 505.2 | 27.9% | 29.8 | 1.6% | 77% | False | False | 77,830 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,982.6 |  
            | 2.618 | 1,919.9 |  
            | 1.618 | 1,881.5 |  
            | 1.000 | 1,857.8 |  
            | 0.618 | 1,843.1 |  
            | HIGH | 1,819.4 |  
            | 0.618 | 1,804.7 |  
            | 0.500 | 1,800.2 |  
            | 0.382 | 1,795.7 |  
            | LOW | 1,781.0 |  
            | 0.618 | 1,757.3 |  
            | 1.000 | 1,742.6 |  
            | 1.618 | 1,718.9 |  
            | 2.618 | 1,680.5 |  
            | 4.250 | 1,617.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Sep-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,805.5 | 1,806.1 |  
                                | PP | 1,802.8 | 1,804.0 |  
                                | S1 | 1,800.2 | 1,802.0 |  |