| Trading Metrics calculated at close of trading on 22-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Sep-2011 | 
                    22-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,806.0 | 
                        1,782.3 | 
                        -23.7 | 
                        -1.3% | 
                        1,862.2 | 
                     
                    
                        | High | 
                        1,819.4 | 
                        1,789.0 | 
                        -30.4 | 
                        -1.7% | 
                        1,865.2 | 
                     
                    
                        | Low | 
                        1,781.0 | 
                        1,723.2 | 
                        -57.8 | 
                        -3.2% | 
                        1,765.4 | 
                     
                    
                        | Close | 
                        1,808.1 | 
                        1,741.7 | 
                        -66.4 | 
                        -3.7% | 
                        1,814.7 | 
                     
                    
                        | Range | 
                        38.4 | 
                        65.8 | 
                        27.4 | 
                        71.4% | 
                        99.8 | 
                     
                    
                        | ATR | 
                        52.2 | 
                        54.5 | 
                        2.3 | 
                        4.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        176,746 | 
                        259,451 | 
                        82,705 | 
                        46.8% | 
                        947,958 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,948.7 | 
                1,911.0 | 
                1,777.9 | 
                 | 
             
            
                | R3 | 
                1,882.9 | 
                1,845.2 | 
                1,759.8 | 
                 | 
             
            
                | R2 | 
                1,817.1 | 
                1,817.1 | 
                1,753.8 | 
                 | 
             
            
                | R1 | 
                1,779.4 | 
                1,779.4 | 
                1,747.7 | 
                1,765.4 | 
             
            
                | PP | 
                1,751.3 | 
                1,751.3 | 
                1,751.3 | 
                1,744.3 | 
             
            
                | S1 | 
                1,713.6 | 
                1,713.6 | 
                1,735.7 | 
                1,699.6 | 
             
            
                | S2 | 
                1,685.5 | 
                1,685.5 | 
                1,729.6 | 
                 | 
             
            
                | S3 | 
                1,619.7 | 
                1,647.8 | 
                1,723.6 | 
                 | 
             
            
                | S4 | 
                1,553.9 | 
                1,582.0 | 
                1,705.5 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,723.2 | 
                109.7 | 
                6.3% | 
                53.6 | 
                3.1% | 
                17% | 
                False | 
                True | 
                189,663 | 
                 
                
                | 10 | 
                1,889.1 | 
                1,723.2 | 
                165.9 | 
                9.5% | 
                53.7 | 
                3.1% | 
                11% | 
                False | 
                True | 
                197,756 | 
                 
                
                | 20 | 
                1,923.7 | 
                1,705.4 | 
                218.3 | 
                12.5% | 
                55.8 | 
                3.2% | 
                17% | 
                False | 
                False | 
                214,607 | 
                 
                
                | 40 | 
                1,923.7 | 
                1,605.0 | 
                318.7 | 
                18.3% | 
                51.0 | 
                2.9% | 
                43% | 
                False | 
                False | 
                220,405 | 
                 
                
                | 60 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                25.4% | 
                40.7 | 
                2.3% | 
                59% | 
                False | 
                False | 
                156,051 | 
                 
                
                | 80 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                25.4% | 
                35.0 | 
                2.0% | 
                59% | 
                False | 
                False | 
                118,182 | 
                 
                
                | 100 | 
                1,923.7 | 
                1,465.9 | 
                457.8 | 
                26.3% | 
                32.6 | 
                1.9% | 
                60% | 
                False | 
                False | 
                95,583 | 
                 
                
                | 120 | 
                1,923.7 | 
                1,434.6 | 
                489.1 | 
                28.1% | 
                30.1 | 
                1.7% | 
                63% | 
                False | 
                False | 
                79,985 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,068.7 | 
         
        
            | 
2.618             | 
            1,961.3 | 
         
        
            | 
1.618             | 
            1,895.5 | 
         
        
            | 
1.000             | 
            1,854.8 | 
         
        
            | 
0.618             | 
            1,829.7 | 
         
        
            | 
HIGH             | 
            1,789.0 | 
         
        
            | 
0.618             | 
            1,763.9 | 
         
        
            | 
0.500             | 
            1,756.1 | 
         
        
            | 
0.382             | 
            1,748.3 | 
         
        
            | 
LOW             | 
            1,723.2 | 
         
        
            | 
0.618             | 
            1,682.5 | 
         
        
            | 
1.000             | 
            1,657.4 | 
         
        
            | 
1.618             | 
            1,616.7 | 
         
        
            | 
2.618             | 
            1,550.9 | 
         
        
            | 
4.250             | 
            1,443.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,756.1 | 
                                1,771.3 | 
                             
                            
                                | PP | 
                                1,751.3 | 
                                1,761.4 | 
                             
                            
                                | S1 | 
                                1,746.5 | 
                                1,751.6 | 
                             
             
         |