| Trading Metrics calculated at close of trading on 03-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Sep-2011 | 
                    03-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,618.3 | 
                        1,625.1 | 
                        6.8 | 
                        0.4% | 
                        1,660.0 | 
                     
                    
                        | High | 
                        1,642.5 | 
                        1,667.0 | 
                        24.5 | 
                        1.5% | 
                        1,679.2 | 
                     
                    
                        | Low | 
                        1,607.8 | 
                        1,620.0 | 
                        12.2 | 
                        0.8% | 
                        1,535.0 | 
                     
                    
                        | Close | 
                        1,622.3 | 
                        1,657.7 | 
                        35.4 | 
                        2.2% | 
                        1,622.3 | 
                     
                    
                        | Range | 
                        34.7 | 
                        47.0 | 
                        12.3 | 
                        35.4% | 
                        144.2 | 
                     
                    
                        | ATR | 
                        63.4 | 
                        62.2 | 
                        -1.2 | 
                        -1.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        140,342 | 
                        132,366 | 
                        -7,976 | 
                        -5.7% | 
                        1,089,019 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,789.2 | 
                1,770.5 | 
                1,683.6 | 
                 | 
             
            
                | R3 | 
                1,742.2 | 
                1,723.5 | 
                1,670.6 | 
                 | 
             
            
                | R2 | 
                1,695.2 | 
                1,695.2 | 
                1,666.3 | 
                 | 
             
            
                | R1 | 
                1,676.5 | 
                1,676.5 | 
                1,662.0 | 
                1,685.9 | 
             
            
                | PP | 
                1,648.2 | 
                1,648.2 | 
                1,648.2 | 
                1,652.9 | 
             
            
                | S1 | 
                1,629.5 | 
                1,629.5 | 
                1,653.4 | 
                1,638.9 | 
             
            
                | S2 | 
                1,601.2 | 
                1,601.2 | 
                1,649.1 | 
                 | 
             
            
                | S3 | 
                1,554.2 | 
                1,582.5 | 
                1,644.8 | 
                 | 
             
            
                | S4 | 
                1,507.2 | 
                1,535.5 | 
                1,631.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,044.8 | 
                1,977.7 | 
                1,701.6 | 
                 | 
             
            
                | R3 | 
                1,900.6 | 
                1,833.5 | 
                1,662.0 | 
                 | 
             
            
                | R2 | 
                1,756.4 | 
                1,756.4 | 
                1,648.7 | 
                 | 
             
            
                | R1 | 
                1,689.3 | 
                1,689.3 | 
                1,635.5 | 
                1,650.8 | 
             
            
                | PP | 
                1,612.2 | 
                1,612.2 | 
                1,612.2 | 
                1,592.9 | 
             
            
                | S1 | 
                1,545.1 | 
                1,545.1 | 
                1,609.1 | 
                1,506.6 | 
             
            
                | S2 | 
                1,468.0 | 
                1,468.0 | 
                1,595.9 | 
                 | 
             
            
                | S3 | 
                1,323.8 | 
                1,400.9 | 
                1,582.6 | 
                 | 
             
            
                | S4 | 
                1,179.6 | 
                1,256.7 | 
                1,543.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,679.2 | 
                1,585.0 | 
                94.2 | 
                5.7% | 
                53.7 | 
                3.2% | 
                77% | 
                False | 
                False | 
                172,380 | 
                 
                
                | 10 | 
                1,819.4 | 
                1,535.0 | 
                284.4 | 
                17.2% | 
                67.3 | 
                4.1% | 
                43% | 
                False | 
                False | 
                215,827 | 
                 
                
                | 20 | 
                1,923.7 | 
                1,535.0 | 
                388.7 | 
                23.4% | 
                63.6 | 
                3.8% | 
                32% | 
                False | 
                False | 
                222,006 | 
                 
                
                | 40 | 
                1,923.7 | 
                1,535.0 | 
                388.7 | 
                23.4% | 
                59.0 | 
                3.6% | 
                32% | 
                False | 
                False | 
                227,680 | 
                 
                
                | 60 | 
                1,923.7 | 
                1,535.0 | 
                388.7 | 
                23.4% | 
                47.2 | 
                2.8% | 
                32% | 
                False | 
                False | 
                180,847 | 
                 
                
                | 80 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                26.7% | 
                40.1 | 
                2.4% | 
                40% | 
                False | 
                False | 
                137,479 | 
                 
                
                | 100 | 
                1,923.7 | 
                1,475.0 | 
                448.7 | 
                27.1% | 
                35.7 | 
                2.2% | 
                41% | 
                False | 
                False | 
                110,771 | 
                 
                
                | 120 | 
                1,923.7 | 
                1,456.0 | 
                467.7 | 
                28.2% | 
                33.6 | 
                2.0% | 
                43% | 
                False | 
                False | 
                92,893 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,866.8 | 
         
        
            | 
2.618             | 
            1,790.0 | 
         
        
            | 
1.618             | 
            1,743.0 | 
         
        
            | 
1.000             | 
            1,714.0 | 
         
        
            | 
0.618             | 
            1,696.0 | 
         
        
            | 
HIGH             | 
            1,667.0 | 
         
        
            | 
0.618             | 
            1,649.0 | 
         
        
            | 
0.500             | 
            1,643.5 | 
         
        
            | 
0.382             | 
            1,638.0 | 
         
        
            | 
LOW             | 
            1,620.0 | 
         
        
            | 
0.618             | 
            1,591.0 | 
         
        
            | 
1.000             | 
            1,573.0 | 
         
        
            | 
1.618             | 
            1,544.0 | 
         
        
            | 
2.618             | 
            1,497.0 | 
         
        
            | 
4.250             | 
            1,420.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,653.0 | 
                                1,647.1 | 
                             
                            
                                | PP | 
                                1,648.2 | 
                                1,636.6 | 
                             
                            
                                | S1 | 
                                1,643.5 | 
                                1,626.0 | 
                             
             
         |