| Trading Metrics calculated at close of trading on 08-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Nov-2011 | 
                    08-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,755.2 | 
                        1,795.8 | 
                        40.6 | 
                        2.3% | 
                        1,743.1 | 
                     
                    
                        | High | 
                        1,799.9 | 
                        1,804.4 | 
                        4.5 | 
                        0.3% | 
                        1,769.5 | 
                     
                    
                        | Low | 
                        1,754.0 | 
                        1,778.3 | 
                        24.3 | 
                        1.4% | 
                        1,681.2 | 
                     
                    
                        | Close | 
                        1,791.1 | 
                        1,799.2 | 
                        8.1 | 
                        0.5% | 
                        1,756.1 | 
                     
                    
                        | Range | 
                        45.9 | 
                        26.1 | 
                        -19.8 | 
                        -43.1% | 
                        88.3 | 
                     
                    
                        | ATR | 
                        41.5 | 
                        40.4 | 
                        -1.1 | 
                        -2.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        137,189 | 
                        123,140 | 
                        -14,049 | 
                        -10.2% | 
                        645,820 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,872.3 | 
                1,861.8 | 
                1,813.6 | 
                 | 
             
            
                | R3 | 
                1,846.2 | 
                1,835.7 | 
                1,806.4 | 
                 | 
             
            
                | R2 | 
                1,820.1 | 
                1,820.1 | 
                1,804.0 | 
                 | 
             
            
                | R1 | 
                1,809.6 | 
                1,809.6 | 
                1,801.6 | 
                1,814.9 | 
             
            
                | PP | 
                1,794.0 | 
                1,794.0 | 
                1,794.0 | 
                1,796.6 | 
             
            
                | S1 | 
                1,783.5 | 
                1,783.5 | 
                1,796.8 | 
                1,788.8 | 
             
            
                | S2 | 
                1,767.9 | 
                1,767.9 | 
                1,794.4 | 
                 | 
             
            
                | S3 | 
                1,741.8 | 
                1,757.4 | 
                1,792.0 | 
                 | 
             
            
                | S4 | 
                1,715.7 | 
                1,731.3 | 
                1,784.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,000.5 | 
                1,966.6 | 
                1,804.7 | 
                 | 
             
            
                | R3 | 
                1,912.2 | 
                1,878.3 | 
                1,780.4 | 
                 | 
             
            
                | R2 | 
                1,823.9 | 
                1,823.9 | 
                1,772.3 | 
                 | 
             
            
                | R1 | 
                1,790.0 | 
                1,790.0 | 
                1,764.2 | 
                1,807.0 | 
             
            
                | PP | 
                1,735.6 | 
                1,735.6 | 
                1,735.6 | 
                1,744.1 | 
             
            
                | S1 | 
                1,701.7 | 
                1,701.7 | 
                1,748.0 | 
                1,718.7 | 
             
            
                | S2 | 
                1,647.3 | 
                1,647.3 | 
                1,739.9 | 
                 | 
             
            
                | S3 | 
                1,559.0 | 
                1,613.4 | 
                1,731.8 | 
                 | 
             
            
                | S4 | 
                1,470.7 | 
                1,525.1 | 
                1,707.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,804.4 | 
                1,715.5 | 
                88.9 | 
                4.9% | 
                32.9 | 
                1.8% | 
                94% | 
                True | 
                False | 
                124,523 | 
                 
                
                | 10 | 
                1,804.4 | 
                1,681.2 | 
                123.2 | 
                6.8% | 
                34.6 | 
                1.9% | 
                96% | 
                True | 
                False | 
                128,985 | 
                 
                
                | 20 | 
                1,804.4 | 
                1,604.7 | 
                199.7 | 
                11.1% | 
                35.6 | 
                2.0% | 
                97% | 
                True | 
                False | 
                127,831 | 
                 
                
                | 40 | 
                1,848.2 | 
                1,535.0 | 
                313.2 | 
                17.4% | 
                46.7 | 
                2.6% | 
                84% | 
                False | 
                False | 
                155,360 | 
                 
                
                | 60 | 
                1,923.7 | 
                1,535.0 | 
                388.7 | 
                21.6% | 
                50.2 | 
                2.8% | 
                68% | 
                False | 
                False | 
                181,790 | 
                 
                
                | 80 | 
                1,923.7 | 
                1,535.0 | 
                388.7 | 
                21.6% | 
                46.2 | 
                2.6% | 
                68% | 
                False | 
                False | 
                175,572 | 
                 
                
                | 100 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                24.6% | 
                40.8 | 
                2.3% | 
                72% | 
                False | 
                False | 
                142,929 | 
                 
                
                | 120 | 
                1,923.7 | 
                1,481.0 | 
                442.7 | 
                24.6% | 
                36.8 | 
                2.0% | 
                72% | 
                False | 
                False | 
                119,788 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,915.3 | 
         
        
            | 
2.618             | 
            1,872.7 | 
         
        
            | 
1.618             | 
            1,846.6 | 
         
        
            | 
1.000             | 
            1,830.5 | 
         
        
            | 
0.618             | 
            1,820.5 | 
         
        
            | 
HIGH             | 
            1,804.4 | 
         
        
            | 
0.618             | 
            1,794.4 | 
         
        
            | 
0.500             | 
            1,791.4 | 
         
        
            | 
0.382             | 
            1,788.3 | 
         
        
            | 
LOW             | 
            1,778.3 | 
         
        
            | 
0.618             | 
            1,762.2 | 
         
        
            | 
1.000             | 
            1,752.2 | 
         
        
            | 
1.618             | 
            1,736.1 | 
         
        
            | 
2.618             | 
            1,710.0 | 
         
        
            | 
4.250             | 
            1,667.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,796.6 | 
                                1,791.8 | 
                             
                            
                                | PP | 
                                1,794.0 | 
                                1,784.5 | 
                             
                            
                                | S1 | 
                                1,791.4 | 
                                1,777.1 | 
                             
             
         |