| Trading Metrics calculated at close of trading on 26-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Aug-2011 | 
                    26-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,166.00 | 
                        1,151.25 | 
                        -14.75 | 
                        -1.3% | 
                        1,116.00 | 
                     
                    
                        | High | 
                        1,183.00 | 
                        1,173.50 | 
                        -9.50 | 
                        -0.8% | 
                        1,183.00 | 
                     
                    
                        | Low | 
                        1,147.50 | 
                        1,126.75 | 
                        -20.75 | 
                        -1.8% | 
                        1,105.75 | 
                     
                    
                        | Close | 
                        1,151.75 | 
                        1,170.25 | 
                        18.50 | 
                        1.6% | 
                        1,170.25 | 
                     
                    
                        | Range | 
                        35.50 | 
                        46.75 | 
                        11.25 | 
                        31.7% | 
                        77.25 | 
                     
                    
                        | ATR | 
                        38.77 | 
                        39.34 | 
                        0.57 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        17,337 | 
                        15,620 | 
                        -1,717 | 
                        -9.9% | 
                        61,252 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,297.00 | 
                1,280.50 | 
                1,196.00 | 
                 | 
             
            
                | R3 | 
                1,250.25 | 
                1,233.75 | 
                1,183.00 | 
                 | 
             
            
                | R2 | 
                1,203.50 | 
                1,203.50 | 
                1,178.75 | 
                 | 
             
            
                | R1 | 
                1,187.00 | 
                1,187.00 | 
                1,174.50 | 
                1,195.25 | 
             
            
                | PP | 
                1,156.75 | 
                1,156.75 | 
                1,156.75 | 
                1,161.00 | 
             
            
                | S1 | 
                1,140.25 | 
                1,140.25 | 
                1,166.00 | 
                1,148.50 | 
             
            
                | S2 | 
                1,110.00 | 
                1,110.00 | 
                1,161.75 | 
                 | 
             
            
                | S3 | 
                1,063.25 | 
                1,093.50 | 
                1,157.50 | 
                 | 
             
            
                | S4 | 
                1,016.50 | 
                1,046.75 | 
                1,144.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,384.75 | 
                1,354.75 | 
                1,212.75 | 
                 | 
             
            
                | R3 | 
                1,307.50 | 
                1,277.50 | 
                1,191.50 | 
                 | 
             
            
                | R2 | 
                1,230.25 | 
                1,230.25 | 
                1,184.50 | 
                 | 
             
            
                | R1 | 
                1,200.25 | 
                1,200.25 | 
                1,177.25 | 
                1,215.25 | 
             
            
                | PP | 
                1,153.00 | 
                1,153.00 | 
                1,153.00 | 
                1,160.50 | 
             
            
                | S1 | 
                1,123.00 | 
                1,123.00 | 
                1,163.25 | 
                1,138.00 | 
             
            
                | S2 | 
                1,075.75 | 
                1,075.75 | 
                1,156.00 | 
                 | 
             
            
                | S3 | 
                998.50 | 
                1,045.75 | 
                1,149.00 | 
                 | 
             
            
                | S4 | 
                921.25 | 
                968.50 | 
                1,127.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,183.00 | 
                1,105.75 | 
                77.25 | 
                6.6% | 
                38.50 | 
                3.3% | 
                83% | 
                False | 
                False | 
                12,250 | 
                 
                
                | 10 | 
                1,200.50 | 
                1,105.75 | 
                94.75 | 
                8.1% | 
                36.25 | 
                3.1% | 
                68% | 
                False | 
                False | 
                8,283 | 
                 
                
                | 20 | 
                1,304.00 | 
                1,071.50 | 
                232.50 | 
                19.9% | 
                47.50 | 
                4.1% | 
                42% | 
                False | 
                False | 
                8,102 | 
                 
                
                | 40 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                23.7% | 
                33.75 | 
                2.9% | 
                36% | 
                False | 
                False | 
                4,895 | 
                 
                
                | 60 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                23.7% | 
                28.25 | 
                2.4% | 
                36% | 
                False | 
                False | 
                3,525 | 
                 
                
                | 80 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                23.7% | 
                25.25 | 
                2.2% | 
                36% | 
                False | 
                False | 
                2,679 | 
                 
                
                | 100 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                24.7% | 
                22.75 | 
                1.9% | 
                34% | 
                False | 
                False | 
                2,191 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                24.7% | 
                21.25 | 
                1.8% | 
                34% | 
                False | 
                False | 
                1,844 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,372.25 | 
         
        
            | 
2.618             | 
            1,296.00 | 
         
        
            | 
1.618             | 
            1,249.25 | 
         
        
            | 
1.000             | 
            1,220.25 | 
         
        
            | 
0.618             | 
            1,202.50 | 
         
        
            | 
HIGH             | 
            1,173.50 | 
         
        
            | 
0.618             | 
            1,155.75 | 
         
        
            | 
0.500             | 
            1,150.00 | 
         
        
            | 
0.382             | 
            1,144.50 | 
         
        
            | 
LOW             | 
            1,126.75 | 
         
        
            | 
0.618             | 
            1,097.75 | 
         
        
            | 
1.000             | 
            1,080.00 | 
         
        
            | 
1.618             | 
            1,051.00 | 
         
        
            | 
2.618             | 
            1,004.25 | 
         
        
            | 
4.250             | 
            928.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,163.50 | 
                                1,165.00 | 
                             
                            
                                | PP | 
                                1,156.75 | 
                                1,160.00 | 
                             
                            
                                | S1 | 
                                1,150.00 | 
                                1,155.00 | 
                             
             
         |