| Trading Metrics calculated at close of trading on 12-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Sep-2011 | 
                    12-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,180.00 | 
                        1,136.00 | 
                        -44.00 | 
                        -3.7% | 
                        1,161.00 | 
                     
                    
                        | High | 
                        1,188.25 | 
                        1,158.00 | 
                        -30.25 | 
                        -2.5% | 
                        1,198.00 | 
                     
                    
                        | Low | 
                        1,141.00 | 
                        1,123.50 | 
                        -17.50 | 
                        -1.5% | 
                        1,130.50 | 
                     
                    
                        | Close | 
                        1,152.25 | 
                        1,157.25 | 
                        5.00 | 
                        0.4% | 
                        1,152.25 | 
                     
                    
                        | Range | 
                        47.25 | 
                        34.50 | 
                        -12.75 | 
                        -27.0% | 
                        67.50 | 
                     
                    
                        | ATR | 
                        36.00 | 
                        35.89 | 
                        -0.11 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,165,176 | 
                        3,611,424 | 
                        446,248 | 
                        14.1% | 
                        4,799,853 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,249.75 | 
                1,238.00 | 
                1,176.25 | 
                 | 
             
            
                | R3 | 
                1,215.25 | 
                1,203.50 | 
                1,166.75 | 
                 | 
             
            
                | R2 | 
                1,180.75 | 
                1,180.75 | 
                1,163.50 | 
                 | 
             
            
                | R1 | 
                1,169.00 | 
                1,169.00 | 
                1,160.50 | 
                1,175.00 | 
             
            
                | PP | 
                1,146.25 | 
                1,146.25 | 
                1,146.25 | 
                1,149.25 | 
             
            
                | S1 | 
                1,134.50 | 
                1,134.50 | 
                1,154.00 | 
                1,140.50 | 
             
            
                | S2 | 
                1,111.75 | 
                1,111.75 | 
                1,151.00 | 
                 | 
             
            
                | S3 | 
                1,077.25 | 
                1,100.00 | 
                1,147.75 | 
                 | 
             
            
                | S4 | 
                1,042.75 | 
                1,065.50 | 
                1,138.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,362.75 | 
                1,325.00 | 
                1,189.50 | 
                 | 
             
            
                | R3 | 
                1,295.25 | 
                1,257.50 | 
                1,170.75 | 
                 | 
             
            
                | R2 | 
                1,227.75 | 
                1,227.75 | 
                1,164.50 | 
                 | 
             
            
                | R1 | 
                1,190.00 | 
                1,190.00 | 
                1,158.50 | 
                1,175.00 | 
             
            
                | PP | 
                1,160.25 | 
                1,160.25 | 
                1,160.25 | 
                1,152.75 | 
             
            
                | S1 | 
                1,122.50 | 
                1,122.50 | 
                1,146.00 | 
                1,107.50 | 
             
            
                | S2 | 
                1,092.75 | 
                1,092.75 | 
                1,140.00 | 
                 | 
             
            
                | S3 | 
                1,025.25 | 
                1,055.00 | 
                1,133.75 | 
                 | 
             
            
                | S4 | 
                957.75 | 
                987.50 | 
                1,115.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,198.00 | 
                1,123.50 | 
                74.50 | 
                6.4% | 
                34.00 | 
                2.9% | 
                45% | 
                False | 
                True | 
                1,682,255 | 
                 
                
                | 10 | 
                1,223.75 | 
                1,123.50 | 
                100.25 | 
                8.7% | 
                32.00 | 
                2.8% | 
                34% | 
                False | 
                True | 
                852,549 | 
                 
                
                | 20 | 
                1,223.75 | 
                1,105.75 | 
                118.00 | 
                10.2% | 
                34.00 | 
                2.9% | 
                44% | 
                False | 
                False | 
                430,416 | 
                 
                
                | 40 | 
                1,342.00 | 
                1,071.50 | 
                270.50 | 
                23.4% | 
                36.75 | 
                3.2% | 
                32% | 
                False | 
                False | 
                217,706 | 
                 
                
                | 60 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                24.0% | 
                31.00 | 
                2.7% | 
                31% | 
                False | 
                False | 
                145,530 | 
                 
                
                | 80 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                24.0% | 
                27.00 | 
                2.3% | 
                31% | 
                False | 
                False | 
                109,216 | 
                 
                
                | 100 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                25.0% | 
                24.50 | 
                2.1% | 
                30% | 
                False | 
                False | 
                87,413 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                25.0% | 
                22.50 | 
                1.9% | 
                30% | 
                False | 
                False | 
                72,874 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,304.50 | 
         
        
            | 
2.618             | 
            1,248.25 | 
         
        
            | 
1.618             | 
            1,213.75 | 
         
        
            | 
1.000             | 
            1,192.50 | 
         
        
            | 
0.618             | 
            1,179.25 | 
         
        
            | 
HIGH             | 
            1,158.00 | 
         
        
            | 
0.618             | 
            1,144.75 | 
         
        
            | 
0.500             | 
            1,140.75 | 
         
        
            | 
0.382             | 
            1,136.75 | 
         
        
            | 
LOW             | 
            1,123.50 | 
         
        
            | 
0.618             | 
            1,102.25 | 
         
        
            | 
1.000             | 
            1,089.00 | 
         
        
            | 
1.618             | 
            1,067.75 | 
         
        
            | 
2.618             | 
            1,033.25 | 
         
        
            | 
4.250             | 
            977.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,151.75 | 
                                1,160.75 | 
                             
                            
                                | PP | 
                                1,146.25 | 
                                1,159.50 | 
                             
                            
                                | S1 | 
                                1,140.75 | 
                                1,158.50 | 
                             
             
         |