| Trading Metrics calculated at close of trading on 13-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Sep-2011 | 
                    13-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,136.00 | 
                        1,156.75 | 
                        20.75 | 
                        1.8% | 
                        1,161.00 | 
                     
                    
                        | High | 
                        1,158.00 | 
                        1,170.50 | 
                        12.50 | 
                        1.1% | 
                        1,198.00 | 
                     
                    
                        | Low | 
                        1,123.50 | 
                        1,139.00 | 
                        15.50 | 
                        1.4% | 
                        1,130.50 | 
                     
                    
                        | Close | 
                        1,157.25 | 
                        1,165.25 | 
                        8.00 | 
                        0.7% | 
                        1,152.25 | 
                     
                    
                        | Range | 
                        34.50 | 
                        31.50 | 
                        -3.00 | 
                        -8.7% | 
                        67.50 | 
                     
                    
                        | ATR | 
                        35.89 | 
                        35.58 | 
                        -0.31 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,611,424 | 
                        3,690,918 | 
                        79,494 | 
                        2.2% | 
                        4,799,853 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,252.75 | 
                1,240.50 | 
                1,182.50 | 
                 | 
             
            
                | R3 | 
                1,221.25 | 
                1,209.00 | 
                1,174.00 | 
                 | 
             
            
                | R2 | 
                1,189.75 | 
                1,189.75 | 
                1,171.00 | 
                 | 
             
            
                | R1 | 
                1,177.50 | 
                1,177.50 | 
                1,168.25 | 
                1,183.50 | 
             
            
                | PP | 
                1,158.25 | 
                1,158.25 | 
                1,158.25 | 
                1,161.25 | 
             
            
                | S1 | 
                1,146.00 | 
                1,146.00 | 
                1,162.25 | 
                1,152.00 | 
             
            
                | S2 | 
                1,126.75 | 
                1,126.75 | 
                1,159.50 | 
                 | 
             
            
                | S3 | 
                1,095.25 | 
                1,114.50 | 
                1,156.50 | 
                 | 
             
            
                | S4 | 
                1,063.75 | 
                1,083.00 | 
                1,148.00 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                56% | 
                False | 
                False | 
                2,407,967 | 
                 
                
                | 10 | 
                1,223.75 | 
                1,123.50 | 
                100.25 | 
                8.6% | 
                31.50 | 
                2.7% | 
                42% | 
                False | 
                False | 
                1,220,839 | 
                 
                
                | 20 | 
                1,223.75 | 
                1,105.75 | 
                118.00 | 
                10.1% | 
                34.50 | 
                3.0% | 
                50% | 
                False | 
                False | 
                614,618 | 
                 
                
                | 40 | 
                1,342.00 | 
                1,071.50 | 
                270.50 | 
                23.2% | 
                37.00 | 
                3.2% | 
                35% | 
                False | 
                False | 
                309,947 | 
                 
                
                | 60 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                23.8% | 
                31.25 | 
                2.7% | 
                34% | 
                False | 
                False | 
                207,030 | 
                 
                
                | 80 | 
                1,348.75 | 
                1,071.50 | 
                277.25 | 
                23.8% | 
                27.25 | 
                2.3% | 
                34% | 
                False | 
                False | 
                155,352 | 
                 
                
                | 100 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                24.8% | 
                24.75 | 
                2.1% | 
                32% | 
                False | 
                False | 
                124,322 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,071.50 | 
                289.50 | 
                24.8% | 
                22.50 | 
                1.9% | 
                32% | 
                False | 
                False | 
                103,632 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,304.50 | 
         
        
            | 
2.618             | 
            1,253.00 | 
         
        
            | 
1.618             | 
            1,221.50 | 
         
        
            | 
1.000             | 
            1,202.00 | 
         
        
            | 
0.618             | 
            1,190.00 | 
         
        
            | 
HIGH             | 
            1,170.50 | 
         
        
            | 
0.618             | 
            1,158.50 | 
         
        
            | 
0.500             | 
            1,154.75 | 
         
        
            | 
0.382             | 
            1,151.00 | 
         
        
            | 
LOW             | 
            1,139.00 | 
         
        
            | 
0.618             | 
            1,119.50 | 
         
        
            | 
1.000             | 
            1,107.50 | 
         
        
            | 
1.618             | 
            1,088.00 | 
         
        
            | 
2.618             | 
            1,056.50 | 
         
        
            | 
4.250             | 
            1,005.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,161.75 | 
                                1,162.00 | 
                             
                            
                                | PP | 
                                1,158.25 | 
                                1,159.00 | 
                             
                            
                                | S1 | 
                                1,154.75 | 
                                1,156.00 | 
                             
             
         |