| Trading Metrics calculated at close of trading on 14-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Oct-2011 | 
                    14-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,198.50 | 
                        1,197.50 | 
                        -1.00 | 
                        -0.1% | 
                        1,157.75 | 
                     
                    
                        | High | 
                        1,204.25 | 
                        1,221.50 | 
                        17.25 | 
                        1.4% | 
                        1,221.50 | 
                     
                    
                        | Low | 
                        1,185.25 | 
                        1,193.00 | 
                        7.75 | 
                        0.7% | 
                        1,156.50 | 
                     
                    
                        | Close | 
                        1,198.00 | 
                        1,219.25 | 
                        21.25 | 
                        1.8% | 
                        1,219.25 | 
                     
                    
                        | Range | 
                        19.00 | 
                        28.50 | 
                        9.50 | 
                        50.0% | 
                        65.00 | 
                     
                    
                        | ATR | 
                        34.48 | 
                        34.05 | 
                        -0.43 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,316,227 | 
                        2,194,991 | 
                        -121,236 | 
                        -5.2% | 
                        10,794,485 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,296.75 | 
                1,286.50 | 
                1,235.00 | 
                 | 
             
            
                | R3 | 
                1,268.25 | 
                1,258.00 | 
                1,227.00 | 
                 | 
             
            
                | R2 | 
                1,239.75 | 
                1,239.75 | 
                1,224.50 | 
                 | 
             
            
                | R1 | 
                1,229.50 | 
                1,229.50 | 
                1,221.75 | 
                1,234.50 | 
             
            
                | PP | 
                1,211.25 | 
                1,211.25 | 
                1,211.25 | 
                1,213.75 | 
             
            
                | S1 | 
                1,201.00 | 
                1,201.00 | 
                1,216.75 | 
                1,206.00 | 
             
            
                | S2 | 
                1,182.75 | 
                1,182.75 | 
                1,214.00 | 
                 | 
             
            
                | S3 | 
                1,154.25 | 
                1,172.50 | 
                1,211.50 | 
                 | 
             
            
                | S4 | 
                1,125.75 | 
                1,144.00 | 
                1,203.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,394.00 | 
                1,371.75 | 
                1,255.00 | 
                 | 
             
            
                | R3 | 
                1,329.00 | 
                1,306.75 | 
                1,237.00 | 
                 | 
             
            
                | R2 | 
                1,264.00 | 
                1,264.00 | 
                1,231.25 | 
                 | 
             
            
                | R1 | 
                1,241.75 | 
                1,241.75 | 
                1,225.25 | 
                1,253.00 | 
             
            
                | PP | 
                1,199.00 | 
                1,199.00 | 
                1,199.00 | 
                1,204.75 | 
             
            
                | S1 | 
                1,176.75 | 
                1,176.75 | 
                1,213.25 | 
                1,188.00 | 
             
            
                | S2 | 
                1,134.00 | 
                1,134.00 | 
                1,207.25 | 
                 | 
             
            
                | S3 | 
                1,069.00 | 
                1,111.75 | 
                1,201.50 | 
                 | 
             
            
                | S4 | 
                1,004.00 | 
                1,046.75 | 
                1,183.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,221.50 | 
                1,156.50 | 
                65.00 | 
                5.3% | 
                26.50 | 
                2.2% | 
                97% | 
                True | 
                False | 
                2,158,897 | 
                 
                
                | 10 | 
                1,221.50 | 
                1,068.00 | 
                153.50 | 
                12.6% | 
                32.75 | 
                2.7% | 
                99% | 
                True | 
                False | 
                2,724,990 | 
                 
                
                | 20 | 
                1,221.50 | 
                1,068.00 | 
                153.50 | 
                12.6% | 
                35.50 | 
                2.9% | 
                99% | 
                True | 
                False | 
                2,935,310 | 
                 
                
                | 40 | 
                1,223.75 | 
                1,068.00 | 
                155.75 | 
                12.8% | 
                34.75 | 
                2.8% | 
                97% | 
                False | 
                False | 
                2,005,302 | 
                 
                
                | 60 | 
                1,342.00 | 
                1,068.00 | 
                274.00 | 
                22.5% | 
                37.00 | 
                3.0% | 
                55% | 
                False | 
                False | 
                1,338,655 | 
                 
                
                | 80 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                23.0% | 
                32.75 | 
                2.7% | 
                54% | 
                False | 
                False | 
                1,004,326 | 
                 
                
                | 100 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                23.0% | 
                29.50 | 
                2.4% | 
                54% | 
                False | 
                False | 
                803,534 | 
                 
                
                | 120 | 
                1,361.00 | 
                1,068.00 | 
                293.00 | 
                24.0% | 
                27.00 | 
                2.2% | 
                52% | 
                False | 
                False | 
                669,639 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,342.50 | 
         
        
            | 
2.618             | 
            1,296.00 | 
         
        
            | 
1.618             | 
            1,267.50 | 
         
        
            | 
1.000             | 
            1,250.00 | 
         
        
            | 
0.618             | 
            1,239.00 | 
         
        
            | 
HIGH             | 
            1,221.50 | 
         
        
            | 
0.618             | 
            1,210.50 | 
         
        
            | 
0.500             | 
            1,207.25 | 
         
        
            | 
0.382             | 
            1,204.00 | 
         
        
            | 
LOW             | 
            1,193.00 | 
         
        
            | 
0.618             | 
            1,175.50 | 
         
        
            | 
1.000             | 
            1,164.50 | 
         
        
            | 
1.618             | 
            1,147.00 | 
         
        
            | 
2.618             | 
            1,118.50 | 
         
        
            | 
4.250             | 
            1,072.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,215.25 | 
                                1,213.25 | 
                             
                            
                                | PP | 
                                1,211.25 | 
                                1,207.25 | 
                             
                            
                                | S1 | 
                                1,207.25 | 
                                1,201.00 | 
                             
             
         |