| Trading Metrics calculated at close of trading on 31-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Oct-2011 | 31-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 9,060 | 9,090 | 30 | 0.3% | 8,745 |  
                        | High | 9,095 | 9,170 | 75 | 0.8% | 9,100 |  
                        | Low | 9,000 | 8,850 | -150 | -1.7% | 8,665 |  
                        | Close | 9,070 | 8,890 | -180 | -2.0% | 9,070 |  
                        | Range | 95 | 320 | 225 | 236.8% | 435 |  
                        | ATR | 171 | 182 | 11 | 6.2% | 0 |  
                        | Volume | 7,028 | 7,774 | 746 | 10.6% | 34,989 |  | 
    
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            | Daily Pivots for day following 31-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 9,930 | 9,730 | 9,066 |  |  
                | R3 | 9,610 | 9,410 | 8,978 |  |  
                | R2 | 9,290 | 9,290 | 8,949 |  |  
                | R1 | 9,090 | 9,090 | 8,919 | 9,030 |  
                | PP | 8,970 | 8,970 | 8,970 | 8,940 |  
                | S1 | 8,770 | 8,770 | 8,861 | 8,710 |  
                | S2 | 8,650 | 8,650 | 8,831 |  |  
                | S3 | 8,330 | 8,450 | 8,802 |  |  
                | S4 | 8,010 | 8,130 | 8,714 |  |  | 
        
            | Weekly Pivots for week ending 28-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 10,250 | 10,095 | 9,309 |  |  
                | R3 | 9,815 | 9,660 | 9,190 |  |  
                | R2 | 9,380 | 9,380 | 9,150 |  |  
                | R1 | 9,225 | 9,225 | 9,110 | 9,303 |  
                | PP | 8,945 | 8,945 | 8,945 | 8,984 |  
                | S1 | 8,790 | 8,790 | 9,030 | 8,868 |  
                | S2 | 8,510 | 8,510 | 8,990 |  |  
                | S3 | 8,075 | 8,355 | 8,951 |  |  
                | S4 | 7,640 | 7,920 | 8,831 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 9,170 | 8,665 | 505 | 5.7% | 221 | 2.5% | 45% | True | False | 7,622 |  
                | 10 | 9,170 | 8,650 | 520 | 5.8% | 182 | 2.0% | 46% | True | False | 6,698 |  
                | 20 | 9,170 | 8,345 | 825 | 9.3% | 169 | 1.9% | 66% | True | False | 6,703 |  
                | 40 | 9,170 | 8,280 | 890 | 10.0% | 185 | 2.1% | 69% | True | False | 8,364 |  
                | 60 | 9,195 | 8,280 | 915 | 10.3% | 183 | 2.1% | 67% | False | False | 5,683 |  
                | 80 | 10,120 | 8,280 | 1,840 | 20.7% | 143 | 1.6% | 33% | False | False | 4,265 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 10,530 |  
            | 2.618 | 10,008 |  
            | 1.618 | 9,688 |  
            | 1.000 | 9,490 |  
            | 0.618 | 9,368 |  
            | HIGH | 9,170 |  
            | 0.618 | 9,048 |  
            | 0.500 | 9,010 |  
            | 0.382 | 8,972 |  
            | LOW | 8,850 |  
            | 0.618 | 8,652 |  
            | 1.000 | 8,530 |  
            | 1.618 | 8,332 |  
            | 2.618 | 8,012 |  
            | 4.250 | 7,490 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 9,010 | 8,958 |  
                                | PP | 8,970 | 8,935 |  
                                | S1 | 8,930 | 8,913 |  |