| Trading Metrics calculated at close of trading on 07-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Sep-2012 | 07-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 6,990.5 | 7,166.0 | 175.5 | 2.5% | 7,002.5 |  
                        | High | 7,174.5 | 7,250.0 | 75.5 | 1.1% | 7,250.0 |  
                        | Low | 6,977.5 | 7,165.0 | 187.5 | 2.7% | 6,892.5 |  
                        | Close | 7,158.5 | 7,222.5 | 64.0 | 0.9% | 7,222.5 |  
                        | Range | 197.0 | 85.0 | -112.0 | -56.9% | 357.5 |  
                        | ATR | 118.4 | 116.5 | -1.9 | -1.6% | 0.0 |  
                        | Volume | 178,713 | 82,419 | -96,294 | -53.9% | 586,725 |  | 
    
| 
        
            | Daily Pivots for day following 07-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7,467.5 | 7,430.0 | 7,269.3 |  |  
                | R3 | 7,382.5 | 7,345.0 | 7,245.9 |  |  
                | R2 | 7,297.5 | 7,297.5 | 7,238.1 |  |  
                | R1 | 7,260.0 | 7,260.0 | 7,230.3 | 7,278.8 |  
                | PP | 7,212.5 | 7,212.5 | 7,212.5 | 7,221.9 |  
                | S1 | 7,175.0 | 7,175.0 | 7,214.7 | 7,193.8 |  
                | S2 | 7,127.5 | 7,127.5 | 7,206.9 |  |  
                | S3 | 7,042.5 | 7,090.0 | 7,199.1 |  |  
                | S4 | 6,957.5 | 7,005.0 | 7,175.8 |  |  | 
        
            | Weekly Pivots for week ending 07-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 8,194.2 | 8,065.8 | 7,419.1 |  |  
                | R3 | 7,836.7 | 7,708.3 | 7,320.8 |  |  
                | R2 | 7,479.2 | 7,479.2 | 7,288.0 |  |  
                | R1 | 7,350.8 | 7,350.8 | 7,255.3 | 7,415.0 |  
                | PP | 7,121.7 | 7,121.7 | 7,121.7 | 7,153.8 |  
                | S1 | 6,993.3 | 6,993.3 | 7,189.7 | 7,057.5 |  
                | S2 | 6,764.2 | 6,764.2 | 7,157.0 |  |  
                | S3 | 6,406.7 | 6,635.8 | 7,124.2 |  |  
                | S4 | 6,049.2 | 6,278.3 | 7,025.9 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 7,250.0 | 6,890.0 | 360.0 | 5.0% | 123.4 | 1.7% | 92% | True | False | 144,579 |  
                | 10 | 7,250.0 | 6,870.5 | 379.5 | 5.3% | 108.5 | 1.5% | 93% | True | False | 122,398 |  
                | 20 | 7,250.0 | 6,870.5 | 379.5 | 5.3% | 94.7 | 1.3% | 93% | True | False | 110,825 |  
                | 40 | 7,250.0 | 6,314.0 | 936.0 | 13.0% | 120.0 | 1.7% | 97% | True | False | 125,251 |  
                | 60 | 7,250.0 | 6,081.5 | 1,168.5 | 16.2% | 121.4 | 1.7% | 98% | True | False | 129,928 |  
                | 80 | 7,250.0 | 5,917.5 | 1,332.5 | 18.4% | 123.4 | 1.7% | 98% | True | False | 101,071 |  
                | 100 | 7,250.0 | 5,917.5 | 1,332.5 | 18.4% | 126.7 | 1.8% | 98% | True | False | 80,920 |  
                | 120 | 7,250.0 | 5,917.5 | 1,332.5 | 18.4% | 127.2 | 1.8% | 98% | True | False | 67,464 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 7,611.3 |  
            | 2.618 | 7,472.5 |  
            | 1.618 | 7,387.5 |  
            | 1.000 | 7,335.0 |  
            | 0.618 | 7,302.5 |  
            | HIGH | 7,250.0 |  
            | 0.618 | 7,217.5 |  
            | 0.500 | 7,207.5 |  
            | 0.382 | 7,197.5 |  
            | LOW | 7,165.0 |  
            | 0.618 | 7,112.5 |  
            | 1.000 | 7,080.0 |  
            | 1.618 | 7,027.5 |  
            | 2.618 | 6,942.5 |  
            | 4.250 | 6,803.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 7,217.5 | 7,172.1 |  
                                | PP | 7,212.5 | 7,121.7 |  
                                | S1 | 7,207.5 | 7,071.3 |  |