| Trading Metrics calculated at close of trading on 31-Jul-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jul-2012 | 31-Jul-2012 | Change | Change % | Previous Week |  
                        | Open | 8,705 | 8,615 | -90 | -1.0% | 8,625 |  
                        | High | 8,705 | 8,745 | 40 | 0.5% | 8,740 |  
                        | Low | 8,595 | 8,585 | -10 | -0.1% | 8,330 |  
                        | Close | 8,635 | 8,610 | -25 | -0.3% | 8,690 |  
                        | Range | 110 | 160 | 50 | 45.5% | 410 |  
                        | ATR | 146 | 147 | 1 | 0.7% | 0 |  
                        | Volume | 2,472 | 3,630 | 1,158 | 46.8% | 26,716 |  | 
    
| 
        
            | Daily Pivots for day following 31-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 9,127 | 9,028 | 8,698 |  |  
                | R3 | 8,967 | 8,868 | 8,654 |  |  
                | R2 | 8,807 | 8,807 | 8,639 |  |  
                | R1 | 8,708 | 8,708 | 8,625 | 8,678 |  
                | PP | 8,647 | 8,647 | 8,647 | 8,631 |  
                | S1 | 8,548 | 8,548 | 8,595 | 8,518 |  
                | S2 | 8,487 | 8,487 | 8,581 |  |  
                | S3 | 8,327 | 8,388 | 8,566 |  |  
                | S4 | 8,167 | 8,228 | 8,522 |  |  | 
        
            | Weekly Pivots for week ending 27-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 9,817 | 9,663 | 8,916 |  |  
                | R3 | 9,407 | 9,253 | 8,803 |  |  
                | R2 | 8,997 | 8,997 | 8,765 |  |  
                | R1 | 8,843 | 8,843 | 8,728 | 8,920 |  
                | PP | 8,587 | 8,587 | 8,587 | 8,625 |  
                | S1 | 8,433 | 8,433 | 8,653 | 8,510 |  
                | S2 | 8,177 | 8,177 | 8,615 |  |  
                | S3 | 7,767 | 8,023 | 8,577 |  |  
                | S4 | 7,357 | 7,613 | 8,465 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 8,745 | 8,330 | 415 | 4.8% | 162 | 1.9% | 67% | True | False | 4,428 |  
                | 10 | 8,840 | 8,330 | 510 | 5.9% | 153 | 1.8% | 55% | False | False | 4,366 |  
                | 20 | 9,170 | 8,330 | 840 | 9.8% | 144 | 1.7% | 33% | False | False | 3,878 |  
                | 40 | 9,170 | 8,330 | 840 | 9.8% | 151 | 1.8% | 33% | False | False | 4,759 |  
                | 60 | 9,170 | 8,200 | 970 | 11.3% | 120 | 1.4% | 42% | False | False | 3,406 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 9,425 |  
            | 2.618 | 9,164 |  
            | 1.618 | 9,004 |  
            | 1.000 | 8,905 |  
            | 0.618 | 8,844 |  
            | HIGH | 8,745 |  
            | 0.618 | 8,684 |  
            | 0.500 | 8,665 |  
            | 0.382 | 8,646 |  
            | LOW | 8,585 |  
            | 0.618 | 8,486 |  
            | 1.000 | 8,425 |  
            | 1.618 | 8,326 |  
            | 2.618 | 8,166 |  
            | 4.250 | 7,905 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Jul-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 8,665 | 8,630 |  
                                | PP | 8,647 | 8,623 |  
                                | S1 | 8,628 | 8,617 |  |