| 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 | 
                        1,626.5 | 
                        1,622.8 | 
                        -3.7 | 
                        -0.2% | 
                        1,584.9 | 
                     
                    
                        | High | 
                        1,627.5 | 
                        1,629.3 | 
                        1.8 | 
                        0.1% | 
                        1,630.6 | 
                     
                    
                        | Low | 
                        1,615.3 | 
                        1,611.9 | 
                        -3.4 | 
                        -0.2% | 
                        1,564.5 | 
                     
                    
                        | Close | 
                        1,621.7 | 
                        1,612.4 | 
                        -9.3 | 
                        -0.6% | 
                        1,620.3 | 
                     
                    
                        | Range | 
                        12.2 | 
                        17.4 | 
                        5.2 | 
                        42.6% | 
                        66.1 | 
                     
                    
                        | ATR | 
                        22.7 | 
                        22.3 | 
                        -0.4 | 
                        -1.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        5,112 | 
                        6,803 | 
                        1,691 | 
                        33.1% | 
                        44,814 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,670.1 | 
                1,658.6 | 
                1,622.0 | 
                 | 
             
            
                | R3 | 
                1,652.7 | 
                1,641.2 | 
                1,617.2 | 
                 | 
             
            
                | R2 | 
                1,635.3 | 
                1,635.3 | 
                1,615.6 | 
                 | 
             
            
                | R1 | 
                1,623.8 | 
                1,623.8 | 
                1,614.0 | 
                1,620.9 | 
             
            
                | PP | 
                1,617.9 | 
                1,617.9 | 
                1,617.9 | 
                1,616.4 | 
             
            
                | S1 | 
                1,606.4 | 
                1,606.4 | 
                1,610.8 | 
                1,603.5 | 
             
            
                | S2 | 
                1,600.5 | 
                1,600.5 | 
                1,609.2 | 
                 | 
             
            
                | S3 | 
                1,583.1 | 
                1,589.0 | 
                1,607.6 | 
                 | 
             
            
                | S4 | 
                1,565.7 | 
                1,571.6 | 
                1,602.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,803.4 | 
                1,778.0 | 
                1,656.7 | 
                 | 
             
            
                | R3 | 
                1,737.3 | 
                1,711.9 | 
                1,638.5 | 
                 | 
             
            
                | R2 | 
                1,671.2 | 
                1,671.2 | 
                1,632.4 | 
                 | 
             
            
                | R1 | 
                1,645.8 | 
                1,645.8 | 
                1,626.4 | 
                1,658.5 | 
             
            
                | PP | 
                1,605.1 | 
                1,605.1 | 
                1,605.1 | 
                1,611.5 | 
             
            
                | S1 | 
                1,579.7 | 
                1,579.7 | 
                1,614.2 | 
                1,592.4 | 
             
            
                | S2 | 
                1,539.0 | 
                1,539.0 | 
                1,608.2 | 
                 | 
             
            
                | S3 | 
                1,472.9 | 
                1,513.6 | 
                1,602.1 | 
                 | 
             
            
                | S4 | 
                1,406.8 | 
                1,447.5 | 
                1,583.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,630.6 | 
                1,581.0 | 
                49.6 | 
                3.1% | 
                19.7 | 
                1.2% | 
                63% | 
                False | 
                False | 
                8,727 | 
                 
                
                | 10 | 
                1,630.6 | 
                1,564.5 | 
                66.1 | 
                4.1% | 
                18.4 | 
                1.1% | 
                72% | 
                False | 
                False | 
                6,585 | 
                 
                
                | 20 | 
                1,630.6 | 
                1,557.0 | 
                73.6 | 
                4.6% | 
                21.7 | 
                1.3% | 
                75% | 
                False | 
                False | 
                4,789 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,550.0 | 
                94.0 | 
                5.8% | 
                23.1 | 
                1.4% | 
                66% | 
                False | 
                False | 
                3,146 | 
                 
                
                | 60 | 
                1,645.0 | 
                1,534.3 | 
                110.7 | 
                6.9% | 
                24.5 | 
                1.5% | 
                71% | 
                False | 
                False | 
                2,786 | 
                 
                
                | 80 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.4% | 
                22.4 | 
                1.4% | 
                52% | 
                False | 
                False | 
                2,373 | 
                 
                
                | 100 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.5% | 
                22.1 | 
                1.4% | 
                42% | 
                False | 
                False | 
                2,004 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                21.0 | 
                1.3% | 
                29% | 
                False | 
                False | 
                1,776 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,703.3 | 
         
        
            | 
2.618             | 
            1,674.9 | 
         
        
            | 
1.618             | 
            1,657.5 | 
         
        
            | 
1.000             | 
            1,646.7 | 
         
        
            | 
0.618             | 
            1,640.1 | 
         
        
            | 
HIGH             | 
            1,629.3 | 
         
        
            | 
0.618             | 
            1,622.7 | 
         
        
            | 
0.500             | 
            1,620.6 | 
         
        
            | 
0.382             | 
            1,618.5 | 
         
        
            | 
LOW             | 
            1,611.9 | 
         
        
            | 
0.618             | 
            1,601.1 | 
         
        
            | 
1.000             | 
            1,594.5 | 
         
        
            | 
1.618             | 
            1,583.7 | 
         
        
            | 
2.618             | 
            1,566.3 | 
         
        
            | 
4.250             | 
            1,538.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,620.6 | 
                                1,621.3 | 
                             
                            
                                | PP | 
                                1,617.9 | 
                                1,618.3 | 
                             
                            
                                | S1 | 
                                1,615.1 | 
                                1,615.4 | 
                             
             
         |