| Trading Metrics calculated at close of trading on 08-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Aug-2012 | 
                    08-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,611.3 | 
                        1,612.4 | 
                        1.1 | 
                        0.1% | 
                        1,626.5 | 
                     
                    
                        | High | 
                        1,619.1 | 
                        1,617.4 | 
                        -1.7 | 
                        -0.1% | 
                        1,629.3 | 
                     
                    
                        | Low | 
                        1,608.8 | 
                        1,603.9 | 
                        -4.9 | 
                        -0.3% | 
                        1,584.2 | 
                     
                    
                        | Close | 
                        1,610.7 | 
                        1,613.9 | 
                        3.2 | 
                        0.2% | 
                        1,607.1 | 
                     
                    
                        | Range | 
                        10.3 | 
                        13.5 | 
                        3.2 | 
                        31.1% | 
                        45.1 | 
                     
                    
                        | ATR | 
                        21.5 | 
                        20.9 | 
                        -0.6 | 
                        -2.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,534 | 
                        2,794 | 
                        260 | 
                        10.3% | 
                        36,566 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,652.2 | 
                1,646.6 | 
                1,621.3 | 
                 | 
             
            
                | R3 | 
                1,638.7 | 
                1,633.1 | 
                1,617.6 | 
                 | 
             
            
                | R2 | 
                1,625.2 | 
                1,625.2 | 
                1,616.4 | 
                 | 
             
            
                | R1 | 
                1,619.6 | 
                1,619.6 | 
                1,615.1 | 
                1,622.4 | 
             
            
                | PP | 
                1,611.7 | 
                1,611.7 | 
                1,611.7 | 
                1,613.2 | 
             
            
                | S1 | 
                1,606.1 | 
                1,606.1 | 
                1,612.7 | 
                1,608.9 | 
             
            
                | S2 | 
                1,598.2 | 
                1,598.2 | 
                1,611.4 | 
                 | 
             
            
                | S3 | 
                1,584.7 | 
                1,592.6 | 
                1,610.2 | 
                 | 
             
            
                | S4 | 
                1,571.2 | 
                1,579.1 | 
                1,606.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,742.2 | 
                1,719.7 | 
                1,631.9 | 
                 | 
             
            
                | R3 | 
                1,697.1 | 
                1,674.6 | 
                1,619.5 | 
                 | 
             
            
                | R2 | 
                1,652.0 | 
                1,652.0 | 
                1,615.4 | 
                 | 
             
            
                | R1 | 
                1,629.5 | 
                1,629.5 | 
                1,611.2 | 
                1,618.2 | 
             
            
                | PP | 
                1,606.9 | 
                1,606.9 | 
                1,606.9 | 
                1,601.2 | 
             
            
                | S1 | 
                1,584.4 | 
                1,584.4 | 
                1,603.0 | 
                1,573.1 | 
             
            
                | S2 | 
                1,561.8 | 
                1,561.8 | 
                1,598.8 | 
                 | 
             
            
                | S3 | 
                1,516.7 | 
                1,539.3 | 
                1,594.7 | 
                 | 
             
            
                | S4 | 
                1,471.6 | 
                1,494.2 | 
                1,582.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,619.1 | 
                1,584.2 | 
                34.9 | 
                2.2% | 
                17.8 | 
                1.1% | 
                85% | 
                False | 
                False | 
                5,140 | 
                 
                
                | 10 | 
                1,630.6 | 
                1,584.2 | 
                46.4 | 
                2.9% | 
                18.3 | 
                1.1% | 
                64% | 
                False | 
                False | 
                6,957 | 
                 
                
                | 20 | 
                1,630.6 | 
                1,557.0 | 
                73.6 | 
                4.6% | 
                19.7 | 
                1.2% | 
                77% | 
                False | 
                False | 
                5,520 | 
                 
                
                | 40 | 
                1,636.3 | 
                1,550.0 | 
                86.3 | 
                5.3% | 
                21.6 | 
                1.3% | 
                74% | 
                False | 
                False | 
                3,795 | 
                 
                
                | 60 | 
                1,644.0 | 
                1,534.3 | 
                109.7 | 
                6.8% | 
                24.4 | 
                1.5% | 
                73% | 
                False | 
                False | 
                3,246 | 
                 
                
                | 80 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.7% | 
                22.5 | 
                1.4% | 
                57% | 
                False | 
                False | 
                2,692 | 
                 
                
                | 100 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                10.4% | 
                21.7 | 
                1.3% | 
                48% | 
                False | 
                False | 
                2,291 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                21.6 | 
                1.3% | 
                30% | 
                False | 
                False | 
                2,037 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,674.8 | 
         
        
            | 
2.618             | 
            1,652.7 | 
         
        
            | 
1.618             | 
            1,639.2 | 
         
        
            | 
1.000             | 
            1,630.9 | 
         
        
            | 
0.618             | 
            1,625.7 | 
         
        
            | 
HIGH             | 
            1,617.4 | 
         
        
            | 
0.618             | 
            1,612.2 | 
         
        
            | 
0.500             | 
            1,610.7 | 
         
        
            | 
0.382             | 
            1,609.1 | 
         
        
            | 
LOW             | 
            1,603.9 | 
         
        
            | 
0.618             | 
            1,595.6 | 
         
        
            | 
1.000             | 
            1,590.4 | 
         
        
            | 
1.618             | 
            1,582.1 | 
         
        
            | 
2.618             | 
            1,568.6 | 
         
        
            | 
4.250             | 
            1,546.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,612.8 | 
                                1,613.0 | 
                             
                            
                                | PP | 
                                1,611.7 | 
                                1,612.1 | 
                             
                            
                                | S1 | 
                                1,610.7 | 
                                1,611.3 | 
                             
             
         |