| Trading Metrics calculated at close of trading on 20-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Aug-2012 | 
                    20-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,614.7 | 
                        1,616.3 | 
                        1.6 | 
                        0.1% | 
                        1,620.9 | 
                     
                    
                        | High | 
                        1,620.7 | 
                        1,622.5 | 
                        1.8 | 
                        0.1% | 
                        1,626.0 | 
                     
                    
                        | Low | 
                        1,611.3 | 
                        1,609.6 | 
                        -1.7 | 
                        -0.1% | 
                        1,590.2 | 
                     
                    
                        | Close | 
                        1,617.3 | 
                        1,620.9 | 
                        3.6 | 
                        0.2% | 
                        1,617.3 | 
                     
                    
                        | Range | 
                        9.4 | 
                        12.9 | 
                        3.5 | 
                        37.2% | 
                        35.8 | 
                     
                    
                        | ATR | 
                        19.3 | 
                        18.8 | 
                        -0.5 | 
                        -2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,868 | 
                        1,863 | 
                        -1,005 | 
                        -35.0% | 
                        20,461 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,656.4 | 
                1,651.5 | 
                1,628.0 | 
                 | 
             
            
                | R3 | 
                1,643.5 | 
                1,638.6 | 
                1,624.4 | 
                 | 
             
            
                | R2 | 
                1,630.6 | 
                1,630.6 | 
                1,623.3 | 
                 | 
             
            
                | R1 | 
                1,625.7 | 
                1,625.7 | 
                1,622.1 | 
                1,628.2 | 
             
            
                | PP | 
                1,617.7 | 
                1,617.7 | 
                1,617.7 | 
                1,618.9 | 
             
            
                | S1 | 
                1,612.8 | 
                1,612.8 | 
                1,619.7 | 
                1,615.3 | 
             
            
                | S2 | 
                1,604.8 | 
                1,604.8 | 
                1,618.5 | 
                 | 
             
            
                | S3 | 
                1,591.9 | 
                1,599.9 | 
                1,617.4 | 
                 | 
             
            
                | S4 | 
                1,579.0 | 
                1,587.0 | 
                1,613.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,718.6 | 
                1,703.7 | 
                1,637.0 | 
                 | 
             
            
                | R3 | 
                1,682.8 | 
                1,667.9 | 
                1,627.1 | 
                 | 
             
            
                | R2 | 
                1,647.0 | 
                1,647.0 | 
                1,623.9 | 
                 | 
             
            
                | R1 | 
                1,632.1 | 
                1,632.1 | 
                1,620.6 | 
                1,621.7 | 
             
            
                | PP | 
                1,611.2 | 
                1,611.2 | 
                1,611.2 | 
                1,605.9 | 
             
            
                | S1 | 
                1,596.3 | 
                1,596.3 | 
                1,614.0 | 
                1,585.9 | 
             
            
                | S2 | 
                1,575.4 | 
                1,575.4 | 
                1,610.7 | 
                 | 
             
            
                | S3 | 
                1,539.6 | 
                1,560.5 | 
                1,607.5 | 
                 | 
             
            
                | S4 | 
                1,503.8 | 
                1,524.7 | 
                1,597.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,622.5 | 
                1,590.2 | 
                32.3 | 
                2.0% | 
                16.5 | 
                1.0% | 
                95% | 
                True | 
                False | 
                3,091 | 
                 
                
                | 10 | 
                1,627.3 | 
                1,590.2 | 
                37.1 | 
                2.3% | 
                15.6 | 
                1.0% | 
                83% | 
                False | 
                False | 
                3,519 | 
                 
                
                | 20 | 
                1,630.6 | 
                1,570.4 | 
                60.2 | 
                3.7% | 
                18.1 | 
                1.1% | 
                84% | 
                False | 
                False | 
                5,640 | 
                 
                
                | 40 | 
                1,630.6 | 
                1,550.0 | 
                80.6 | 
                5.0% | 
                20.9 | 
                1.3% | 
                88% | 
                False | 
                False | 
                4,308 | 
                 
                
                | 60 | 
                1,644.0 | 
                1,534.5 | 
                109.5 | 
                6.8% | 
                23.1 | 
                1.4% | 
                79% | 
                False | 
                False | 
                3,488 | 
                 
                
                | 80 | 
                1,674.4 | 
                1,534.3 | 
                140.1 | 
                8.6% | 
                22.5 | 
                1.4% | 
                62% | 
                False | 
                False | 
                2,971 | 
                 
                
                | 100 | 
                1,686.3 | 
                1,534.3 | 
                152.0 | 
                9.4% | 
                21.6 | 
                1.3% | 
                57% | 
                False | 
                False | 
                2,559 | 
                 
                
                | 120 | 
                1,731.2 | 
                1,534.3 | 
                196.9 | 
                12.1% | 
                21.1 | 
                1.3% | 
                44% | 
                False | 
                False | 
                2,251 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,677.3 | 
         
        
            | 
2.618             | 
            1,656.3 | 
         
        
            | 
1.618             | 
            1,643.4 | 
         
        
            | 
1.000             | 
            1,635.4 | 
         
        
            | 
0.618             | 
            1,630.5 | 
         
        
            | 
HIGH             | 
            1,622.5 | 
         
        
            | 
0.618             | 
            1,617.6 | 
         
        
            | 
0.500             | 
            1,616.1 | 
         
        
            | 
0.382             | 
            1,614.5 | 
         
        
            | 
LOW             | 
            1,609.6 | 
         
        
            | 
0.618             | 
            1,601.6 | 
         
        
            | 
1.000             | 
            1,596.7 | 
         
        
            | 
1.618             | 
            1,588.7 | 
         
        
            | 
2.618             | 
            1,575.8 | 
         
        
            | 
4.250             | 
            1,554.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,619.3 | 
                                1,617.9 | 
                             
                            
                                | PP | 
                                1,617.7 | 
                                1,614.8 | 
                             
                            
                                | S1 | 
                                1,616.1 | 
                                1,611.8 | 
                             
             
         |