| Trading Metrics calculated at close of trading on 28-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Aug-2012 | 
                    28-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,671.6 | 
                        1,664.4 | 
                        -7.2 | 
                        -0.4% | 
                        1,616.3 | 
                     
                    
                        | High | 
                        1,677.1 | 
                        1,672.6 | 
                        -4.5 | 
                        -0.3% | 
                        1,675.1 | 
                     
                    
                        | Low | 
                        1,663.3 | 
                        1,656.9 | 
                        -6.4 | 
                        -0.4% | 
                        1,609.6 | 
                     
                    
                        | Close | 
                        1,673.3 | 
                        1,667.4 | 
                        -5.9 | 
                        -0.4% | 
                        1,670.7 | 
                     
                    
                        | Range | 
                        13.8 | 
                        15.7 | 
                        1.9 | 
                        13.8% | 
                        65.5 | 
                     
                    
                        | ATR | 
                        19.4 | 
                        19.2 | 
                        -0.2 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,217 | 
                        4,625 | 
                        1,408 | 
                        43.8% | 
                        22,225 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,712.7 | 
                1,705.8 | 
                1,676.0 | 
                 | 
             
            
                | R3 | 
                1,697.0 | 
                1,690.1 | 
                1,671.7 | 
                 | 
             
            
                | R2 | 
                1,681.3 | 
                1,681.3 | 
                1,670.3 | 
                 | 
             
            
                | R1 | 
                1,674.4 | 
                1,674.4 | 
                1,668.8 | 
                1,677.9 | 
             
            
                | PP | 
                1,665.6 | 
                1,665.6 | 
                1,665.6 | 
                1,667.4 | 
             
            
                | S1 | 
                1,658.7 | 
                1,658.7 | 
                1,666.0 | 
                1,662.2 | 
             
            
                | S2 | 
                1,649.9 | 
                1,649.9 | 
                1,664.5 | 
                 | 
             
            
                | S3 | 
                1,634.2 | 
                1,643.0 | 
                1,663.1 | 
                 | 
             
            
                | S4 | 
                1,618.5 | 
                1,627.3 | 
                1,658.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,848.3 | 
                1,825.0 | 
                1,706.7 | 
                 | 
             
            
                | R3 | 
                1,782.8 | 
                1,759.5 | 
                1,688.7 | 
                 | 
             
            
                | R2 | 
                1,717.3 | 
                1,717.3 | 
                1,682.7 | 
                 | 
             
            
                | R1 | 
                1,694.0 | 
                1,694.0 | 
                1,676.7 | 
                1,705.7 | 
             
            
                | PP | 
                1,651.8 | 
                1,651.8 | 
                1,651.8 | 
                1,657.6 | 
             
            
                | S1 | 
                1,628.5 | 
                1,628.5 | 
                1,664.7 | 
                1,640.2 | 
             
            
                | S2 | 
                1,586.3 | 
                1,586.3 | 
                1,658.7 | 
                 | 
             
            
                | S3 | 
                1,520.8 | 
                1,563.0 | 
                1,652.7 | 
                 | 
             
            
                | S4 | 
                1,455.3 | 
                1,497.5 | 
                1,634.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,677.1 | 
                1,634.0 | 
                43.1 | 
                2.6% | 
                17.0 | 
                1.0% | 
                77% | 
                False | 
                False | 
                4,478 | 
                 
                
                | 10 | 
                1,677.1 | 
                1,590.2 | 
                86.9 | 
                5.2% | 
                16.5 | 
                1.0% | 
                89% | 
                False | 
                False | 
                3,931 | 
                 
                
                | 20 | 
                1,677.1 | 
                1,584.2 | 
                92.9 | 
                5.6% | 
                17.8 | 
                1.1% | 
                90% | 
                False | 
                False | 
                4,567 | 
                 
                
                | 40 | 
                1,677.1 | 
                1,557.0 | 
                120.1 | 
                7.2% | 
                19.7 | 
                1.2% | 
                92% | 
                False | 
                False | 
                4,678 | 
                 
                
                | 60 | 
                1,677.1 | 
                1,550.0 | 
                127.1 | 
                7.6% | 
                21.3 | 
                1.3% | 
                92% | 
                False | 
                False | 
                3,620 | 
                 
                
                | 80 | 
                1,677.1 | 
                1,534.3 | 
                142.8 | 
                8.6% | 
                22.8 | 
                1.4% | 
                93% | 
                False | 
                False | 
                3,231 | 
                 
                
                | 100 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.1% | 
                21.5 | 
                1.3% | 
                88% | 
                False | 
                False | 
                2,812 | 
                 
                
                | 120 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.1% | 
                21.4 | 
                1.3% | 
                72% | 
                False | 
                False | 
                2,431 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,739.3 | 
         
        
            | 
2.618             | 
            1,713.7 | 
         
        
            | 
1.618             | 
            1,698.0 | 
         
        
            | 
1.000             | 
            1,688.3 | 
         
        
            | 
0.618             | 
            1,682.3 | 
         
        
            | 
HIGH             | 
            1,672.6 | 
         
        
            | 
0.618             | 
            1,666.6 | 
         
        
            | 
0.500             | 
            1,664.8 | 
         
        
            | 
0.382             | 
            1,662.9 | 
         
        
            | 
LOW             | 
            1,656.9 | 
         
        
            | 
0.618             | 
            1,647.2 | 
         
        
            | 
1.000             | 
            1,641.2 | 
         
        
            | 
1.618             | 
            1,631.5 | 
         
        
            | 
2.618             | 
            1,615.8 | 
         
        
            | 
4.250             | 
            1,590.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,666.5 | 
                                1,667.3 | 
                             
                            
                                | PP | 
                                1,665.6 | 
                                1,667.1 | 
                             
                            
                                | S1 | 
                                1,664.8 | 
                                1,667.0 | 
                             
             
         |