| Trading Metrics calculated at close of trading on 30-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Aug-2012 | 
                    30-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,667.3 | 
                        1,657.9 | 
                        -9.4 | 
                        -0.6% | 
                        1,616.3 | 
                     
                    
                        | High | 
                        1,669.9 | 
                        1,664.3 | 
                        -5.6 | 
                        -0.3% | 
                        1,675.1 | 
                     
                    
                        | Low | 
                        1,652.3 | 
                        1,650.2 | 
                        -2.1 | 
                        -0.1% | 
                        1,609.6 | 
                     
                    
                        | Close | 
                        1,660.7 | 
                        1,654.8 | 
                        -5.9 | 
                        -0.4% | 
                        1,670.7 | 
                     
                    
                        | Range | 
                        17.6 | 
                        14.1 | 
                        -3.5 | 
                        -19.9% | 
                        65.5 | 
                     
                    
                        | ATR | 
                        19.1 | 
                        18.7 | 
                        -0.4 | 
                        -1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        9,956 | 
                        2,657 | 
                        -7,299 | 
                        -73.3% | 
                        22,225 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,698.7 | 
                1,690.9 | 
                1,662.6 | 
                 | 
             
            
                | R3 | 
                1,684.6 | 
                1,676.8 | 
                1,658.7 | 
                 | 
             
            
                | R2 | 
                1,670.5 | 
                1,670.5 | 
                1,657.4 | 
                 | 
             
            
                | R1 | 
                1,662.7 | 
                1,662.7 | 
                1,656.1 | 
                1,659.6 | 
             
            
                | PP | 
                1,656.4 | 
                1,656.4 | 
                1,656.4 | 
                1,654.9 | 
             
            
                | S1 | 
                1,648.6 | 
                1,648.6 | 
                1,653.5 | 
                1,645.5 | 
             
            
                | S2 | 
                1,642.3 | 
                1,642.3 | 
                1,652.2 | 
                 | 
             
            
                | S3 | 
                1,628.2 | 
                1,634.5 | 
                1,650.9 | 
                 | 
             
            
                | S4 | 
                1,614.1 | 
                1,620.4 | 
                1,647.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,650.2 | 
                26.9 | 
                1.6% | 
                14.5 | 
                0.9% | 
                17% | 
                False | 
                True | 
                4,844 | 
                 
                
                | 10 | 
                1,677.1 | 
                1,609.6 | 
                67.5 | 
                4.1% | 
                16.1 | 
                1.0% | 
                67% | 
                False | 
                False | 
                4,554 | 
                 
                
                | 20 | 
                1,677.1 | 
                1,586.8 | 
                90.3 | 
                5.5% | 
                16.4 | 
                1.0% | 
                75% | 
                False | 
                False | 
                4,345 | 
                 
                
                | 40 | 
                1,677.1 | 
                1,557.0 | 
                120.1 | 
                7.3% | 
                19.1 | 
                1.2% | 
                81% | 
                False | 
                False | 
                4,893 | 
                 
                
                | 60 | 
                1,677.1 | 
                1,550.0 | 
                127.1 | 
                7.7% | 
                21.3 | 
                1.3% | 
                82% | 
                False | 
                False | 
                3,806 | 
                 
                
                | 80 | 
                1,677.1 | 
                1,534.3 | 
                142.8 | 
                8.6% | 
                22.6 | 
                1.4% | 
                84% | 
                False | 
                False | 
                3,375 | 
                 
                
                | 100 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.1% | 
                21.4 | 
                1.3% | 
                80% | 
                False | 
                False | 
                2,912 | 
                 
                
                | 120 | 
                1,703.6 | 
                1,534.3 | 
                169.3 | 
                10.2% | 
                21.3 | 
                1.3% | 
                71% | 
                False | 
                False | 
                2,523 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,724.2 | 
         
        
            | 
2.618             | 
            1,701.2 | 
         
        
            | 
1.618             | 
            1,687.1 | 
         
        
            | 
1.000             | 
            1,678.4 | 
         
        
            | 
0.618             | 
            1,673.0 | 
         
        
            | 
HIGH             | 
            1,664.3 | 
         
        
            | 
0.618             | 
            1,658.9 | 
         
        
            | 
0.500             | 
            1,657.3 | 
         
        
            | 
0.382             | 
            1,655.6 | 
         
        
            | 
LOW             | 
            1,650.2 | 
         
        
            | 
0.618             | 
            1,641.5 | 
         
        
            | 
1.000             | 
            1,636.1 | 
         
        
            | 
1.618             | 
            1,627.4 | 
         
        
            | 
2.618             | 
            1,613.3 | 
         
        
            | 
4.250             | 
            1,590.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,657.3 | 
                                1,661.4 | 
                             
                            
                                | PP | 
                                1,656.4 | 
                                1,659.2 | 
                             
                            
                                | S1 | 
                                1,655.6 | 
                                1,657.0 | 
                             
             
         |