| Trading Metrics calculated at close of trading on 31-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Aug-2012 | 
                    31-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,657.9 | 
                        1,655.5 | 
                        -2.4 | 
                        -0.1% | 
                        1,671.6 | 
                     
                    
                        | High | 
                        1,664.3 | 
                        1,692.9 | 
                        28.6 | 
                        1.7% | 
                        1,692.9 | 
                     
                    
                        | Low | 
                        1,650.2 | 
                        1,644.8 | 
                        -5.4 | 
                        -0.3% | 
                        1,644.8 | 
                     
                    
                        | Close | 
                        1,654.8 | 
                        1,685.3 | 
                        30.5 | 
                        1.8% | 
                        1,685.3 | 
                     
                    
                        | Range | 
                        14.1 | 
                        48.1 | 
                        34.0 | 
                        241.1% | 
                        48.1 | 
                     
                    
                        | ATR | 
                        18.7 | 
                        20.8 | 
                        2.1 | 
                        11.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,657 | 
                        12,693 | 
                        10,036 | 
                        377.7% | 
                        33,148 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,818.6 | 
                1,800.1 | 
                1,711.8 | 
                 | 
             
            
                | R3 | 
                1,770.5 | 
                1,752.0 | 
                1,698.5 | 
                 | 
             
            
                | R2 | 
                1,722.4 | 
                1,722.4 | 
                1,694.1 | 
                 | 
             
            
                | R1 | 
                1,703.9 | 
                1,703.9 | 
                1,689.7 | 
                1,713.2 | 
             
            
                | PP | 
                1,674.3 | 
                1,674.3 | 
                1,674.3 | 
                1,679.0 | 
             
            
                | S1 | 
                1,655.8 | 
                1,655.8 | 
                1,680.9 | 
                1,665.1 | 
             
            
                | S2 | 
                1,626.2 | 
                1,626.2 | 
                1,676.5 | 
                 | 
             
            
                | S3 | 
                1,578.1 | 
                1,607.7 | 
                1,672.1 | 
                 | 
             
            
                | S4 | 
                1,530.0 | 
                1,559.6 | 
                1,658.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,818.6 | 
                1,800.1 | 
                1,711.8 | 
                 | 
             
            
                | R3 | 
                1,770.5 | 
                1,752.0 | 
                1,698.5 | 
                 | 
             
            
                | R2 | 
                1,722.4 | 
                1,722.4 | 
                1,694.1 | 
                 | 
             
            
                | R1 | 
                1,703.9 | 
                1,703.9 | 
                1,689.7 | 
                1,713.2 | 
             
            
                | PP | 
                1,674.3 | 
                1,674.3 | 
                1,674.3 | 
                1,679.0 | 
             
            
                | S1 | 
                1,655.8 | 
                1,655.8 | 
                1,680.9 | 
                1,665.1 | 
             
            
                | S2 | 
                1,626.2 | 
                1,626.2 | 
                1,676.5 | 
                 | 
             
            
                | S3 | 
                1,578.1 | 
                1,607.7 | 
                1,672.1 | 
                 | 
             
            
                | S4 | 
                1,530.0 | 
                1,559.6 | 
                1,658.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,692.9 | 
                1,644.8 | 
                48.1 | 
                2.9% | 
                21.9 | 
                1.3% | 
                84% | 
                True | 
                True | 
                6,629 | 
                 
                
                | 10 | 
                1,692.9 | 
                1,609.6 | 
                83.3 | 
                4.9% | 
                20.0 | 
                1.2% | 
                91% | 
                True | 
                False | 
                5,537 | 
                 
                
                | 20 | 
                1,692.9 | 
                1,590.2 | 
                102.7 | 
                6.1% | 
                17.8 | 
                1.1% | 
                93% | 
                True | 
                False | 
                4,600 | 
                 
                
                | 40 | 
                1,692.9 | 
                1,557.0 | 
                135.9 | 
                8.1% | 
                19.5 | 
                1.2% | 
                94% | 
                True | 
                False | 
                5,134 | 
                 
                
                | 60 | 
                1,692.9 | 
                1,550.0 | 
                142.9 | 
                8.5% | 
                21.3 | 
                1.3% | 
                95% | 
                True | 
                False | 
                4,007 | 
                 
                
                | 80 | 
                1,692.9 | 
                1,534.3 | 
                158.6 | 
                9.4% | 
                22.9 | 
                1.4% | 
                95% | 
                True | 
                False | 
                3,512 | 
                 
                
                | 100 | 
                1,692.9 | 
                1,534.3 | 
                158.6 | 
                9.4% | 
                21.8 | 
                1.3% | 
                95% | 
                True | 
                False | 
                3,026 | 
                 
                
                | 120 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                9.9% | 
                21.4 | 
                1.3% | 
                90% | 
                False | 
                False | 
                2,619 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,897.3 | 
         
        
            | 
2.618             | 
            1,818.8 | 
         
        
            | 
1.618             | 
            1,770.7 | 
         
        
            | 
1.000             | 
            1,741.0 | 
         
        
            | 
0.618             | 
            1,722.6 | 
         
        
            | 
HIGH             | 
            1,692.9 | 
         
        
            | 
0.618             | 
            1,674.5 | 
         
        
            | 
0.500             | 
            1,668.9 | 
         
        
            | 
0.382             | 
            1,663.2 | 
         
        
            | 
LOW             | 
            1,644.8 | 
         
        
            | 
0.618             | 
            1,615.1 | 
         
        
            | 
1.000             | 
            1,596.7 | 
         
        
            | 
1.618             | 
            1,567.0 | 
         
        
            | 
2.618             | 
            1,518.9 | 
         
        
            | 
4.250             | 
            1,440.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,679.8 | 
                                1,679.8 | 
                             
                            
                                | PP | 
                                1,674.3 | 
                                1,674.3 | 
                             
                            
                                | S1 | 
                                1,668.9 | 
                                1,668.9 | 
                             
             
         |