| Trading Metrics calculated at close of trading on 04-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Aug-2012 | 
                    04-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,655.5 | 
                        1,691.0 | 
                        35.5 | 
                        2.1% | 
                        1,671.6 | 
                     
                    
                        | High | 
                        1,692.9 | 
                        1,699.0 | 
                        6.1 | 
                        0.4% | 
                        1,692.9 | 
                     
                    
                        | Low | 
                        1,644.8 | 
                        1,685.1 | 
                        40.3 | 
                        2.5% | 
                        1,644.8 | 
                     
                    
                        | Close | 
                        1,685.3 | 
                        1,693.6 | 
                        8.3 | 
                        0.5% | 
                        1,685.3 | 
                     
                    
                        | Range | 
                        48.1 | 
                        13.9 | 
                        -34.2 | 
                        -71.1% | 
                        48.1 | 
                     
                    
                        | ATR | 
                        20.8 | 
                        20.3 | 
                        -0.5 | 
                        -2.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        12,693 | 
                        7,639 | 
                        -5,054 | 
                        -39.8% | 
                        33,148 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,734.3 | 
                1,727.8 | 
                1,701.2 | 
                 | 
             
            
                | R3 | 
                1,720.4 | 
                1,713.9 | 
                1,697.4 | 
                 | 
             
            
                | R2 | 
                1,706.5 | 
                1,706.5 | 
                1,696.1 | 
                 | 
             
            
                | R1 | 
                1,700.0 | 
                1,700.0 | 
                1,694.9 | 
                1,703.3 | 
             
            
                | PP | 
                1,692.6 | 
                1,692.6 | 
                1,692.6 | 
                1,694.2 | 
             
            
                | S1 | 
                1,686.1 | 
                1,686.1 | 
                1,692.3 | 
                1,689.4 | 
             
            
                | S2 | 
                1,678.7 | 
                1,678.7 | 
                1,691.1 | 
                 | 
             
            
                | S3 | 
                1,664.8 | 
                1,672.2 | 
                1,689.8 | 
                 | 
             
            
                | S4 | 
                1,650.9 | 
                1,658.3 | 
                1,686.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,699.0 | 
                1,644.8 | 
                54.2 | 
                3.2% | 
                21.9 | 
                1.3% | 
                90% | 
                True | 
                False | 
                7,514 | 
                 
                
                | 10 | 
                1,699.0 | 
                1,619.1 | 
                79.9 | 
                4.7% | 
                20.1 | 
                1.2% | 
                93% | 
                True | 
                False | 
                6,114 | 
                 
                
                | 20 | 
                1,699.0 | 
                1,590.2 | 
                108.8 | 
                6.4% | 
                17.9 | 
                1.1% | 
                95% | 
                True | 
                False | 
                4,817 | 
                 
                
                | 40 | 
                1,699.0 | 
                1,557.0 | 
                142.0 | 
                8.4% | 
                19.5 | 
                1.2% | 
                96% | 
                True | 
                False | 
                5,277 | 
                 
                
                | 60 | 
                1,699.0 | 
                1,550.0 | 
                149.0 | 
                8.8% | 
                20.9 | 
                1.2% | 
                96% | 
                True | 
                False | 
                4,109 | 
                 
                
                | 80 | 
                1,699.0 | 
                1,534.3 | 
                164.7 | 
                9.7% | 
                23.0 | 
                1.4% | 
                97% | 
                True | 
                False | 
                3,598 | 
                 
                
                | 100 | 
                1,699.0 | 
                1,534.3 | 
                164.7 | 
                9.7% | 
                21.7 | 
                1.3% | 
                97% | 
                True | 
                False | 
                3,092 | 
                 
                
                | 120 | 
                1,701.5 | 
                1,534.3 | 
                167.2 | 
                9.9% | 
                21.2 | 
                1.3% | 
                95% | 
                False | 
                False | 
                2,679 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,758.1 | 
         
        
            | 
2.618             | 
            1,735.4 | 
         
        
            | 
1.618             | 
            1,721.5 | 
         
        
            | 
1.000             | 
            1,712.9 | 
         
        
            | 
0.618             | 
            1,707.6 | 
         
        
            | 
HIGH             | 
            1,699.0 | 
         
        
            | 
0.618             | 
            1,693.7 | 
         
        
            | 
0.500             | 
            1,692.1 | 
         
        
            | 
0.382             | 
            1,690.4 | 
         
        
            | 
LOW             | 
            1,685.1 | 
         
        
            | 
0.618             | 
            1,676.5 | 
         
        
            | 
1.000             | 
            1,671.2 | 
         
        
            | 
1.618             | 
            1,662.6 | 
         
        
            | 
2.618             | 
            1,648.7 | 
         
        
            | 
4.250             | 
            1,626.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,693.1 | 
                                1,686.4 | 
                             
                            
                                | PP | 
                                1,692.6 | 
                                1,679.1 | 
                             
                            
                                | S1 | 
                                1,692.1 | 
                                1,671.9 | 
                             
             
         |