| Trading Metrics calculated at close of trading on 12-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Sep-2012 | 
                    12-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,725.9 | 
                        1,731.9 | 
                        6.0 | 
                        0.3% | 
                        1,691.0 | 
                     
                    
                        | High | 
                        1,737.7 | 
                        1,747.0 | 
                        9.3 | 
                        0.5% | 
                        1,742.0 | 
                     
                    
                        | Low | 
                        1,725.8 | 
                        1,725.0 | 
                        -0.8 | 
                        0.0% | 
                        1,685.1 | 
                     
                    
                        | Close | 
                        1,732.3 | 
                        1,731.1 | 
                        -1.2 | 
                        -0.1% | 
                        1,738.0 | 
                     
                    
                        | Range | 
                        11.9 | 
                        22.0 | 
                        10.1 | 
                        84.9% | 
                        56.9 | 
                     
                    
                        | ATR | 
                        20.9 | 
                        21.0 | 
                        0.1 | 
                        0.4% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,830 | 
                        6,219 | 
                        2,389 | 
                        62.4% | 
                        33,806 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,800.4 | 
                1,787.7 | 
                1,743.2 | 
                 | 
             
            
                | R3 | 
                1,778.4 | 
                1,765.7 | 
                1,737.2 | 
                 | 
             
            
                | R2 | 
                1,756.4 | 
                1,756.4 | 
                1,735.1 | 
                 | 
             
            
                | R1 | 
                1,743.7 | 
                1,743.7 | 
                1,733.1 | 
                1,739.1 | 
             
            
                | PP | 
                1,734.4 | 
                1,734.4 | 
                1,734.4 | 
                1,732.0 | 
             
            
                | S1 | 
                1,721.7 | 
                1,721.7 | 
                1,729.1 | 
                1,717.1 | 
             
            
                | S2 | 
                1,712.4 | 
                1,712.4 | 
                1,727.1 | 
                 | 
             
            
                | S3 | 
                1,690.4 | 
                1,699.7 | 
                1,725.1 | 
                 | 
             
            
                | S4 | 
                1,668.4 | 
                1,677.7 | 
                1,719.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,892.4 | 
                1,872.1 | 
                1,769.3 | 
                 | 
             
            
                | R3 | 
                1,835.5 | 
                1,815.2 | 
                1,753.6 | 
                 | 
             
            
                | R2 | 
                1,778.6 | 
                1,778.6 | 
                1,748.4 | 
                 | 
             
            
                | R1 | 
                1,758.3 | 
                1,758.3 | 
                1,743.2 | 
                1,768.5 | 
             
            
                | PP | 
                1,721.7 | 
                1,721.7 | 
                1,721.7 | 
                1,726.8 | 
             
            
                | S1 | 
                1,701.4 | 
                1,701.4 | 
                1,732.8 | 
                1,711.6 | 
             
            
                | S2 | 
                1,664.8 | 
                1,664.8 | 
                1,727.6 | 
                 | 
             
            
                | S3 | 
                1,607.9 | 
                1,644.5 | 
                1,722.4 | 
                 | 
             
            
                | S4 | 
                1,551.0 | 
                1,587.6 | 
                1,706.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,747.0 | 
                1,688.8 | 
                58.2 | 
                3.4% | 
                24.9 | 
                1.4% | 
                73% | 
                True | 
                False | 
                7,000 | 
                 
                
                | 10 | 
                1,747.0 | 
                1,644.8 | 
                102.2 | 
                5.9% | 
                22.7 | 
                1.3% | 
                84% | 
                True | 
                False | 
                7,415 | 
                 
                
                | 20 | 
                1,747.0 | 
                1,590.2 | 
                156.8 | 
                9.1% | 
                19.6 | 
                1.1% | 
                90% | 
                True | 
                False | 
                5,673 | 
                 
                
                | 40 | 
                1,747.0 | 
                1,564.5 | 
                182.5 | 
                10.5% | 
                19.1 | 
                1.1% | 
                91% | 
                True | 
                False | 
                5,783 | 
                 
                
                | 60 | 
                1,747.0 | 
                1,550.0 | 
                197.0 | 
                11.4% | 
                21.2 | 
                1.2% | 
                92% | 
                True | 
                False | 
                4,664 | 
                 
                
                | 80 | 
                1,747.0 | 
                1,534.5 | 
                212.5 | 
                12.3% | 
                22.7 | 
                1.3% | 
                93% | 
                True | 
                False | 
                3,964 | 
                 
                
                | 100 | 
                1,747.0 | 
                1,534.3 | 
                212.7 | 
                12.3% | 
                22.1 | 
                1.3% | 
                93% | 
                True | 
                False | 
                3,450 | 
                 
                
                | 120 | 
                1,747.0 | 
                1,534.3 | 
                212.7 | 
                12.3% | 
                21.5 | 
                1.2% | 
                93% | 
                True | 
                False | 
                3,000 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,840.5 | 
         
        
            | 
2.618             | 
            1,804.6 | 
         
        
            | 
1.618             | 
            1,782.6 | 
         
        
            | 
1.000             | 
            1,769.0 | 
         
        
            | 
0.618             | 
            1,760.6 | 
         
        
            | 
HIGH             | 
            1,747.0 | 
         
        
            | 
0.618             | 
            1,738.6 | 
         
        
            | 
0.500             | 
            1,736.0 | 
         
        
            | 
0.382             | 
            1,733.4 | 
         
        
            | 
LOW             | 
            1,725.0 | 
         
        
            | 
0.618             | 
            1,711.4 | 
         
        
            | 
1.000             | 
            1,703.0 | 
         
        
            | 
1.618             | 
            1,689.4 | 
         
        
            | 
2.618             | 
            1,667.4 | 
         
        
            | 
4.250             | 
            1,631.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,736.0 | 
                                1,735.8 | 
                             
                            
                                | PP | 
                                1,734.4 | 
                                1,734.2 | 
                             
                            
                                | S1 | 
                                1,732.7 | 
                                1,732.7 | 
                             
             
         |