| Trading Metrics calculated at close of trading on 20-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Sep-2012 | 
                    20-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,771.7 | 
                        1,770.0 | 
                        -1.7 | 
                        -0.1% | 
                        1,736.0 | 
                     
                    
                        | High | 
                        1,779.0 | 
                        1,772.5 | 
                        -6.5 | 
                        -0.4% | 
                        1,777.0 | 
                     
                    
                        | Low | 
                        1,762.3 | 
                        1,755.5 | 
                        -6.8 | 
                        -0.4% | 
                        1,691.2 | 
                     
                    
                        | Close | 
                        1,769.3 | 
                        1,767.8 | 
                        -1.5 | 
                        -0.1% | 
                        1,770.1 | 
                     
                    
                        | Range | 
                        16.7 | 
                        17.0 | 
                        0.3 | 
                        1.8% | 
                        85.8 | 
                     
                    
                        | ATR | 
                        23.5 | 
                        23.0 | 
                        -0.5 | 
                        -2.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        7,871 | 
                        5,429 | 
                        -2,442 | 
                        -31.0% | 
                        33,159 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,816.3 | 
                1,809.0 | 
                1,777.2 | 
                 | 
             
            
                | R3 | 
                1,799.3 | 
                1,792.0 | 
                1,772.5 | 
                 | 
             
            
                | R2 | 
                1,782.3 | 
                1,782.3 | 
                1,770.9 | 
                 | 
             
            
                | R1 | 
                1,775.0 | 
                1,775.0 | 
                1,769.4 | 
                1,770.2 | 
             
            
                | PP | 
                1,765.3 | 
                1,765.3 | 
                1,765.3 | 
                1,762.8 | 
             
            
                | S1 | 
                1,758.0 | 
                1,758.0 | 
                1,766.2 | 
                1,753.2 | 
             
            
                | S2 | 
                1,748.3 | 
                1,748.3 | 
                1,764.7 | 
                 | 
             
            
                | S3 | 
                1,731.3 | 
                1,741.0 | 
                1,763.1 | 
                 | 
             
            
                | S4 | 
                1,714.3 | 
                1,724.0 | 
                1,758.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,003.5 | 
                1,972.6 | 
                1,817.3 | 
                 | 
             
            
                | R3 | 
                1,917.7 | 
                1,886.8 | 
                1,793.7 | 
                 | 
             
            
                | R2 | 
                1,831.9 | 
                1,831.9 | 
                1,785.8 | 
                 | 
             
            
                | R1 | 
                1,801.0 | 
                1,801.0 | 
                1,778.0 | 
                1,816.5 | 
             
            
                | PP | 
                1,746.1 | 
                1,746.1 | 
                1,746.1 | 
                1,753.8 | 
             
            
                | S1 | 
                1,715.2 | 
                1,715.2 | 
                1,762.2 | 
                1,730.7 | 
             
            
                | S2 | 
                1,660.3 | 
                1,660.3 | 
                1,754.4 | 
                 | 
             
            
                | S3 | 
                1,574.5 | 
                1,629.4 | 
                1,746.5 | 
                 | 
             
            
                | S4 | 
                1,488.7 | 
                1,543.6 | 
                1,722.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,779.0 | 
                1,751.2 | 
                27.8 | 
                1.6% | 
                17.9 | 
                1.0% | 
                60% | 
                False | 
                False | 
                6,766 | 
                 
                
                | 10 | 
                1,779.0 | 
                1,688.8 | 
                90.2 | 
                5.1% | 
                27.3 | 
                1.5% | 
                88% | 
                False | 
                False | 
                7,278 | 
                 
                
                | 20 | 
                1,779.0 | 
                1,644.8 | 
                134.2 | 
                7.6% | 
                23.0 | 
                1.3% | 
                92% | 
                False | 
                False | 
                6,806 | 
                 
                
                | 40 | 
                1,779.0 | 
                1,584.2 | 
                194.8 | 
                11.0% | 
                20.5 | 
                1.2% | 
                94% | 
                False | 
                False | 
                6,199 | 
                 
                
                | 60 | 
                1,779.0 | 
                1,550.0 | 
                229.0 | 
                13.0% | 
                21.7 | 
                1.2% | 
                95% | 
                False | 
                False | 
                5,271 | 
                 
                
                | 80 | 
                1,779.0 | 
                1,534.5 | 
                244.5 | 
                13.8% | 
                22.9 | 
                1.3% | 
                95% | 
                False | 
                False | 
                4,419 | 
                 
                
                | 100 | 
                1,779.0 | 
                1,534.3 | 
                244.7 | 
                13.8% | 
                22.8 | 
                1.3% | 
                95% | 
                False | 
                False | 
                3,855 | 
                 
                
                | 120 | 
                1,779.0 | 
                1,534.3 | 
                244.7 | 
                13.8% | 
                22.0 | 
                1.2% | 
                95% | 
                False | 
                False | 
                3,361 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,844.8 | 
         
        
            | 
2.618             | 
            1,817.0 | 
         
        
            | 
1.618             | 
            1,800.0 | 
         
        
            | 
1.000             | 
            1,789.5 | 
         
        
            | 
0.618             | 
            1,783.0 | 
         
        
            | 
HIGH             | 
            1,772.5 | 
         
        
            | 
0.618             | 
            1,766.0 | 
         
        
            | 
0.500             | 
            1,764.0 | 
         
        
            | 
0.382             | 
            1,762.0 | 
         
        
            | 
LOW             | 
            1,755.5 | 
         
        
            | 
0.618             | 
            1,745.0 | 
         
        
            | 
1.000             | 
            1,738.5 | 
         
        
            | 
1.618             | 
            1,728.0 | 
         
        
            | 
2.618             | 
            1,711.0 | 
         
        
            | 
4.250             | 
            1,683.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,766.5 | 
                                1,766.9 | 
                             
                            
                                | PP | 
                                1,765.3 | 
                                1,766.0 | 
                             
                            
                                | S1 | 
                                1,764.0 | 
                                1,765.1 | 
                             
             
         |