| Trading Metrics calculated at close of trading on 24-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Sep-2012 | 
                    24-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,768.2 | 
                        1,772.5 | 
                        4.3 | 
                        0.2% | 
                        1,770.3 | 
                     
                    
                        | High | 
                        1,787.0 | 
                        1,772.5 | 
                        -14.5 | 
                        -0.8% | 
                        1,787.0 | 
                     
                    
                        | Low | 
                        1,766.8 | 
                        1,755.9 | 
                        -10.9 | 
                        -0.6% | 
                        1,751.2 | 
                     
                    
                        | Close | 
                        1,775.6 | 
                        1,762.2 | 
                        -13.4 | 
                        -0.8% | 
                        1,775.6 | 
                     
                    
                        | Range | 
                        20.2 | 
                        16.6 | 
                        -3.6 | 
                        -17.8% | 
                        35.8 | 
                     
                    
                        | ATR | 
                        22.8 | 
                        22.6 | 
                        -0.2 | 
                        -1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        7,375 | 
                        9,065 | 
                        1,690 | 
                        22.9% | 
                        35,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,813.3 | 
                1,804.4 | 
                1,771.3 | 
                 | 
             
            
                | R3 | 
                1,796.7 | 
                1,787.8 | 
                1,766.8 | 
                 | 
             
            
                | R2 | 
                1,780.1 | 
                1,780.1 | 
                1,765.2 | 
                 | 
             
            
                | R1 | 
                1,771.2 | 
                1,771.2 | 
                1,763.7 | 
                1,767.4 | 
             
            
                | PP | 
                1,763.5 | 
                1,763.5 | 
                1,763.5 | 
                1,761.6 | 
             
            
                | S1 | 
                1,754.6 | 
                1,754.6 | 
                1,760.7 | 
                1,750.8 | 
             
            
                | S2 | 
                1,746.9 | 
                1,746.9 | 
                1,759.2 | 
                 | 
             
            
                | S3 | 
                1,730.3 | 
                1,738.0 | 
                1,757.6 | 
                 | 
             
            
                | S4 | 
                1,713.7 | 
                1,721.4 | 
                1,753.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,878.7 | 
                1,862.9 | 
                1,795.3 | 
                 | 
             
            
                | R3 | 
                1,842.9 | 
                1,827.1 | 
                1,785.4 | 
                 | 
             
            
                | R2 | 
                1,807.1 | 
                1,807.1 | 
                1,782.2 | 
                 | 
             
            
                | R1 | 
                1,791.3 | 
                1,791.3 | 
                1,778.9 | 
                1,799.2 | 
             
            
                | PP | 
                1,771.3 | 
                1,771.3 | 
                1,771.3 | 
                1,775.2 | 
             
            
                | S1 | 
                1,755.5 | 
                1,755.5 | 
                1,772.3 | 
                1,763.4 | 
             
            
                | S2 | 
                1,735.5 | 
                1,735.5 | 
                1,769.0 | 
                 | 
             
            
                | S3 | 
                1,699.7 | 
                1,719.7 | 
                1,765.8 | 
                 | 
             
            
                | S4 | 
                1,663.9 | 
                1,683.9 | 
                1,755.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,787.0 | 
                1,751.2 | 
                35.8 | 
                2.0% | 
                18.5 | 
                1.1% | 
                31% | 
                False | 
                False | 
                7,904 | 
                 
                
                | 10 | 
                1,787.0 | 
                1,691.2 | 
                95.8 | 
                5.4% | 
                24.1 | 
                1.4% | 
                74% | 
                False | 
                False | 
                7,266 | 
                 
                
                | 20 | 
                1,787.0 | 
                1,644.8 | 
                142.2 | 
                8.1% | 
                23.2 | 
                1.3% | 
                83% | 
                False | 
                False | 
                7,230 | 
                 
                
                | 40 | 
                1,787.0 | 
                1,584.2 | 
                202.8 | 
                11.5% | 
                20.5 | 
                1.2% | 
                88% | 
                False | 
                False | 
                6,000 | 
                 
                
                | 60 | 
                1,787.0 | 
                1,556.7 | 
                230.3 | 
                13.1% | 
                21.5 | 
                1.2% | 
                89% | 
                False | 
                False | 
                5,526 | 
                 
                
                | 80 | 
                1,787.0 | 
                1,548.3 | 
                238.7 | 
                13.5% | 
                22.7 | 
                1.3% | 
                90% | 
                False | 
                False | 
                4,524 | 
                 
                
                | 100 | 
                1,787.0 | 
                1,534.3 | 
                252.7 | 
                14.3% | 
                22.9 | 
                1.3% | 
                90% | 
                False | 
                False | 
                3,978 | 
                 
                
                | 120 | 
                1,787.0 | 
                1,534.3 | 
                252.7 | 
                14.3% | 
                21.9 | 
                1.2% | 
                90% | 
                False | 
                False | 
                3,491 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,843.1 | 
         
        
            | 
2.618             | 
            1,816.0 | 
         
        
            | 
1.618             | 
            1,799.4 | 
         
        
            | 
1.000             | 
            1,789.1 | 
         
        
            | 
0.618             | 
            1,782.8 | 
         
        
            | 
HIGH             | 
            1,772.5 | 
         
        
            | 
0.618             | 
            1,766.2 | 
         
        
            | 
0.500             | 
            1,764.2 | 
         
        
            | 
0.382             | 
            1,762.2 | 
         
        
            | 
LOW             | 
            1,755.9 | 
         
        
            | 
0.618             | 
            1,745.6 | 
         
        
            | 
1.000             | 
            1,739.3 | 
         
        
            | 
1.618             | 
            1,729.0 | 
         
        
            | 
2.618             | 
            1,712.4 | 
         
        
            | 
4.250             | 
            1,685.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,764.2 | 
                                1,771.3 | 
                             
                            
                                | PP | 
                                1,763.5 | 
                                1,768.2 | 
                             
                            
                                | S1 | 
                                1,762.9 | 
                                1,765.2 | 
                             
             
         |