| Trading Metrics calculated at close of trading on 27-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Sep-2012 | 
                    27-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,760.7 | 
                        1,752.6 | 
                        -8.1 | 
                        -0.5% | 
                        1,770.3 | 
                     
                    
                        | High | 
                        1,765.5 | 
                        1,780.2 | 
                        14.7 | 
                        0.8% | 
                        1,787.0 | 
                     
                    
                        | Low | 
                        1,735.8 | 
                        1,750.7 | 
                        14.9 | 
                        0.9% | 
                        1,751.2 | 
                     
                    
                        | Close | 
                        1,750.7 | 
                        1,777.6 | 
                        26.9 | 
                        1.5% | 
                        1,775.6 | 
                     
                    
                        | Range | 
                        29.7 | 
                        29.5 | 
                        -0.2 | 
                        -0.7% | 
                        35.8 | 
                     
                    
                        | ATR | 
                        22.7 | 
                        23.2 | 
                        0.5 | 
                        2.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        15,237 | 
                        6,989 | 
                        -8,248 | 
                        -54.1% | 
                        35,433 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,858.0 | 
                1,847.3 | 
                1,793.8 | 
                 | 
             
            
                | R3 | 
                1,828.5 | 
                1,817.8 | 
                1,785.7 | 
                 | 
             
            
                | R2 | 
                1,799.0 | 
                1,799.0 | 
                1,783.0 | 
                 | 
             
            
                | R1 | 
                1,788.3 | 
                1,788.3 | 
                1,780.3 | 
                1,793.7 | 
             
            
                | PP | 
                1,769.5 | 
                1,769.5 | 
                1,769.5 | 
                1,772.2 | 
             
            
                | S1 | 
                1,758.8 | 
                1,758.8 | 
                1,774.9 | 
                1,764.2 | 
             
            
                | S2 | 
                1,740.0 | 
                1,740.0 | 
                1,772.2 | 
                 | 
             
            
                | S3 | 
                1,710.5 | 
                1,729.3 | 
                1,769.5 | 
                 | 
             
            
                | S4 | 
                1,681.0 | 
                1,699.8 | 
                1,761.4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,735.8 | 
                51.2 | 
                2.9% | 
                22.5 | 
                1.3% | 
                82% | 
                False | 
                False | 
                11,278 | 
                 
                
                | 10 | 
                1,787.0 | 
                1,735.8 | 
                51.2 | 
                2.9% | 
                20.2 | 
                1.1% | 
                82% | 
                False | 
                False | 
                9,022 | 
                 
                
                | 20 | 
                1,787.0 | 
                1,644.8 | 
                142.2 | 
                8.0% | 
                24.6 | 
                1.4% | 
                93% | 
                False | 
                False | 
                8,338 | 
                 
                
                | 40 | 
                1,787.0 | 
                1,584.2 | 
                202.8 | 
                11.4% | 
                21.0 | 
                1.2% | 
                95% | 
                False | 
                False | 
                6,512 | 
                 
                
                | 60 | 
                1,787.0 | 
                1,557.0 | 
                230.0 | 
                12.9% | 
                21.1 | 
                1.2% | 
                96% | 
                False | 
                False | 
                6,030 | 
                 
                
                | 80 | 
                1,787.0 | 
                1,550.0 | 
                237.0 | 
                13.3% | 
                22.2 | 
                1.2% | 
                96% | 
                False | 
                False | 
                4,912 | 
                 
                
                | 100 | 
                1,787.0 | 
                1,534.3 | 
                252.7 | 
                14.2% | 
                23.3 | 
                1.3% | 
                96% | 
                False | 
                False | 
                4,348 | 
                 
                
                | 120 | 
                1,787.0 | 
                1,534.3 | 
                252.7 | 
                14.2% | 
                22.1 | 
                1.2% | 
                96% | 
                False | 
                False | 
                3,812 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,905.6 | 
         
        
            | 
2.618             | 
            1,857.4 | 
         
        
            | 
1.618             | 
            1,827.9 | 
         
        
            | 
1.000             | 
            1,809.7 | 
         
        
            | 
0.618             | 
            1,798.4 | 
         
        
            | 
HIGH             | 
            1,780.2 | 
         
        
            | 
0.618             | 
            1,768.9 | 
         
        
            | 
0.500             | 
            1,765.5 | 
         
        
            | 
0.382             | 
            1,762.0 | 
         
        
            | 
LOW             | 
            1,750.7 | 
         
        
            | 
0.618             | 
            1,732.5 | 
         
        
            | 
1.000             | 
            1,721.2 | 
         
        
            | 
1.618             | 
            1,703.0 | 
         
        
            | 
2.618             | 
            1,673.5 | 
         
        
            | 
4.250             | 
            1,625.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,773.6 | 
                                1,771.1 | 
                             
                            
                                | PP | 
                                1,769.5 | 
                                1,764.5 | 
                             
                            
                                | S1 | 
                                1,765.5 | 
                                1,758.0 | 
                             
             
         |