| Trading Metrics calculated at close of trading on 28-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Sep-2012 | 
                    28-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,752.6 | 
                        1,776.8 | 
                        24.2 | 
                        1.4% | 
                        1,772.5 | 
                     
                    
                        | High | 
                        1,780.2 | 
                        1,782.2 | 
                        2.0 | 
                        0.1% | 
                        1,782.2 | 
                     
                    
                        | Low | 
                        1,750.7 | 
                        1,767.5 | 
                        16.8 | 
                        1.0% | 
                        1,735.8 | 
                     
                    
                        | Close | 
                        1,777.6 | 
                        1,771.1 | 
                        -6.5 | 
                        -0.4% | 
                        1,771.1 | 
                     
                    
                        | Range | 
                        29.5 | 
                        14.7 | 
                        -14.8 | 
                        -50.2% | 
                        46.4 | 
                     
                    
                        | ATR | 
                        23.2 | 
                        22.6 | 
                        -0.6 | 
                        -2.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,989 | 
                        2,839 | 
                        -4,150 | 
                        -59.4% | 
                        51,855 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,817.7 | 
                1,809.1 | 
                1,779.2 | 
                 | 
             
            
                | R3 | 
                1,803.0 | 
                1,794.4 | 
                1,775.1 | 
                 | 
             
            
                | R2 | 
                1,788.3 | 
                1,788.3 | 
                1,773.8 | 
                 | 
             
            
                | R1 | 
                1,779.7 | 
                1,779.7 | 
                1,772.4 | 
                1,776.7 | 
             
            
                | PP | 
                1,773.6 | 
                1,773.6 | 
                1,773.6 | 
                1,772.1 | 
             
            
                | S1 | 
                1,765.0 | 
                1,765.0 | 
                1,769.8 | 
                1,762.0 | 
             
            
                | S2 | 
                1,758.9 | 
                1,758.9 | 
                1,768.4 | 
                 | 
             
            
                | S3 | 
                1,744.2 | 
                1,750.3 | 
                1,767.1 | 
                 | 
             
            
                | S4 | 
                1,729.5 | 
                1,735.6 | 
                1,763.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,902.2 | 
                1,883.1 | 
                1,796.6 | 
                 | 
             
            
                | R3 | 
                1,855.8 | 
                1,836.7 | 
                1,783.9 | 
                 | 
             
            
                | R2 | 
                1,809.4 | 
                1,809.4 | 
                1,779.6 | 
                 | 
             
            
                | R1 | 
                1,790.3 | 
                1,790.3 | 
                1,775.4 | 
                1,776.7 | 
             
            
                | PP | 
                1,763.0 | 
                1,763.0 | 
                1,763.0 | 
                1,756.2 | 
             
            
                | S1 | 
                1,743.9 | 
                1,743.9 | 
                1,766.8 | 
                1,730.3 | 
             
            
                | S2 | 
                1,716.6 | 
                1,716.6 | 
                1,762.6 | 
                 | 
             
            
                | S3 | 
                1,670.2 | 
                1,697.5 | 
                1,758.3 | 
                 | 
             
            
                | S4 | 
                1,623.8 | 
                1,651.1 | 
                1,745.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,782.2 | 
                1,735.8 | 
                46.4 | 
                2.6% | 
                21.4 | 
                1.2% | 
                76% | 
                True | 
                False | 
                10,371 | 
                 
                
                | 10 | 
                1,787.0 | 
                1,735.8 | 
                51.2 | 
                2.9% | 
                20.5 | 
                1.2% | 
                69% | 
                False | 
                False | 
                8,728 | 
                 
                
                | 20 | 
                1,787.0 | 
                1,644.8 | 
                142.2 | 
                8.0% | 
                24.6 | 
                1.4% | 
                89% | 
                False | 
                False | 
                8,347 | 
                 
                
                | 40 | 
                1,787.0 | 
                1,586.8 | 
                200.2 | 
                11.3% | 
                20.5 | 
                1.2% | 
                92% | 
                False | 
                False | 
                6,346 | 
                 
                
                | 60 | 
                1,787.0 | 
                1,557.0 | 
                230.0 | 
                13.0% | 
                21.0 | 
                1.2% | 
                93% | 
                False | 
                False | 
                6,044 | 
                 
                
                | 80 | 
                1,787.0 | 
                1,550.0 | 
                237.0 | 
                13.4% | 
                22.1 | 
                1.2% | 
                93% | 
                False | 
                False | 
                4,942 | 
                 
                
                | 100 | 
                1,787.0 | 
                1,534.3 | 
                252.7 | 
                14.3% | 
                23.0 | 
                1.3% | 
                94% | 
                False | 
                False | 
                4,370 | 
                 
                
                | 120 | 
                1,787.0 | 
                1,534.3 | 
                252.7 | 
                14.3% | 
                22.0 | 
                1.2% | 
                94% | 
                False | 
                False | 
                3,818 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,844.7 | 
         
        
            | 
2.618             | 
            1,820.7 | 
         
        
            | 
1.618             | 
            1,806.0 | 
         
        
            | 
1.000             | 
            1,796.9 | 
         
        
            | 
0.618             | 
            1,791.3 | 
         
        
            | 
HIGH             | 
            1,782.2 | 
         
        
            | 
0.618             | 
            1,776.6 | 
         
        
            | 
0.500             | 
            1,774.9 | 
         
        
            | 
0.382             | 
            1,773.1 | 
         
        
            | 
LOW             | 
            1,767.5 | 
         
        
            | 
0.618             | 
            1,758.4 | 
         
        
            | 
1.000             | 
            1,752.8 | 
         
        
            | 
1.618             | 
            1,743.7 | 
         
        
            | 
2.618             | 
            1,729.0 | 
         
        
            | 
4.250             | 
            1,705.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,774.9 | 
                                1,767.1 | 
                             
                            
                                | PP | 
                                1,773.6 | 
                                1,763.0 | 
                             
                            
                                | S1 | 
                                1,772.4 | 
                                1,759.0 | 
                             
             
         |