| Trading Metrics calculated at close of trading on 01-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Sep-2012 | 
                    01-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,776.8 | 
                        1,766.0 | 
                        -10.8 | 
                        -0.6% | 
                        1,772.5 | 
                     
                    
                        | High | 
                        1,782.2 | 
                        1,791.0 | 
                        8.8 | 
                        0.5% | 
                        1,782.2 | 
                     
                    
                        | Low | 
                        1,767.5 | 
                        1,763.3 | 
                        -4.2 | 
                        -0.2% | 
                        1,735.8 | 
                     
                    
                        | Close | 
                        1,771.1 | 
                        1,780.5 | 
                        9.4 | 
                        0.5% | 
                        1,771.1 | 
                     
                    
                        | Range | 
                        14.7 | 
                        27.7 | 
                        13.0 | 
                        88.4% | 
                        46.4 | 
                     
                    
                        | ATR | 
                        22.6 | 
                        22.9 | 
                        0.4 | 
                        1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        2,839 | 
                        816 | 
                        -2,023 | 
                        -71.3% | 
                        51,855 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,861.4 | 
                1,848.6 | 
                1,795.7 | 
                 | 
             
            
                | R3 | 
                1,833.7 | 
                1,820.9 | 
                1,788.1 | 
                 | 
             
            
                | R2 | 
                1,806.0 | 
                1,806.0 | 
                1,785.6 | 
                 | 
             
            
                | R1 | 
                1,793.2 | 
                1,793.2 | 
                1,783.0 | 
                1,799.6 | 
             
            
                | PP | 
                1,778.3 | 
                1,778.3 | 
                1,778.3 | 
                1,781.5 | 
             
            
                | S1 | 
                1,765.5 | 
                1,765.5 | 
                1,778.0 | 
                1,771.9 | 
             
            
                | S2 | 
                1,750.6 | 
                1,750.6 | 
                1,775.4 | 
                 | 
             
            
                | S3 | 
                1,722.9 | 
                1,737.8 | 
                1,772.9 | 
                 | 
             
            
                | S4 | 
                1,695.2 | 
                1,710.1 | 
                1,765.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,791.0 | 
                1,735.8 | 
                55.2 | 
                3.1% | 
                23.6 | 
                1.3% | 
                81% | 
                True | 
                False | 
                8,721 | 
                 
                
                | 10 | 
                1,791.0 | 
                1,735.8 | 
                55.2 | 
                3.1% | 
                21.1 | 
                1.2% | 
                81% | 
                True | 
                False | 
                8,312 | 
                 
                
                | 20 | 
                1,791.0 | 
                1,685.1 | 
                105.9 | 
                5.9% | 
                23.6 | 
                1.3% | 
                90% | 
                True | 
                False | 
                7,753 | 
                 
                
                | 40 | 
                1,791.0 | 
                1,590.2 | 
                200.8 | 
                11.3% | 
                20.7 | 
                1.2% | 
                95% | 
                True | 
                False | 
                6,176 | 
                 
                
                | 60 | 
                1,791.0 | 
                1,557.0 | 
                234.0 | 
                13.1% | 
                20.9 | 
                1.2% | 
                96% | 
                True | 
                False | 
                6,007 | 
                 
                
                | 80 | 
                1,791.0 | 
                1,550.0 | 
                241.0 | 
                13.5% | 
                21.9 | 
                1.2% | 
                96% | 
                True | 
                False | 
                4,944 | 
                 
                
                | 100 | 
                1,791.0 | 
                1,534.3 | 
                256.7 | 
                14.4% | 
                23.0 | 
                1.3% | 
                96% | 
                True | 
                False | 
                4,361 | 
                 
                
                | 120 | 
                1,791.0 | 
                1,534.3 | 
                256.7 | 
                14.4% | 
                22.1 | 
                1.2% | 
                96% | 
                True | 
                False | 
                3,814 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,908.7 | 
         
        
            | 
2.618             | 
            1,863.5 | 
         
        
            | 
1.618             | 
            1,835.8 | 
         
        
            | 
1.000             | 
            1,818.7 | 
         
        
            | 
0.618             | 
            1,808.1 | 
         
        
            | 
HIGH             | 
            1,791.0 | 
         
        
            | 
0.618             | 
            1,780.4 | 
         
        
            | 
0.500             | 
            1,777.2 | 
         
        
            | 
0.382             | 
            1,773.9 | 
         
        
            | 
LOW             | 
            1,763.3 | 
         
        
            | 
0.618             | 
            1,746.2 | 
         
        
            | 
1.000             | 
            1,735.6 | 
         
        
            | 
1.618             | 
            1,718.5 | 
         
        
            | 
2.618             | 
            1,690.8 | 
         
        
            | 
4.250             | 
            1,645.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,779.4 | 
                                1,777.3 | 
                             
                            
                                | PP | 
                                1,778.3 | 
                                1,774.1 | 
                             
                            
                                | S1 | 
                                1,777.2 | 
                                1,770.9 | 
                             
             
         |