| Trading Metrics calculated at close of trading on 04-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Oct-2012 | 
                    04-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,772.2 | 
                        1,783.5 | 
                        11.3 | 
                        0.6% | 
                        1,772.5 | 
                     
                    
                        | High | 
                        1,779.9 | 
                        1,794.8 | 
                        14.9 | 
                        0.8% | 
                        1,782.2 | 
                     
                    
                        | Low | 
                        1,771.9 | 
                        1,783.5 | 
                        11.6 | 
                        0.7% | 
                        1,735.8 | 
                     
                    
                        | Close | 
                        1,777.3 | 
                        1,794.1 | 
                        16.8 | 
                        0.9% | 
                        1,771.1 | 
                     
                    
                        | Range | 
                        8.0 | 
                        11.3 | 
                        3.3 | 
                        41.3% | 
                        46.4 | 
                     
                    
                        | ATR | 
                        20.9 | 
                        20.6 | 
                        -0.2 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        134 | 
                        199 | 
                        65 | 
                        48.5% | 
                        51,855 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,824.7 | 
                1,820.7 | 
                1,800.3 | 
                 | 
             
            
                | R3 | 
                1,813.4 | 
                1,809.4 | 
                1,797.2 | 
                 | 
             
            
                | R2 | 
                1,802.1 | 
                1,802.1 | 
                1,796.2 | 
                 | 
             
            
                | R1 | 
                1,798.1 | 
                1,798.1 | 
                1,795.1 | 
                1,800.1 | 
             
            
                | PP | 
                1,790.8 | 
                1,790.8 | 
                1,790.8 | 
                1,791.8 | 
             
            
                | S1 | 
                1,786.8 | 
                1,786.8 | 
                1,793.1 | 
                1,788.8 | 
             
            
                | S2 | 
                1,779.5 | 
                1,779.5 | 
                1,792.0 | 
                 | 
             
            
                | S3 | 
                1,768.2 | 
                1,775.5 | 
                1,791.0 | 
                 | 
             
            
                | S4 | 
                1,756.9 | 
                1,764.2 | 
                1,787.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,794.8 | 
                1,763.3 | 
                31.5 | 
                1.8% | 
                13.7 | 
                0.8% | 
                98% | 
                True | 
                False | 
                816 | 
                 
                
                | 10 | 
                1,794.8 | 
                1,735.8 | 
                59.0 | 
                3.3% | 
                18.1 | 
                1.0% | 
                99% | 
                True | 
                False | 
                6,047 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,688.8 | 
                106.0 | 
                5.9% | 
                22.7 | 
                1.3% | 
                99% | 
                True | 
                False | 
                6,662 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,590.2 | 
                204.6 | 
                11.4% | 
                20.4 | 
                1.1% | 
                100% | 
                True | 
                False | 
                5,971 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,557.0 | 
                237.8 | 
                13.3% | 
                20.2 | 
                1.1% | 
                100% | 
                True | 
                False | 
                5,821 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                13.6% | 
                21.0 | 
                1.2% | 
                100% | 
                True | 
                False | 
                4,883 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.5% | 
                22.8 | 
                1.3% | 
                100% | 
                True | 
                False | 
                4,336 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.5% | 
                21.8 | 
                1.2% | 
                100% | 
                True | 
                False | 
                3,785 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,842.8 | 
         
        
            | 
2.618             | 
            1,824.4 | 
         
        
            | 
1.618             | 
            1,813.1 | 
         
        
            | 
1.000             | 
            1,806.1 | 
         
        
            | 
0.618             | 
            1,801.8 | 
         
        
            | 
HIGH             | 
            1,794.8 | 
         
        
            | 
0.618             | 
            1,790.5 | 
         
        
            | 
0.500             | 
            1,789.2 | 
         
        
            | 
0.382             | 
            1,787.8 | 
         
        
            | 
LOW             | 
            1,783.5 | 
         
        
            | 
0.618             | 
            1,776.5 | 
         
        
            | 
1.000             | 
            1,772.2 | 
         
        
            | 
1.618             | 
            1,765.2 | 
         
        
            | 
2.618             | 
            1,753.9 | 
         
        
            | 
4.250             | 
            1,735.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,792.5 | 
                                1,790.5 | 
                             
                            
                                | PP | 
                                1,790.8 | 
                                1,786.9 | 
                             
                            
                                | S1 | 
                                1,789.2 | 
                                1,783.4 | 
                             
             
         |