| Trading Metrics calculated at close of trading on 05-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Oct-2012 | 
                    05-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,783.5 | 
                        1,792.2 | 
                        8.7 | 
                        0.5% | 
                        1,766.0 | 
                     
                    
                        | High | 
                        1,794.8 | 
                        1,792.2 | 
                        -2.6 | 
                        -0.1% | 
                        1,794.8 | 
                     
                    
                        | Low | 
                        1,783.5 | 
                        1,776.6 | 
                        -6.9 | 
                        -0.4% | 
                        1,763.3 | 
                     
                    
                        | Close | 
                        1,794.1 | 
                        1,778.6 | 
                        -15.5 | 
                        -0.9% | 
                        1,778.6 | 
                     
                    
                        | Range | 
                        11.3 | 
                        15.6 | 
                        4.3 | 
                        38.1% | 
                        31.5 | 
                     
                    
                        | ATR | 
                        20.6 | 
                        20.4 | 
                        -0.2 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        199 | 
                        257 | 
                        58 | 
                        29.1% | 
                        1,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,829.3 | 
                1,819.5 | 
                1,787.2 | 
                 | 
             
            
                | R3 | 
                1,813.7 | 
                1,803.9 | 
                1,782.9 | 
                 | 
             
            
                | R2 | 
                1,798.1 | 
                1,798.1 | 
                1,781.5 | 
                 | 
             
            
                | R1 | 
                1,788.3 | 
                1,788.3 | 
                1,780.0 | 
                1,785.4 | 
             
            
                | PP | 
                1,782.5 | 
                1,782.5 | 
                1,782.5 | 
                1,781.0 | 
             
            
                | S1 | 
                1,772.7 | 
                1,772.7 | 
                1,777.2 | 
                1,769.8 | 
             
            
                | S2 | 
                1,766.9 | 
                1,766.9 | 
                1,775.7 | 
                 | 
             
            
                | S3 | 
                1,751.3 | 
                1,757.1 | 
                1,774.3 | 
                 | 
             
            
                | S4 | 
                1,735.7 | 
                1,741.5 | 
                1,770.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,873.4 | 
                1,857.5 | 
                1,795.9 | 
                 | 
             
            
                | R3 | 
                1,841.9 | 
                1,826.0 | 
                1,787.3 | 
                 | 
             
            
                | R2 | 
                1,810.4 | 
                1,810.4 | 
                1,784.4 | 
                 | 
             
            
                | R1 | 
                1,794.5 | 
                1,794.5 | 
                1,781.5 | 
                1,802.5 | 
             
            
                | PP | 
                1,778.9 | 
                1,778.9 | 
                1,778.9 | 
                1,782.9 | 
             
            
                | S1 | 
                1,763.0 | 
                1,763.0 | 
                1,775.7 | 
                1,771.0 | 
             
            
                | S2 | 
                1,747.4 | 
                1,747.4 | 
                1,772.8 | 
                 | 
             
            
                | S3 | 
                1,715.9 | 
                1,731.5 | 
                1,769.9 | 
                 | 
             
            
                | S4 | 
                1,684.4 | 
                1,700.0 | 
                1,761.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                13.8 | 
                0.8% | 
                49% | 
                False | 
                False | 
                300 | 
                 
                
                | 10 | 
                1,794.8 | 
                1,735.8 | 
                59.0 | 
                3.3% | 
                17.6 | 
                1.0% | 
                73% | 
                False | 
                False | 
                5,335 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,691.2 | 
                103.6 | 
                5.8% | 
                20.8 | 
                1.2% | 
                84% | 
                False | 
                False | 
                6,097 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,590.2 | 
                204.6 | 
                11.5% | 
                20.6 | 
                1.2% | 
                92% | 
                False | 
                False | 
                5,930 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,564.5 | 
                230.3 | 
                12.9% | 
                20.1 | 
                1.1% | 
                93% | 
                False | 
                False | 
                5,752 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                13.8% | 
                21.0 | 
                1.2% | 
                93% | 
                False | 
                False | 
                4,879 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.6% | 
                22.7 | 
                1.3% | 
                94% | 
                False | 
                False | 
                4,331 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.6% | 
                21.8 | 
                1.2% | 
                94% | 
                False | 
                False | 
                3,785 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,858.5 | 
         
        
            | 
2.618             | 
            1,833.0 | 
         
        
            | 
1.618             | 
            1,817.4 | 
         
        
            | 
1.000             | 
            1,807.8 | 
         
        
            | 
0.618             | 
            1,801.8 | 
         
        
            | 
HIGH             | 
            1,792.2 | 
         
        
            | 
0.618             | 
            1,786.2 | 
         
        
            | 
0.500             | 
            1,784.4 | 
         
        
            | 
0.382             | 
            1,782.6 | 
         
        
            | 
LOW             | 
            1,776.6 | 
         
        
            | 
0.618             | 
            1,767.0 | 
         
        
            | 
1.000             | 
            1,761.0 | 
         
        
            | 
1.618             | 
            1,751.4 | 
         
        
            | 
2.618             | 
            1,735.8 | 
         
        
            | 
4.250             | 
            1,710.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,784.4 | 
                                1,783.4 | 
                             
                            
                                | PP | 
                                1,782.5 | 
                                1,781.8 | 
                             
                            
                                | S1 | 
                                1,780.5 | 
                                1,780.2 | 
                             
             
         |