| Trading Metrics calculated at close of trading on 08-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Oct-2012 | 
                    08-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,792.2 | 
                        1,778.0 | 
                        -14.2 | 
                        -0.8% | 
                        1,766.0 | 
                     
                    
                        | High | 
                        1,792.2 | 
                        1,778.0 | 
                        -14.2 | 
                        -0.8% | 
                        1,794.8 | 
                     
                    
                        | Low | 
                        1,776.6 | 
                        1,766.8 | 
                        -9.8 | 
                        -0.6% | 
                        1,763.3 | 
                     
                    
                        | Close | 
                        1,778.6 | 
                        1,773.5 | 
                        -5.1 | 
                        -0.3% | 
                        1,778.6 | 
                     
                    
                        | Range | 
                        15.6 | 
                        11.2 | 
                        -4.4 | 
                        -28.2% | 
                        31.5 | 
                     
                    
                        | ATR | 
                        20.4 | 
                        19.8 | 
                        -0.6 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        257 | 
                        33 | 
                        -224 | 
                        -87.2% | 
                        1,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,806.4 | 
                1,801.1 | 
                1,779.7 | 
                 | 
             
            
                | R3 | 
                1,795.2 | 
                1,789.9 | 
                1,776.6 | 
                 | 
             
            
                | R2 | 
                1,784.0 | 
                1,784.0 | 
                1,775.6 | 
                 | 
             
            
                | R1 | 
                1,778.7 | 
                1,778.7 | 
                1,774.5 | 
                1,775.8 | 
             
            
                | PP | 
                1,772.8 | 
                1,772.8 | 
                1,772.8 | 
                1,771.3 | 
             
            
                | S1 | 
                1,767.5 | 
                1,767.5 | 
                1,772.5 | 
                1,764.6 | 
             
            
                | S2 | 
                1,761.6 | 
                1,761.6 | 
                1,771.4 | 
                 | 
             
            
                | S3 | 
                1,750.4 | 
                1,756.3 | 
                1,770.4 | 
                 | 
             
            
                | S4 | 
                1,739.2 | 
                1,745.1 | 
                1,767.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,766.8 | 
                28.0 | 
                1.6% | 
                10.5 | 
                0.6% | 
                24% | 
                False | 
                True | 
                143 | 
                 
                
                | 10 | 
                1,794.8 | 
                1,735.8 | 
                59.0 | 
                3.3% | 
                17.1 | 
                1.0% | 
                64% | 
                False | 
                False | 
                4,432 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,691.2 | 
                103.6 | 
                5.8% | 
                20.6 | 
                1.2% | 
                79% | 
                False | 
                False | 
                5,849 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,590.2 | 
                204.6 | 
                11.5% | 
                20.3 | 
                1.1% | 
                90% | 
                False | 
                False | 
                5,790 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,564.5 | 
                230.3 | 
                13.0% | 
                19.8 | 
                1.1% | 
                91% | 
                False | 
                False | 
                5,688 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                13.8% | 
                21.0 | 
                1.2% | 
                91% | 
                False | 
                False | 
                4,870 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.5 | 
                260.3 | 
                14.7% | 
                22.6 | 
                1.3% | 
                92% | 
                False | 
                False | 
                4,323 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.7% | 
                21.8 | 
                1.2% | 
                92% | 
                False | 
                False | 
                3,781 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,825.6 | 
         
        
            | 
2.618             | 
            1,807.3 | 
         
        
            | 
1.618             | 
            1,796.1 | 
         
        
            | 
1.000             | 
            1,789.2 | 
         
        
            | 
0.618             | 
            1,784.9 | 
         
        
            | 
HIGH             | 
            1,778.0 | 
         
        
            | 
0.618             | 
            1,773.7 | 
         
        
            | 
0.500             | 
            1,772.4 | 
         
        
            | 
0.382             | 
            1,771.1 | 
         
        
            | 
LOW             | 
            1,766.8 | 
         
        
            | 
0.618             | 
            1,759.9 | 
         
        
            | 
1.000             | 
            1,755.6 | 
         
        
            | 
1.618             | 
            1,748.7 | 
         
        
            | 
2.618             | 
            1,737.5 | 
         
        
            | 
4.250             | 
            1,719.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,773.1 | 
                                1,780.8 | 
                             
                            
                                | PP | 
                                1,772.8 | 
                                1,778.4 | 
                             
                            
                                | S1 | 
                                1,772.4 | 
                                1,775.9 | 
                             
             
         |