| Trading Metrics calculated at close of trading on 09-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2012 | 
                    09-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,778.0 | 
                        1,776.7 | 
                        -1.3 | 
                        -0.1% | 
                        1,766.0 | 
                     
                    
                        | High | 
                        1,778.0 | 
                        1,776.7 | 
                        -1.3 | 
                        -0.1% | 
                        1,794.8 | 
                     
                    
                        | Low | 
                        1,766.8 | 
                        1,762.3 | 
                        -4.5 | 
                        -0.3% | 
                        1,763.3 | 
                     
                    
                        | Close | 
                        1,773.5 | 
                        1,763.0 | 
                        -10.5 | 
                        -0.6% | 
                        1,778.6 | 
                     
                    
                        | Range | 
                        11.2 | 
                        14.4 | 
                        3.2 | 
                        28.6% | 
                        31.5 | 
                     
                    
                        | ATR | 
                        19.8 | 
                        19.4 | 
                        -0.4 | 
                        -1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        33 | 
                        24 | 
                        -9 | 
                        -27.3% | 
                        1,500 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,810.5 | 
                1,801.2 | 
                1,770.9 | 
                 | 
             
            
                | R3 | 
                1,796.1 | 
                1,786.8 | 
                1,767.0 | 
                 | 
             
            
                | R2 | 
                1,781.7 | 
                1,781.7 | 
                1,765.6 | 
                 | 
             
            
                | R1 | 
                1,772.4 | 
                1,772.4 | 
                1,764.3 | 
                1,769.9 | 
             
            
                | PP | 
                1,767.3 | 
                1,767.3 | 
                1,767.3 | 
                1,766.1 | 
             
            
                | S1 | 
                1,758.0 | 
                1,758.0 | 
                1,761.7 | 
                1,755.5 | 
             
            
                | S2 | 
                1,752.9 | 
                1,752.9 | 
                1,760.4 | 
                 | 
             
            
                | S3 | 
                1,738.5 | 
                1,743.6 | 
                1,759.0 | 
                 | 
             
            
                | S4 | 
                1,724.1 | 
                1,729.2 | 
                1,755.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,762.3 | 
                32.5 | 
                1.8% | 
                12.1 | 
                0.7% | 
                2% | 
                False | 
                True | 
                129 | 
                 
                
                | 10 | 
                1,794.8 | 
                1,735.8 | 
                59.0 | 
                3.3% | 
                16.9 | 
                1.0% | 
                46% | 
                False | 
                False | 
                2,662 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,691.2 | 
                103.6 | 
                5.9% | 
                20.7 | 
                1.2% | 
                69% | 
                False | 
                False | 
                5,659 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,590.2 | 
                204.6 | 
                11.6% | 
                20.2 | 
                1.1% | 
                84% | 
                False | 
                False | 
                5,619 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,564.5 | 
                230.3 | 
                13.1% | 
                19.7 | 
                1.1% | 
                86% | 
                False | 
                False | 
                5,675 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                13.9% | 
                21.0 | 
                1.2% | 
                87% | 
                False | 
                False | 
                4,861 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.5 | 
                260.3 | 
                14.8% | 
                22.4 | 
                1.3% | 
                88% | 
                False | 
                False | 
                4,254 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.8% | 
                21.7 | 
                1.2% | 
                88% | 
                False | 
                False | 
                3,778 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,837.9 | 
         
        
            | 
2.618             | 
            1,814.4 | 
         
        
            | 
1.618             | 
            1,800.0 | 
         
        
            | 
1.000             | 
            1,791.1 | 
         
        
            | 
0.618             | 
            1,785.6 | 
         
        
            | 
HIGH             | 
            1,776.7 | 
         
        
            | 
0.618             | 
            1,771.2 | 
         
        
            | 
0.500             | 
            1,769.5 | 
         
        
            | 
0.382             | 
            1,767.8 | 
         
        
            | 
LOW             | 
            1,762.3 | 
         
        
            | 
0.618             | 
            1,753.4 | 
         
        
            | 
1.000             | 
            1,747.9 | 
         
        
            | 
1.618             | 
            1,739.0 | 
         
        
            | 
2.618             | 
            1,724.6 | 
         
        
            | 
4.250             | 
            1,701.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,769.5 | 
                                1,777.3 | 
                             
                            
                                | PP | 
                                1,767.3 | 
                                1,772.5 | 
                             
                            
                                | S1 | 
                                1,765.2 | 
                                1,767.8 | 
                             
             
         |