| Trading Metrics calculated at close of trading on 15-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Oct-2012 | 
                    15-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,769.5 | 
                        1,750.0 | 
                        -19.5 | 
                        -1.1% | 
                        1,778.0 | 
                     
                    
                        | High | 
                        1,769.5 | 
                        1,750.0 | 
                        -19.5 | 
                        -1.1% | 
                        1,778.0 | 
                     
                    
                        | Low | 
                        1,753.6 | 
                        1,729.9 | 
                        -23.7 | 
                        -1.4% | 
                        1,753.6 | 
                     
                    
                        | Close | 
                        1,758.0 | 
                        1,736.0 | 
                        -22.0 | 
                        -1.3% | 
                        1,758.0 | 
                     
                    
                        | Range | 
                        15.9 | 
                        20.1 | 
                        4.2 | 
                        26.4% | 
                        24.4 | 
                     
                    
                        | ATR | 
                        17.7 | 
                        18.4 | 
                        0.7 | 
                        4.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        84 | 
                        108 | 
                        24 | 
                        28.6% | 
                        200 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,798.9 | 
                1,787.6 | 
                1,747.1 | 
                 | 
             
            
                | R3 | 
                1,778.8 | 
                1,767.5 | 
                1,741.5 | 
                 | 
             
            
                | R2 | 
                1,758.7 | 
                1,758.7 | 
                1,739.7 | 
                 | 
             
            
                | R1 | 
                1,747.4 | 
                1,747.4 | 
                1,737.8 | 
                1,743.0 | 
             
            
                | PP | 
                1,738.6 | 
                1,738.6 | 
                1,738.6 | 
                1,736.5 | 
             
            
                | S1 | 
                1,727.3 | 
                1,727.3 | 
                1,734.2 | 
                1,722.9 | 
             
            
                | S2 | 
                1,718.5 | 
                1,718.5 | 
                1,732.3 | 
                 | 
             
            
                | S3 | 
                1,698.4 | 
                1,707.2 | 
                1,730.5 | 
                 | 
             
            
                | S4 | 
                1,678.3 | 
                1,687.1 | 
                1,724.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,836.4 | 
                1,821.6 | 
                1,771.4 | 
                 | 
             
            
                | R3 | 
                1,812.0 | 
                1,797.2 | 
                1,764.7 | 
                 | 
             
            
                | R2 | 
                1,787.6 | 
                1,787.6 | 
                1,762.5 | 
                 | 
             
            
                | R1 | 
                1,772.8 | 
                1,772.8 | 
                1,760.2 | 
                1,768.0 | 
             
            
                | PP | 
                1,763.2 | 
                1,763.2 | 
                1,763.2 | 
                1,760.8 | 
             
            
                | S1 | 
                1,748.4 | 
                1,748.4 | 
                1,755.8 | 
                1,743.6 | 
             
            
                | S2 | 
                1,738.8 | 
                1,738.8 | 
                1,753.5 | 
                 | 
             
            
                | S3 | 
                1,714.4 | 
                1,724.0 | 
                1,751.3 | 
                 | 
             
            
                | S4 | 
                1,690.0 | 
                1,699.6 | 
                1,744.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,776.7 | 
                1,729.9 | 
                46.8 | 
                2.7% | 
                13.2 | 
                0.8% | 
                13% | 
                False | 
                True | 
                55 | 
                 
                
                | 10 | 
                1,794.8 | 
                1,729.9 | 
                64.9 | 
                3.7% | 
                11.9 | 
                0.7% | 
                9% | 
                False | 
                True | 
                99 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,729.9 | 
                64.9 | 
                3.7% | 
                16.5 | 
                0.9% | 
                9% | 
                False | 
                True | 
                4,205 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,609.6 | 
                185.2 | 
                10.7% | 
                19.8 | 
                1.1% | 
                68% | 
                False | 
                False | 
                5,285 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,564.5 | 
                230.3 | 
                13.3% | 
                19.3 | 
                1.1% | 
                74% | 
                False | 
                False | 
                5,490 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                14.1% | 
                20.4 | 
                1.2% | 
                76% | 
                False | 
                False | 
                4,785 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.5 | 
                260.3 | 
                15.0% | 
                21.9 | 
                1.3% | 
                77% | 
                False | 
                False | 
                4,199 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                15.0% | 
                21.6 | 
                1.2% | 
                77% | 
                False | 
                False | 
                3,729 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,835.4 | 
         
        
            | 
2.618             | 
            1,802.6 | 
         
        
            | 
1.618             | 
            1,782.5 | 
         
        
            | 
1.000             | 
            1,770.1 | 
         
        
            | 
0.618             | 
            1,762.4 | 
         
        
            | 
HIGH             | 
            1,750.0 | 
         
        
            | 
0.618             | 
            1,742.3 | 
         
        
            | 
0.500             | 
            1,740.0 | 
         
        
            | 
0.382             | 
            1,737.6 | 
         
        
            | 
LOW             | 
            1,729.9 | 
         
        
            | 
0.618             | 
            1,717.5 | 
         
        
            | 
1.000             | 
            1,709.8 | 
         
        
            | 
1.618             | 
            1,697.4 | 
         
        
            | 
2.618             | 
            1,677.3 | 
         
        
            | 
4.250             | 
            1,644.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,740.0 | 
                                1,750.5 | 
                             
                            
                                | PP | 
                                1,738.6 | 
                                1,745.6 | 
                             
                            
                                | S1 | 
                                1,737.3 | 
                                1,740.8 | 
                             
             
         |