| Trading Metrics calculated at close of trading on 16-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2012 | 
                    16-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,750.0 | 
                        1,736.7 | 
                        -13.3 | 
                        -0.8% | 
                        1,778.0 | 
                     
                    
                        | High | 
                        1,750.0 | 
                        1,744.7 | 
                        -5.3 | 
                        -0.3% | 
                        1,778.0 | 
                     
                    
                        | Low | 
                        1,729.9 | 
                        1,736.6 | 
                        6.7 | 
                        0.4% | 
                        1,753.6 | 
                     
                    
                        | Close | 
                        1,736.0 | 
                        1,744.7 | 
                        8.7 | 
                        0.5% | 
                        1,758.0 | 
                     
                    
                        | Range | 
                        20.1 | 
                        8.1 | 
                        -12.0 | 
                        -59.7% | 
                        24.4 | 
                     
                    
                        | ATR | 
                        18.4 | 
                        17.7 | 
                        -0.7 | 
                        -3.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        108 | 
                        15 | 
                        -93 | 
                        -86.1% | 
                        200 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,766.3 | 
                1,763.6 | 
                1,749.2 | 
                 | 
             
            
                | R3 | 
                1,758.2 | 
                1,755.5 | 
                1,746.9 | 
                 | 
             
            
                | R2 | 
                1,750.1 | 
                1,750.1 | 
                1,746.2 | 
                 | 
             
            
                | R1 | 
                1,747.4 | 
                1,747.4 | 
                1,745.4 | 
                1,748.8 | 
             
            
                | PP | 
                1,742.0 | 
                1,742.0 | 
                1,742.0 | 
                1,742.7 | 
             
            
                | S1 | 
                1,739.3 | 
                1,739.3 | 
                1,744.0 | 
                1,740.7 | 
             
            
                | S2 | 
                1,733.9 | 
                1,733.9 | 
                1,743.2 | 
                 | 
             
            
                | S3 | 
                1,725.8 | 
                1,731.2 | 
                1,742.5 | 
                 | 
             
            
                | S4 | 
                1,717.7 | 
                1,723.1 | 
                1,740.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,771.0 | 
                1,729.9 | 
                41.1 | 
                2.4% | 
                11.9 | 
                0.7% | 
                36% | 
                False | 
                False | 
                53 | 
                 
                
                | 10 | 
                1,794.8 | 
                1,729.9 | 
                64.9 | 
                3.7% | 
                12.0 | 
                0.7% | 
                23% | 
                False | 
                False | 
                91 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,729.9 | 
                64.9 | 
                3.7% | 
                15.8 | 
                0.9% | 
                23% | 
                False | 
                False | 
                3,717 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,619.1 | 
                175.7 | 
                10.1% | 
                19.6 | 
                1.1% | 
                71% | 
                False | 
                False | 
                5,239 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,570.4 | 
                224.4 | 
                12.9% | 
                19.1 | 
                1.1% | 
                78% | 
                False | 
                False | 
                5,373 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                14.0% | 
                20.3 | 
                1.2% | 
                80% | 
                False | 
                False | 
                4,774 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.5 | 
                260.3 | 
                14.9% | 
                21.7 | 
                1.2% | 
                81% | 
                False | 
                False | 
                4,188 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.9% | 
                21.6 | 
                1.2% | 
                81% | 
                False | 
                False | 
                3,727 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,779.1 | 
         
        
            | 
2.618             | 
            1,765.9 | 
         
        
            | 
1.618             | 
            1,757.8 | 
         
        
            | 
1.000             | 
            1,752.8 | 
         
        
            | 
0.618             | 
            1,749.7 | 
         
        
            | 
HIGH             | 
            1,744.7 | 
         
        
            | 
0.618             | 
            1,741.6 | 
         
        
            | 
0.500             | 
            1,740.7 | 
         
        
            | 
0.382             | 
            1,739.7 | 
         
        
            | 
LOW             | 
            1,736.6 | 
         
        
            | 
0.618             | 
            1,731.6 | 
         
        
            | 
1.000             | 
            1,728.5 | 
         
        
            | 
1.618             | 
            1,723.5 | 
         
        
            | 
2.618             | 
            1,715.4 | 
         
        
            | 
4.250             | 
            1,702.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,743.4 | 
                                1,749.7 | 
                             
                            
                                | PP | 
                                1,742.0 | 
                                1,748.0 | 
                             
                            
                                | S1 | 
                                1,740.7 | 
                                1,746.4 | 
                             
             
         |