| Trading Metrics calculated at close of trading on 18-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Oct-2012 | 
                    18-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,749.4 | 
                        1,749.1 | 
                        -0.3 | 
                        0.0% | 
                        1,778.0 | 
                     
                    
                        | High | 
                        1,751.5 | 
                        1,749.1 | 
                        -2.4 | 
                        -0.1% | 
                        1,778.0 | 
                     
                    
                        | Low | 
                        1,746.0 | 
                        1,740.5 | 
                        -5.5 | 
                        -0.3% | 
                        1,753.6 | 
                     
                    
                        | Close | 
                        1,751.5 | 
                        1,743.3 | 
                        -8.2 | 
                        -0.5% | 
                        1,758.0 | 
                     
                    
                        | Range | 
                        5.5 | 
                        8.6 | 
                        3.1 | 
                        56.4% | 
                        24.4 | 
                     
                    
                        | ATR | 
                        16.9 | 
                        16.5 | 
                        -0.4 | 
                        -2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        36 | 
                        27 | 
                        -9 | 
                        -25.0% | 
                        200 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,770.1 | 
                1,765.3 | 
                1,748.0 | 
                 | 
             
            
                | R3 | 
                1,761.5 | 
                1,756.7 | 
                1,745.7 | 
                 | 
             
            
                | R2 | 
                1,752.9 | 
                1,752.9 | 
                1,744.9 | 
                 | 
             
            
                | R1 | 
                1,748.1 | 
                1,748.1 | 
                1,744.1 | 
                1,746.2 | 
             
            
                | PP | 
                1,744.3 | 
                1,744.3 | 
                1,744.3 | 
                1,743.4 | 
             
            
                | S1 | 
                1,739.5 | 
                1,739.5 | 
                1,742.5 | 
                1,737.6 | 
             
            
                | S2 | 
                1,735.7 | 
                1,735.7 | 
                1,741.7 | 
                 | 
             
            
                | S3 | 
                1,727.1 | 
                1,730.9 | 
                1,740.9 | 
                 | 
             
            
                | S4 | 
                1,718.5 | 
                1,722.3 | 
                1,738.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,769.5 | 
                1,729.9 | 
                39.6 | 
                2.3% | 
                11.6 | 
                0.7% | 
                34% | 
                False | 
                False | 
                54 | 
                 
                
                | 10 | 
                1,792.2 | 
                1,729.9 | 
                62.3 | 
                3.6% | 
                11.5 | 
                0.7% | 
                22% | 
                False | 
                False | 
                64 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,729.9 | 
                64.9 | 
                3.7% | 
                14.8 | 
                0.8% | 
                21% | 
                False | 
                False | 
                3,055 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,644.8 | 
                150.0 | 
                8.6% | 
                18.9 | 
                1.1% | 
                66% | 
                False | 
                False | 
                4,931 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,584.2 | 
                210.6 | 
                12.1% | 
                18.6 | 
                1.1% | 
                76% | 
                False | 
                False | 
                5,151 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                14.0% | 
                20.0 | 
                1.1% | 
                79% | 
                False | 
                False | 
                4,717 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,534.5 | 
                260.3 | 
                14.9% | 
                21.3 | 
                1.2% | 
                80% | 
                False | 
                False | 
                4,146 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                14.9% | 
                21.4 | 
                1.2% | 
                80% | 
                False | 
                False | 
                3,722 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,785.7 | 
         
        
            | 
2.618             | 
            1,771.6 | 
         
        
            | 
1.618             | 
            1,763.0 | 
         
        
            | 
1.000             | 
            1,757.7 | 
         
        
            | 
0.618             | 
            1,754.4 | 
         
        
            | 
HIGH             | 
            1,749.1 | 
         
        
            | 
0.618             | 
            1,745.8 | 
         
        
            | 
0.500             | 
            1,744.8 | 
         
        
            | 
0.382             | 
            1,743.8 | 
         
        
            | 
LOW             | 
            1,740.5 | 
         
        
            | 
0.618             | 
            1,735.2 | 
         
        
            | 
1.000             | 
            1,731.9 | 
         
        
            | 
1.618             | 
            1,726.6 | 
         
        
            | 
2.618             | 
            1,718.0 | 
         
        
            | 
4.250             | 
            1,704.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,744.8 | 
                                1,744.1 | 
                             
                            
                                | PP | 
                                1,744.3 | 
                                1,743.8 | 
                             
                            
                                | S1 | 
                                1,743.8 | 
                                1,743.6 | 
                             
             
         |