| Trading Metrics calculated at close of trading on 19-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Oct-2012 | 
                    19-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,749.1 | 
                        1,741.1 | 
                        -8.0 | 
                        -0.5% | 
                        1,750.0 | 
                     
                    
                        | High | 
                        1,749.1 | 
                        1,741.1 | 
                        -8.0 | 
                        -0.5% | 
                        1,751.5 | 
                     
                    
                        | Low | 
                        1,740.5 | 
                        1,721.0 | 
                        -19.5 | 
                        -1.1% | 
                        1,721.0 | 
                     
                    
                        | Close | 
                        1,743.3 | 
                        1,722.8 | 
                        -20.5 | 
                        -1.2% | 
                        1,722.8 | 
                     
                    
                        | Range | 
                        8.6 | 
                        20.1 | 
                        11.5 | 
                        133.7% | 
                        30.5 | 
                     
                    
                        | ATR | 
                        16.5 | 
                        16.9 | 
                        0.4 | 
                        2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        27 | 
                        70 | 
                        43 | 
                        159.3% | 
                        256 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,788.6 | 
                1,775.8 | 
                1,733.9 | 
                 | 
             
            
                | R3 | 
                1,768.5 | 
                1,755.7 | 
                1,728.3 | 
                 | 
             
            
                | R2 | 
                1,748.4 | 
                1,748.4 | 
                1,726.5 | 
                 | 
             
            
                | R1 | 
                1,735.6 | 
                1,735.6 | 
                1,724.6 | 
                1,732.0 | 
             
            
                | PP | 
                1,728.3 | 
                1,728.3 | 
                1,728.3 | 
                1,726.5 | 
             
            
                | S1 | 
                1,715.5 | 
                1,715.5 | 
                1,721.0 | 
                1,711.9 | 
             
            
                | S2 | 
                1,708.2 | 
                1,708.2 | 
                1,719.1 | 
                 | 
             
            
                | S3 | 
                1,688.1 | 
                1,695.4 | 
                1,717.3 | 
                 | 
             
            
                | S4 | 
                1,668.0 | 
                1,675.3 | 
                1,711.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,823.3 | 
                1,803.5 | 
                1,739.6 | 
                 | 
             
            
                | R3 | 
                1,792.8 | 
                1,773.0 | 
                1,731.2 | 
                 | 
             
            
                | R2 | 
                1,762.3 | 
                1,762.3 | 
                1,728.4 | 
                 | 
             
            
                | R1 | 
                1,742.5 | 
                1,742.5 | 
                1,725.6 | 
                1,737.2 | 
             
            
                | PP | 
                1,731.8 | 
                1,731.8 | 
                1,731.8 | 
                1,729.1 | 
             
            
                | S1 | 
                1,712.0 | 
                1,712.0 | 
                1,720.0 | 
                1,706.7 | 
             
            
                | S2 | 
                1,701.3 | 
                1,701.3 | 
                1,717.2 | 
                 | 
             
            
                | S3 | 
                1,670.8 | 
                1,681.5 | 
                1,714.4 | 
                 | 
             
            
                | S4 | 
                1,640.3 | 
                1,651.0 | 
                1,706.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,751.5 | 
                1,721.0 | 
                30.5 | 
                1.8% | 
                12.5 | 
                0.7% | 
                6% | 
                False | 
                True | 
                51 | 
                 
                
                | 10 | 
                1,778.0 | 
                1,721.0 | 
                57.0 | 
                3.3% | 
                11.9 | 
                0.7% | 
                3% | 
                False | 
                True | 
                45 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,721.0 | 
                73.8 | 
                4.3% | 
                14.8 | 
                0.9% | 
                2% | 
                False | 
                True | 
                2,690 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,644.8 | 
                150.0 | 
                8.7% | 
                18.8 | 
                1.1% | 
                52% | 
                False | 
                False | 
                4,828 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,584.2 | 
                210.6 | 
                12.2% | 
                18.6 | 
                1.1% | 
                66% | 
                False | 
                False | 
                4,985 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                14.2% | 
                20.0 | 
                1.2% | 
                71% | 
                False | 
                False | 
                4,711 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,548.3 | 
                246.5 | 
                14.3% | 
                21.1 | 
                1.2% | 
                71% | 
                False | 
                False | 
                4,115 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                15.1% | 
                21.5 | 
                1.2% | 
                72% | 
                False | 
                False | 
                3,707 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,826.5 | 
         
        
            | 
2.618             | 
            1,793.7 | 
         
        
            | 
1.618             | 
            1,773.6 | 
         
        
            | 
1.000             | 
            1,761.2 | 
         
        
            | 
0.618             | 
            1,753.5 | 
         
        
            | 
HIGH             | 
            1,741.1 | 
         
        
            | 
0.618             | 
            1,733.4 | 
         
        
            | 
0.500             | 
            1,731.1 | 
         
        
            | 
0.382             | 
            1,728.7 | 
         
        
            | 
LOW             | 
            1,721.0 | 
         
        
            | 
0.618             | 
            1,708.6 | 
         
        
            | 
1.000             | 
            1,700.9 | 
         
        
            | 
1.618             | 
            1,688.5 | 
         
        
            | 
2.618             | 
            1,668.4 | 
         
        
            | 
4.250             | 
            1,635.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,731.1 | 
                                1,736.3 | 
                             
                            
                                | PP | 
                                1,728.3 | 
                                1,731.8 | 
                             
                            
                                | S1 | 
                                1,725.6 | 
                                1,727.3 | 
                             
             
         |