| Trading Metrics calculated at close of trading on 24-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Oct-2012 | 
                    24-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,726.6 | 
                        1,708.4 | 
                        -18.2 | 
                        -1.1% | 
                        1,750.0 | 
                     
                    
                        | High | 
                        1,728.5 | 
                        1,708.5 | 
                        -20.0 | 
                        -1.2% | 
                        1,751.5 | 
                     
                    
                        | Low | 
                        1,708.3 | 
                        1,698.6 | 
                        -9.7 | 
                        -0.6% | 
                        1,721.0 | 
                     
                    
                        | Close | 
                        1,708.3 | 
                        1,700.5 | 
                        -7.8 | 
                        -0.5% | 
                        1,722.8 | 
                     
                    
                        | Range | 
                        20.2 | 
                        9.9 | 
                        -10.3 | 
                        -51.0% | 
                        30.5 | 
                     
                    
                        | ATR | 
                        16.9 | 
                        16.4 | 
                        -0.5 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        75 | 
                        27 | 
                        -48 | 
                        -64.0% | 
                        256 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,732.2 | 
                1,726.3 | 
                1,705.9 | 
                 | 
             
            
                | R3 | 
                1,722.3 | 
                1,716.4 | 
                1,703.2 | 
                 | 
             
            
                | R2 | 
                1,712.4 | 
                1,712.4 | 
                1,702.3 | 
                 | 
             
            
                | R1 | 
                1,706.5 | 
                1,706.5 | 
                1,701.4 | 
                1,704.5 | 
             
            
                | PP | 
                1,702.5 | 
                1,702.5 | 
                1,702.5 | 
                1,701.6 | 
             
            
                | S1 | 
                1,696.6 | 
                1,696.6 | 
                1,699.6 | 
                1,694.6 | 
             
            
                | S2 | 
                1,692.6 | 
                1,692.6 | 
                1,698.7 | 
                 | 
             
            
                | S3 | 
                1,682.7 | 
                1,686.7 | 
                1,697.8 | 
                 | 
             
            
                | S4 | 
                1,672.8 | 
                1,676.8 | 
                1,695.1 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,749.1 | 
                1,698.6 | 
                50.5 | 
                3.0% | 
                14.4 | 
                0.8% | 
                4% | 
                False | 
                True | 
                42 | 
                 
                
                | 10 | 
                1,771.0 | 
                1,698.6 | 
                72.4 | 
                4.3% | 
                13.1 | 
                0.8% | 
                3% | 
                False | 
                True | 
                48 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,698.6 | 
                96.2 | 
                5.7% | 
                13.8 | 
                0.8% | 
                2% | 
                False | 
                True | 
                594 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,644.8 | 
                150.0 | 
                8.8% | 
                18.9 | 
                1.1% | 
                37% | 
                False | 
                False | 
                4,540 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,584.2 | 
                210.6 | 
                12.4% | 
                18.5 | 
                1.1% | 
                55% | 
                False | 
                False | 
                4,549 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,557.0 | 
                237.8 | 
                14.0% | 
                19.3 | 
                1.1% | 
                60% | 
                False | 
                False | 
                4,609 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                14.4% | 
                20.3 | 
                1.2% | 
                61% | 
                False | 
                False | 
                3,988 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                15.3% | 
                21.5 | 
                1.3% | 
                64% | 
                False | 
                False | 
                3,667 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,750.6 | 
         
        
            | 
2.618             | 
            1,734.4 | 
         
        
            | 
1.618             | 
            1,724.5 | 
         
        
            | 
1.000             | 
            1,718.4 | 
         
        
            | 
0.618             | 
            1,714.6 | 
         
        
            | 
HIGH             | 
            1,708.5 | 
         
        
            | 
0.618             | 
            1,704.7 | 
         
        
            | 
0.500             | 
            1,703.6 | 
         
        
            | 
0.382             | 
            1,702.4 | 
         
        
            | 
LOW             | 
            1,698.6 | 
         
        
            | 
0.618             | 
            1,692.5 | 
         
        
            | 
1.000             | 
            1,688.7 | 
         
        
            | 
1.618             | 
            1,682.6 | 
         
        
            | 
2.618             | 
            1,672.7 | 
         
        
            | 
4.250             | 
            1,656.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,703.6 | 
                                1,713.6 | 
                             
                            
                                | PP | 
                                1,702.5 | 
                                1,709.2 | 
                             
                            
                                | S1 | 
                                1,701.5 | 
                                1,704.9 | 
                             
             
         |