| Trading Metrics calculated at close of trading on 26-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Oct-2012 | 
                    26-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,711.7 | 
                        1,706.1 | 
                        -5.6 | 
                        -0.3% | 
                        1,715.0 | 
                     
                    
                        | High | 
                        1,716.7 | 
                        1,716.2 | 
                        -0.5 | 
                        0.0% | 
                        1,728.5 | 
                     
                    
                        | Low | 
                        1,711.7 | 
                        1,706.1 | 
                        -5.6 | 
                        -0.3% | 
                        1,698.6 | 
                     
                    
                        | Close | 
                        1,712.0 | 
                        1,710.9 | 
                        -1.1 | 
                        -0.1% | 
                        1,710.9 | 
                     
                    
                        | Range | 
                        5.0 | 
                        10.1 | 
                        5.1 | 
                        102.0% | 
                        29.9 | 
                     
                    
                        | ATR | 
                        16.4 | 
                        16.0 | 
                        -0.5 | 
                        -2.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        33 | 
                        77 | 
                        44 | 
                        133.3% | 
                        224 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,741.4 | 
                1,736.2 | 
                1,716.5 | 
                 | 
             
            
                | R3 | 
                1,731.3 | 
                1,726.1 | 
                1,713.7 | 
                 | 
             
            
                | R2 | 
                1,721.2 | 
                1,721.2 | 
                1,712.8 | 
                 | 
             
            
                | R1 | 
                1,716.0 | 
                1,716.0 | 
                1,711.8 | 
                1,718.6 | 
             
            
                | PP | 
                1,711.1 | 
                1,711.1 | 
                1,711.1 | 
                1,712.4 | 
             
            
                | S1 | 
                1,705.9 | 
                1,705.9 | 
                1,710.0 | 
                1,708.5 | 
             
            
                | S2 | 
                1,701.0 | 
                1,701.0 | 
                1,709.0 | 
                 | 
             
            
                | S3 | 
                1,690.9 | 
                1,695.8 | 
                1,708.1 | 
                 | 
             
            
                | S4 | 
                1,680.8 | 
                1,685.7 | 
                1,705.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,802.4 | 
                1,786.5 | 
                1,727.3 | 
                 | 
             
            
                | R3 | 
                1,772.5 | 
                1,756.6 | 
                1,719.1 | 
                 | 
             
            
                | R2 | 
                1,742.6 | 
                1,742.6 | 
                1,716.4 | 
                 | 
             
            
                | R1 | 
                1,726.7 | 
                1,726.7 | 
                1,713.6 | 
                1,719.7 | 
             
            
                | PP | 
                1,712.7 | 
                1,712.7 | 
                1,712.7 | 
                1,709.2 | 
             
            
                | S1 | 
                1,696.8 | 
                1,696.8 | 
                1,708.2 | 
                1,689.8 | 
             
            
                | S2 | 
                1,682.8 | 
                1,682.8 | 
                1,705.4 | 
                 | 
             
            
                | S3 | 
                1,652.9 | 
                1,666.9 | 
                1,702.7 | 
                 | 
             
            
                | S4 | 
                1,623.0 | 
                1,637.0 | 
                1,694.5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,728.5 | 
                1,698.6 | 
                29.9 | 
                1.7% | 
                11.7 | 
                0.7% | 
                41% | 
                False | 
                False | 
                44 | 
                 
                
                | 10 | 
                1,751.5 | 
                1,698.6 | 
                52.9 | 
                3.1% | 
                12.1 | 
                0.7% | 
                23% | 
                False | 
                False | 
                48 | 
                 
                
                | 20 | 
                1,794.8 | 
                1,698.6 | 
                96.2 | 
                5.6% | 
                12.4 | 
                0.7% | 
                13% | 
                False | 
                False | 
                109 | 
                 
                
                | 40 | 
                1,794.8 | 
                1,644.8 | 
                150.0 | 
                8.8% | 
                18.5 | 
                1.1% | 
                44% | 
                False | 
                False | 
                4,228 | 
                 
                
                | 60 | 
                1,794.8 | 
                1,586.8 | 
                208.0 | 
                12.2% | 
                17.8 | 
                1.0% | 
                60% | 
                False | 
                False | 
                4,267 | 
                 
                
                | 80 | 
                1,794.8 | 
                1,557.0 | 
                237.8 | 
                13.9% | 
                18.8 | 
                1.1% | 
                65% | 
                False | 
                False | 
                4,560 | 
                 
                
                | 100 | 
                1,794.8 | 
                1,550.0 | 
                244.8 | 
                14.3% | 
                20.2 | 
                1.2% | 
                66% | 
                False | 
                False | 
                3,975 | 
                 
                
                | 120 | 
                1,794.8 | 
                1,534.3 | 
                260.5 | 
                15.2% | 
                21.2 | 
                1.2% | 
                68% | 
                False | 
                False | 
                3,660 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,759.1 | 
         
        
            | 
2.618             | 
            1,742.6 | 
         
        
            | 
1.618             | 
            1,732.5 | 
         
        
            | 
1.000             | 
            1,726.3 | 
         
        
            | 
0.618             | 
            1,722.4 | 
         
        
            | 
HIGH             | 
            1,716.2 | 
         
        
            | 
0.618             | 
            1,712.3 | 
         
        
            | 
0.500             | 
            1,711.2 | 
         
        
            | 
0.382             | 
            1,710.0 | 
         
        
            | 
LOW             | 
            1,706.1 | 
         
        
            | 
0.618             | 
            1,699.9 | 
         
        
            | 
1.000             | 
            1,696.0 | 
         
        
            | 
1.618             | 
            1,689.8 | 
         
        
            | 
2.618             | 
            1,679.7 | 
         
        
            | 
4.250             | 
            1,663.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,711.2 | 
                                1,709.8 | 
                             
                            
                                | PP | 
                                1,711.1 | 
                                1,708.7 | 
                             
                            
                                | S1 | 
                                1,711.0 | 
                                1,707.7 | 
                             
             
         |