| Trading Metrics calculated at close of trading on 01-Aug-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Jul-2012 | 01-Aug-2012 | Change | Change % | Previous Week |  
                        | Open | 1,625.6 | 1,617.5 | -8.1 | -0.5% | 1,587.3 |  
                        | High | 1,631.6 | 1,621.8 | -9.8 | -0.6% | 1,633.3 |  
                        | Low | 1,614.2 | 1,595.0 | -19.2 | -1.2% | 1,566.8 |  
                        | Close | 1,614.6 | 1,607.3 | -7.3 | -0.5% | 1,622.7 |  
                        | Range | 17.4 | 26.8 | 9.4 | 54.0% | 66.5 |  
                        | ATR | 22.6 | 22.9 | 0.3 | 1.3% | 0.0 |  
                        | Volume | 116,135 | 143,714 | 27,579 | 23.7% | 191,041 |  | 
    
| 
        
            | Daily Pivots for day following 01-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,688.4 | 1,674.7 | 1,622.0 |  |  
                | R3 | 1,661.6 | 1,647.9 | 1,614.7 |  |  
                | R2 | 1,634.8 | 1,634.8 | 1,612.2 |  |  
                | R1 | 1,621.1 | 1,621.1 | 1,609.8 | 1,614.6 |  
                | PP | 1,608.0 | 1,608.0 | 1,608.0 | 1,604.8 |  
                | S1 | 1,594.3 | 1,594.3 | 1,604.8 | 1,587.8 |  
                | S2 | 1,581.2 | 1,581.2 | 1,602.4 |  |  
                | S3 | 1,554.4 | 1,567.5 | 1,599.9 |  |  
                | S4 | 1,527.6 | 1,540.7 | 1,592.6 |  |  | 
        
            | Weekly Pivots for week ending 27-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,807.1 | 1,781.4 | 1,659.3 |  |  
                | R3 | 1,740.6 | 1,714.9 | 1,641.0 |  |  
                | R2 | 1,674.1 | 1,674.1 | 1,634.9 |  |  
                | R1 | 1,648.4 | 1,648.4 | 1,628.8 | 1,661.3 |  
                | PP | 1,607.6 | 1,607.6 | 1,607.6 | 1,614.0 |  
                | S1 | 1,581.9 | 1,581.9 | 1,616.6 | 1,594.8 |  
                | S2 | 1,541.1 | 1,541.1 | 1,610.5 |  |  
                | S3 | 1,474.6 | 1,515.4 | 1,604.4 |  |  
                | S4 | 1,408.1 | 1,448.9 | 1,586.1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,633.3 | 1,595.0 | 38.3 | 2.4% | 19.2 | 1.2% | 32% | False | True | 100,204 |  
                | 10 | 1,633.3 | 1,566.8 | 66.5 | 4.1% | 19.6 | 1.2% | 61% | False | False | 59,961 |  
                | 20 | 1,633.3 | 1,559.5 | 73.8 | 4.6% | 21.8 | 1.4% | 65% | False | False | 37,070 |  
                | 40 | 1,646.4 | 1,552.0 | 94.4 | 5.9% | 24.2 | 1.5% | 59% | False | False | 20,608 |  
                | 60 | 1,646.4 | 1,535.4 | 111.0 | 6.9% | 25.7 | 1.6% | 65% | False | False | 15,938 |  
                | 80 | 1,687.4 | 1,535.4 | 152.0 | 9.5% | 23.7 | 1.5% | 47% | False | False | 12,704 |  
                | 100 | 1,720.7 | 1,535.4 | 185.3 | 11.5% | 23.8 | 1.5% | 39% | False | False | 10,643 |  
                | 120 | 1,800.9 | 1,535.4 | 265.5 | 16.5% | 24.3 | 1.5% | 27% | False | False | 9,206 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,735.7 |  
            | 2.618 | 1,692.0 |  
            | 1.618 | 1,665.2 |  
            | 1.000 | 1,648.6 |  
            | 0.618 | 1,638.4 |  
            | HIGH | 1,621.8 |  
            | 0.618 | 1,611.6 |  
            | 0.500 | 1,608.4 |  
            | 0.382 | 1,605.2 |  
            | LOW | 1,595.0 |  
            | 0.618 | 1,578.4 |  
            | 1.000 | 1,568.2 |  
            | 1.618 | 1,551.6 |  
            | 2.618 | 1,524.8 |  
            | 4.250 | 1,481.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Aug-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,608.4 | 1,613.3 |  
                                | PP | 1,608.0 | 1,611.3 |  
                                | S1 | 1,607.7 | 1,609.3 |  |