| Trading Metrics calculated at close of trading on 13-Aug-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Aug-2012 | 13-Aug-2012 | Change | Change % | Previous Week |  
                        | Open | 1,620.2 | 1,622.9 | 2.7 | 0.2% | 1,607.7 |  
                        | High | 1,629.7 | 1,628.2 | -1.5 | -0.1% | 1,629.7 |  
                        | Low | 1,606.6 | 1,609.7 | 3.1 | 0.2% | 1,605.3 |  
                        | Close | 1,622.8 | 1,612.6 | -10.2 | -0.6% | 1,622.8 |  
                        | Range | 23.1 | 18.5 | -4.6 | -19.9% | 24.4 |  
                        | ATR | 20.5 | 20.4 | -0.1 | -0.7% | 0.0 |  
                        | Volume | 104,567 | 90,911 | -13,656 | -13.1% | 398,477 |  | 
    
| 
        
            | Daily Pivots for day following 13-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,672.3 | 1,661.0 | 1,622.8 |  |  
                | R3 | 1,653.8 | 1,642.5 | 1,617.7 |  |  
                | R2 | 1,635.3 | 1,635.3 | 1,616.0 |  |  
                | R1 | 1,624.0 | 1,624.0 | 1,614.3 | 1,620.4 |  
                | PP | 1,616.8 | 1,616.8 | 1,616.8 | 1,615.1 |  
                | S1 | 1,605.5 | 1,605.5 | 1,610.9 | 1,601.9 |  
                | S2 | 1,598.3 | 1,598.3 | 1,609.2 |  |  
                | S3 | 1,579.8 | 1,587.0 | 1,607.5 |  |  
                | S4 | 1,561.3 | 1,568.5 | 1,602.4 |  |  | 
        
            | Weekly Pivots for week ending 10-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,692.5 | 1,682.0 | 1,636.2 |  |  
                | R3 | 1,668.1 | 1,657.6 | 1,629.5 |  |  
                | R2 | 1,643.7 | 1,643.7 | 1,627.3 |  |  
                | R1 | 1,633.2 | 1,633.2 | 1,625.0 | 1,638.5 |  
                | PP | 1,619.3 | 1,619.3 | 1,619.3 | 1,621.9 |  
                | S1 | 1,608.8 | 1,608.8 | 1,620.6 | 1,614.1 |  
                | S2 | 1,594.9 | 1,594.9 | 1,618.3 |  |  
                | S3 | 1,570.5 | 1,584.4 | 1,616.1 |  |  
                | S4 | 1,546.1 | 1,560.0 | 1,609.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,629.7 | 1,605.9 | 23.8 | 1.5% | 14.9 | 0.9% | 28% | False | False | 83,339 |  
                | 10 | 1,631.6 | 1,586.3 | 45.3 | 2.8% | 18.6 | 1.2% | 58% | False | False | 101,467 |  
                | 20 | 1,633.3 | 1,566.8 | 66.5 | 4.1% | 19.1 | 1.2% | 69% | False | False | 68,664 |  
                | 40 | 1,637.6 | 1,552.0 | 85.6 | 5.3% | 22.3 | 1.4% | 71% | False | False | 38,810 |  
                | 60 | 1,646.4 | 1,537.3 | 109.1 | 6.8% | 24.5 | 1.5% | 69% | False | False | 27,839 |  
                | 80 | 1,678.6 | 1,535.4 | 143.2 | 8.9% | 23.4 | 1.5% | 54% | False | False | 21,847 |  
                | 100 | 1,704.5 | 1,535.4 | 169.1 | 10.5% | 23.1 | 1.4% | 46% | False | False | 18,017 |  
                | 120 | 1,800.9 | 1,535.4 | 265.5 | 16.5% | 24.0 | 1.5% | 29% | False | False | 15,367 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,706.8 |  
            | 2.618 | 1,676.6 |  
            | 1.618 | 1,658.1 |  
            | 1.000 | 1,646.7 |  
            | 0.618 | 1,639.6 |  
            | HIGH | 1,628.2 |  
            | 0.618 | 1,621.1 |  
            | 0.500 | 1,619.0 |  
            | 0.382 | 1,616.8 |  
            | LOW | 1,609.7 |  
            | 0.618 | 1,598.3 |  
            | 1.000 | 1,591.2 |  
            | 1.618 | 1,579.8 |  
            | 2.618 | 1,561.3 |  
            | 4.250 | 1,531.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Aug-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,619.0 | 1,618.2 |  
                                | PP | 1,616.8 | 1,616.3 |  
                                | S1 | 1,614.7 | 1,614.5 |  |