| Trading Metrics calculated at close of trading on 16-Aug-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Aug-2012 | 16-Aug-2012 | Change | Change % | Previous Week |  
                        | Open | 1,601.2 | 1,605.8 | 4.6 | 0.3% | 1,607.7 |  
                        | High | 1,608.8 | 1,622.0 | 13.2 | 0.8% | 1,629.7 |  
                        | Low | 1,592.1 | 1,603.0 | 10.9 | 0.7% | 1,605.3 |  
                        | Close | 1,606.6 | 1,619.2 | 12.6 | 0.8% | 1,622.8 |  
                        | Range | 16.7 | 19.0 | 2.3 | 13.8% | 24.4 |  
                        | ATR | 20.5 | 20.4 | -0.1 | -0.5% | 0.0 |  
                        | Volume | 91,311 | 102,052 | 10,741 | 11.8% | 398,477 |  | 
    
| 
        
            | Daily Pivots for day following 16-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,671.7 | 1,664.5 | 1,629.7 |  |  
                | R3 | 1,652.7 | 1,645.5 | 1,624.4 |  |  
                | R2 | 1,633.7 | 1,633.7 | 1,622.7 |  |  
                | R1 | 1,626.5 | 1,626.5 | 1,620.9 | 1,630.1 |  
                | PP | 1,614.7 | 1,614.7 | 1,614.7 | 1,616.6 |  
                | S1 | 1,607.5 | 1,607.5 | 1,617.5 | 1,611.1 |  
                | S2 | 1,595.7 | 1,595.7 | 1,615.7 |  |  
                | S3 | 1,576.7 | 1,588.5 | 1,614.0 |  |  
                | S4 | 1,557.7 | 1,569.5 | 1,608.8 |  |  | 
        
            | 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 | 1,592.1 | 37.6 | 2.3% | 20.5 | 1.3% | 72% | False | False | 99,828 |  
                | 10 | 1,629.7 | 1,588.5 | 41.2 | 2.5% | 17.0 | 1.0% | 75% | False | False | 90,897 |  
                | 20 | 1,633.3 | 1,566.8 | 66.5 | 4.1% | 19.0 | 1.2% | 79% | False | False | 82,132 |  
                | 40 | 1,633.3 | 1,552.0 | 81.3 | 5.0% | 22.0 | 1.4% | 83% | False | False | 46,179 |  
                | 60 | 1,646.4 | 1,537.3 | 109.1 | 6.7% | 24.3 | 1.5% | 75% | False | False | 32,697 |  
                | 80 | 1,678.6 | 1,535.4 | 143.2 | 8.8% | 23.7 | 1.5% | 59% | False | False | 25,546 |  
                | 100 | 1,704.5 | 1,535.4 | 169.1 | 10.4% | 22.9 | 1.4% | 50% | False | False | 20,997 |  
                | 120 | 1,800.9 | 1,535.4 | 265.5 | 16.4% | 24.2 | 1.5% | 32% | False | False | 17,853 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,702.8 |  
            | 2.618 | 1,671.7 |  
            | 1.618 | 1,652.7 |  
            | 1.000 | 1,641.0 |  
            | 0.618 | 1,633.7 |  
            | HIGH | 1,622.0 |  
            | 0.618 | 1,614.7 |  
            | 0.500 | 1,612.5 |  
            | 0.382 | 1,610.3 |  
            | LOW | 1,603.0 |  
            | 0.618 | 1,591.3 |  
            | 1.000 | 1,584.0 |  
            | 1.618 | 1,572.3 |  
            | 2.618 | 1,553.3 |  
            | 4.250 | 1,522.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Aug-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,617.0 | 1,615.2 |  
                                | PP | 1,614.7 | 1,611.1 |  
                                | S1 | 1,612.5 | 1,607.1 |  |