| Trading Metrics calculated at close of trading on 27-Aug-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Aug-2012 | 27-Aug-2012 | Change | Change % | Previous Week |  
                        | Open | 1,672.6 | 1,673.2 | 0.6 | 0.0% | 1,618.5 |  
                        | High | 1,676.3 | 1,679.3 | 3.0 | 0.2% | 1,677.5 |  
                        | Low | 1,665.1 | 1,665.5 | 0.4 | 0.0% | 1,611.8 |  
                        | Close | 1,672.9 | 1,675.6 | 2.7 | 0.2% | 1,672.9 |  
                        | Range | 11.2 | 13.8 | 2.6 | 23.2% | 65.7 |  
                        | ATR | 20.1 | 19.7 | -0.5 | -2.2% | 0.0 |  
                        | Volume | 94,598 | 74,105 | -20,493 | -21.7% | 550,838 |  | 
    
| 
        
            | Daily Pivots for day following 27-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,714.9 | 1,709.0 | 1,683.2 |  |  
                | R3 | 1,701.1 | 1,695.2 | 1,679.4 |  |  
                | R2 | 1,687.3 | 1,687.3 | 1,678.1 |  |  
                | R1 | 1,681.4 | 1,681.4 | 1,676.9 | 1,684.4 |  
                | PP | 1,673.5 | 1,673.5 | 1,673.5 | 1,674.9 |  
                | S1 | 1,667.6 | 1,667.6 | 1,674.3 | 1,670.6 |  
                | S2 | 1,659.7 | 1,659.7 | 1,673.1 |  |  
                | S3 | 1,645.9 | 1,653.8 | 1,671.8 |  |  
                | S4 | 1,632.1 | 1,640.0 | 1,668.0 |  |  | 
        
            | Weekly Pivots for week ending 24-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,851.2 | 1,827.7 | 1,709.0 |  |  
                | R3 | 1,785.5 | 1,762.0 | 1,691.0 |  |  
                | R2 | 1,719.8 | 1,719.8 | 1,684.9 |  |  
                | R1 | 1,696.3 | 1,696.3 | 1,678.9 | 1,708.1 |  
                | PP | 1,654.1 | 1,654.1 | 1,654.1 | 1,659.9 |  
                | S1 | 1,630.6 | 1,630.6 | 1,666.9 | 1,642.4 |  
                | S2 | 1,588.4 | 1,588.4 | 1,660.9 |  |  
                | S3 | 1,522.7 | 1,564.9 | 1,654.8 |  |  
                | S4 | 1,457.0 | 1,499.2 | 1,636.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,679.3 | 1,620.8 | 58.5 | 3.5% | 18.5 | 1.1% | 94% | True | False | 111,661 |  
                | 10 | 1,679.3 | 1,592.1 | 87.2 | 5.2% | 17.6 | 1.1% | 96% | True | False | 100,072 |  
                | 20 | 1,679.3 | 1,586.3 | 93.0 | 5.6% | 18.1 | 1.1% | 96% | True | False | 100,769 |  
                | 40 | 1,679.3 | 1,559.5 | 119.8 | 7.1% | 20.0 | 1.2% | 97% | True | False | 62,862 |  
                | 60 | 1,679.3 | 1,552.0 | 127.3 | 7.6% | 21.9 | 1.3% | 97% | True | False | 43,114 |  
                | 80 | 1,679.3 | 1,535.4 | 143.9 | 8.6% | 23.6 | 1.4% | 97% | True | False | 34,011 |  
                | 100 | 1,687.4 | 1,535.4 | 152.0 | 9.1% | 22.4 | 1.3% | 92% | False | False | 27,778 |  
                | 120 | 1,725.2 | 1,535.4 | 189.8 | 11.3% | 22.9 | 1.4% | 74% | False | False | 23,531 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,738.0 |  
            | 2.618 | 1,715.4 |  
            | 1.618 | 1,701.6 |  
            | 1.000 | 1,693.1 |  
            | 0.618 | 1,687.8 |  
            | HIGH | 1,679.3 |  
            | 0.618 | 1,674.0 |  
            | 0.500 | 1,672.4 |  
            | 0.382 | 1,670.8 |  
            | LOW | 1,665.5 |  
            | 0.618 | 1,657.0 |  
            | 1.000 | 1,651.7 |  
            | 1.618 | 1,643.2 |  
            | 2.618 | 1,629.4 |  
            | 4.250 | 1,606.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Aug-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,674.5 | 1,672.7 |  
                                | PP | 1,673.5 | 1,669.8 |  
                                | S1 | 1,672.4 | 1,666.9 |  |