| Trading Metrics calculated at close of trading on 29-Aug-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Aug-2012 | 29-Aug-2012 | Change | Change % | Previous Week |  
                        | Open | 1,666.0 | 1,668.8 | 2.8 | 0.2% | 1,618.5 |  
                        | High | 1,674.9 | 1,672.5 | -2.4 | -0.1% | 1,677.5 |  
                        | Low | 1,659.1 | 1,654.4 | -4.7 | -0.3% | 1,611.8 |  
                        | Close | 1,669.7 | 1,663.0 | -6.7 | -0.4% | 1,672.9 |  
                        | Range | 15.8 | 18.1 | 2.3 | 14.6% | 65.7 |  
                        | ATR | 19.4 | 19.3 | -0.1 | -0.5% | 0.0 |  
                        | Volume | 98,811 | 96,144 | -2,667 | -2.7% | 550,838 |  | 
    
| 
        
            | Daily Pivots for day following 29-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,717.6 | 1,708.4 | 1,673.0 |  |  
                | R3 | 1,699.5 | 1,690.3 | 1,668.0 |  |  
                | R2 | 1,681.4 | 1,681.4 | 1,666.3 |  |  
                | R1 | 1,672.2 | 1,672.2 | 1,664.7 | 1,667.8 |  
                | PP | 1,663.3 | 1,663.3 | 1,663.3 | 1,661.1 |  
                | S1 | 1,654.1 | 1,654.1 | 1,661.3 | 1,649.7 |  
                | S2 | 1,645.2 | 1,645.2 | 1,659.7 |  |  
                | S3 | 1,627.1 | 1,636.0 | 1,658.0 |  |  
                | S4 | 1,609.0 | 1,617.9 | 1,653.0 |  |  | 
        
            | 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 | 1,654.4 | 24.9 | 1.5% | 16.4 | 1.0% | 35% | False | True | 101,616 |  
                | 10 | 1,679.3 | 1,603.0 | 76.3 | 4.6% | 16.8 | 1.0% | 79% | False | False | 99,406 |  
                | 20 | 1,679.3 | 1,586.3 | 93.0 | 5.6% | 17.6 | 1.1% | 82% | False | False | 97,525 |  
                | 40 | 1,679.3 | 1,559.5 | 119.8 | 7.2% | 19.7 | 1.2% | 86% | False | False | 67,297 |  
                | 60 | 1,679.3 | 1,552.0 | 127.3 | 7.7% | 22.0 | 1.3% | 87% | False | False | 46,247 |  
                | 80 | 1,679.3 | 1,535.4 | 143.9 | 8.7% | 23.7 | 1.4% | 89% | False | False | 36,334 |  
                | 100 | 1,687.4 | 1,535.4 | 152.0 | 9.1% | 22.5 | 1.4% | 84% | False | False | 29,668 |  
                | 120 | 1,720.7 | 1,535.4 | 185.3 | 11.1% | 22.7 | 1.4% | 69% | False | False | 25,123 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,749.4 |  
            | 2.618 | 1,719.9 |  
            | 1.618 | 1,701.8 |  
            | 1.000 | 1,690.6 |  
            | 0.618 | 1,683.7 |  
            | HIGH | 1,672.5 |  
            | 0.618 | 1,665.6 |  
            | 0.500 | 1,663.5 |  
            | 0.382 | 1,661.3 |  
            | LOW | 1,654.4 |  
            | 0.618 | 1,643.2 |  
            | 1.000 | 1,636.3 |  
            | 1.618 | 1,625.1 |  
            | 2.618 | 1,607.0 |  
            | 4.250 | 1,577.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Aug-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,663.5 | 1,666.9 |  
                                | PP | 1,663.3 | 1,665.6 |  
                                | S1 | 1,663.2 | 1,664.3 |  |