| Trading Metrics calculated at close of trading on 04-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Aug-2012 | 04-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,657.8 | 1,693.4 | 35.6 | 2.1% | 1,673.2 |  
                        | High | 1,695.5 | 1,701.6 | 6.1 | 0.4% | 1,695.5 |  
                        | Low | 1,647.1 | 1,687.6 | 40.5 | 2.5% | 1,647.1 |  
                        | Close | 1,687.6 | 1,696.0 | 8.4 | 0.5% | 1,687.6 |  
                        | Range | 48.4 | 14.0 | -34.4 | -71.1% | 48.4 |  
                        | ATR | 21.1 | 20.6 | -0.5 | -2.4% | 0.0 |  
                        | Volume | 195,805 | 179,166 | -16,639 | -8.5% | 536,936 |  | 
    
| 
        
            | Daily Pivots for day following 04-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,737.1 | 1,730.5 | 1,703.7 |  |  
                | R3 | 1,723.1 | 1,716.5 | 1,699.9 |  |  
                | R2 | 1,709.1 | 1,709.1 | 1,698.6 |  |  
                | R1 | 1,702.5 | 1,702.5 | 1,697.3 | 1,705.8 |  
                | PP | 1,695.1 | 1,695.1 | 1,695.1 | 1,696.7 |  
                | S1 | 1,688.5 | 1,688.5 | 1,694.7 | 1,691.8 |  
                | S2 | 1,681.1 | 1,681.1 | 1,693.4 |  |  
                | S3 | 1,667.1 | 1,674.5 | 1,692.2 |  |  
                | S4 | 1,653.1 | 1,660.5 | 1,688.3 |  |  | 
        
            | Weekly Pivots for week ending 31-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,821.9 | 1,803.2 | 1,714.2 |  |  
                | R3 | 1,773.5 | 1,754.8 | 1,700.9 |  |  
                | R2 | 1,725.1 | 1,725.1 | 1,696.5 |  |  
                | R1 | 1,706.4 | 1,706.4 | 1,692.0 | 1,715.8 |  
                | PP | 1,676.7 | 1,676.7 | 1,676.7 | 1,681.4 |  
                | S1 | 1,658.0 | 1,658.0 | 1,683.2 | 1,667.4 |  
                | S2 | 1,628.3 | 1,628.3 | 1,678.7 |  |  
                | S3 | 1,579.9 | 1,609.6 | 1,674.3 |  |  
                | S4 | 1,531.5 | 1,561.2 | 1,661.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,701.6 | 1,647.1 | 54.5 | 3.2% | 22.1 | 1.3% | 90% | True | False | 128,399 |  
                | 10 | 1,701.6 | 1,620.8 | 80.8 | 4.8% | 20.3 | 1.2% | 93% | True | False | 120,030 |  
                | 20 | 1,701.6 | 1,592.1 | 109.5 | 6.5% | 18.1 | 1.1% | 95% | True | False | 102,970 |  
                | 40 | 1,701.6 | 1,559.5 | 142.1 | 8.4% | 19.8 | 1.2% | 96% | True | False | 77,723 |  
                | 60 | 1,701.6 | 1,552.0 | 149.6 | 8.8% | 21.4 | 1.3% | 96% | True | False | 53,539 |  
                | 80 | 1,701.6 | 1,535.4 | 166.2 | 9.8% | 23.6 | 1.4% | 97% | True | False | 41,784 |  
                | 100 | 1,701.6 | 1,535.4 | 166.2 | 9.8% | 22.6 | 1.3% | 97% | True | False | 34,023 |  
                | 120 | 1,704.5 | 1,535.4 | 169.1 | 10.0% | 22.5 | 1.3% | 95% | False | False | 28,785 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,761.1 |  
            | 2.618 | 1,738.3 |  
            | 1.618 | 1,724.3 |  
            | 1.000 | 1,715.6 |  
            | 0.618 | 1,710.3 |  
            | HIGH | 1,701.6 |  
            | 0.618 | 1,696.3 |  
            | 0.500 | 1,694.6 |  
            | 0.382 | 1,692.9 |  
            | LOW | 1,687.6 |  
            | 0.618 | 1,678.9 |  
            | 1.000 | 1,673.6 |  
            | 1.618 | 1,664.9 |  
            | 2.618 | 1,650.9 |  
            | 4.250 | 1,628.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,695.5 | 1,688.8 |  
                                | PP | 1,695.1 | 1,681.6 |  
                                | S1 | 1,694.6 | 1,674.4 |  |