| Trading Metrics calculated at close of trading on 05-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Sep-2012 | 05-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,693.4 | 1,697.6 | 4.2 | 0.2% | 1,673.2 |  
                        | High | 1,701.6 | 1,698.4 | -3.2 | -0.2% | 1,695.5 |  
                        | Low | 1,687.6 | 1,689.6 | 2.0 | 0.1% | 1,647.1 |  
                        | Close | 1,696.0 | 1,694.0 | -2.0 | -0.1% | 1,687.6 |  
                        | Range | 14.0 | 8.8 | -5.2 | -37.1% | 48.4 |  
                        | ATR | 20.6 | 19.7 | -0.8 | -4.1% | 0.0 |  
                        | Volume | 179,166 | 101,574 | -77,592 | -43.3% | 536,936 |  | 
    
| 
        
            | Daily Pivots for day following 05-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,720.4 | 1,716.0 | 1,698.8 |  |  
                | R3 | 1,711.6 | 1,707.2 | 1,696.4 |  |  
                | R2 | 1,702.8 | 1,702.8 | 1,695.6 |  |  
                | R1 | 1,698.4 | 1,698.4 | 1,694.8 | 1,696.2 |  
                | PP | 1,694.0 | 1,694.0 | 1,694.0 | 1,692.9 |  
                | S1 | 1,689.6 | 1,689.6 | 1,693.2 | 1,687.4 |  
                | S2 | 1,685.2 | 1,685.2 | 1,692.4 |  |  
                | S3 | 1,676.4 | 1,680.8 | 1,691.6 |  |  
                | S4 | 1,667.6 | 1,672.0 | 1,689.2 |  |  | 
        
            | 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% | 20.7 | 1.2% | 86% | False | False | 128,952 |  
                | 10 | 1,701.6 | 1,636.3 | 65.3 | 3.9% | 18.9 | 1.1% | 88% | False | False | 118,243 |  
                | 20 | 1,701.6 | 1,592.1 | 109.5 | 6.5% | 18.0 | 1.1% | 93% | False | False | 104,306 |  
                | 40 | 1,701.6 | 1,559.5 | 142.1 | 8.4% | 19.1 | 1.1% | 95% | False | False | 79,863 |  
                | 60 | 1,701.6 | 1,552.0 | 149.6 | 8.8% | 21.1 | 1.2% | 95% | False | False | 55,178 |  
                | 80 | 1,701.6 | 1,535.4 | 166.2 | 9.8% | 23.5 | 1.4% | 95% | False | False | 43,010 |  
                | 100 | 1,701.6 | 1,535.4 | 166.2 | 9.8% | 22.4 | 1.3% | 95% | False | False | 35,011 |  
                | 120 | 1,704.5 | 1,535.4 | 169.1 | 10.0% | 22.3 | 1.3% | 94% | False | False | 29,604 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,735.8 |  
            | 2.618 | 1,721.4 |  
            | 1.618 | 1,712.6 |  
            | 1.000 | 1,707.2 |  
            | 0.618 | 1,703.8 |  
            | HIGH | 1,698.4 |  
            | 0.618 | 1,695.0 |  
            | 0.500 | 1,694.0 |  
            | 0.382 | 1,693.0 |  
            | LOW | 1,689.6 |  
            | 0.618 | 1,684.2 |  
            | 1.000 | 1,680.8 |  
            | 1.618 | 1,675.4 |  
            | 2.618 | 1,666.6 |  
            | 4.250 | 1,652.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,694.0 | 1,687.5 |  
                                | PP | 1,694.0 | 1,680.9 |  
                                | S1 | 1,694.0 | 1,674.4 |  |