| Trading Metrics calculated at close of trading on 06-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Sep-2012 | 06-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,697.6 | 1,695.7 | -1.9 | -0.1% | 1,673.2 |  
                        | High | 1,698.4 | 1,716.9 | 18.5 | 1.1% | 1,695.5 |  
                        | Low | 1,689.6 | 1,693.7 | 4.1 | 0.2% | 1,647.1 |  
                        | Close | 1,694.0 | 1,705.6 | 11.6 | 0.7% | 1,687.6 |  
                        | Range | 8.8 | 23.2 | 14.4 | 163.6% | 48.4 |  
                        | ATR | 19.7 | 20.0 | 0.2 | 1.3% | 0.0 |  
                        | Volume | 101,574 | 176,797 | 75,223 | 74.1% | 536,936 |  | 
    
| 
        
            | Daily Pivots for day following 06-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,775.0 | 1,763.5 | 1,718.4 |  |  
                | R3 | 1,751.8 | 1,740.3 | 1,712.0 |  |  
                | R2 | 1,728.6 | 1,728.6 | 1,709.9 |  |  
                | R1 | 1,717.1 | 1,717.1 | 1,707.7 | 1,722.9 |  
                | PP | 1,705.4 | 1,705.4 | 1,705.4 | 1,708.3 |  
                | S1 | 1,693.9 | 1,693.9 | 1,703.5 | 1,699.7 |  
                | S2 | 1,682.2 | 1,682.2 | 1,701.3 |  |  
                | S3 | 1,659.0 | 1,670.7 | 1,699.2 |  |  
                | S4 | 1,635.8 | 1,647.5 | 1,692.8 |  |  | 
        
            | 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 | 1,716.9 | 1,647.1 | 69.8 | 4.1% | 21.8 | 1.3% | 84% | True | False | 145,082 |  
                | 10 | 1,716.9 | 1,647.1 | 69.8 | 4.1% | 19.1 | 1.1% | 84% | True | False | 123,349 |  
                | 20 | 1,716.9 | 1,592.1 | 124.8 | 7.3% | 18.5 | 1.1% | 91% | True | False | 109,094 |  
                | 40 | 1,716.9 | 1,559.5 | 157.4 | 9.2% | 19.3 | 1.1% | 93% | True | False | 83,885 |  
                | 60 | 1,716.9 | 1,552.0 | 164.9 | 9.7% | 21.0 | 1.2% | 93% | True | False | 58,111 |  
                | 80 | 1,716.9 | 1,535.4 | 181.5 | 10.6% | 23.4 | 1.4% | 94% | True | False | 45,151 |  
                | 100 | 1,716.9 | 1,535.4 | 181.5 | 10.6% | 22.5 | 1.3% | 94% | True | False | 36,757 |  
                | 120 | 1,716.9 | 1,535.4 | 181.5 | 10.6% | 22.3 | 1.3% | 94% | True | False | 31,058 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,815.5 |  
            | 2.618 | 1,777.6 |  
            | 1.618 | 1,754.4 |  
            | 1.000 | 1,740.1 |  
            | 0.618 | 1,731.2 |  
            | HIGH | 1,716.9 |  
            | 0.618 | 1,708.0 |  
            | 0.500 | 1,705.3 |  
            | 0.382 | 1,702.6 |  
            | LOW | 1,693.7 |  
            | 0.618 | 1,679.4 |  
            | 1.000 | 1,670.5 |  
            | 1.618 | 1,656.2 |  
            | 2.618 | 1,633.0 |  
            | 4.250 | 1,595.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,705.5 | 1,704.5 |  
                                | PP | 1,705.4 | 1,703.4 |  
                                | S1 | 1,705.3 | 1,702.3 |  |