| Trading Metrics calculated at close of trading on 07-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Sep-2012 | 07-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,695.7 | 1,703.7 | 8.0 | 0.5% | 1,693.4 |  
                        | High | 1,716.9 | 1,745.4 | 28.5 | 1.7% | 1,745.4 |  
                        | Low | 1,693.7 | 1,691.3 | -2.4 | -0.1% | 1,687.6 |  
                        | Close | 1,705.6 | 1,740.5 | 34.9 | 2.0% | 1,740.5 |  
                        | Range | 23.2 | 54.1 | 30.9 | 133.2% | 57.8 |  
                        | ATR | 20.0 | 22.4 | 2.4 | 12.2% | 0.0 |  
                        | Volume | 176,797 | 216,526 | 39,729 | 22.5% | 674,063 |  | 
    
| 
        
            | Daily Pivots for day following 07-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,888.0 | 1,868.4 | 1,770.3 |  |  
                | R3 | 1,833.9 | 1,814.3 | 1,755.4 |  |  
                | R2 | 1,779.8 | 1,779.8 | 1,750.4 |  |  
                | R1 | 1,760.2 | 1,760.2 | 1,745.5 | 1,770.0 |  
                | PP | 1,725.7 | 1,725.7 | 1,725.7 | 1,730.7 |  
                | S1 | 1,706.1 | 1,706.1 | 1,735.5 | 1,715.9 |  
                | S2 | 1,671.6 | 1,671.6 | 1,730.6 |  |  
                | S3 | 1,617.5 | 1,652.0 | 1,725.6 |  |  
                | S4 | 1,563.4 | 1,597.9 | 1,710.7 |  |  | 
        
            | Weekly Pivots for week ending 07-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,897.9 | 1,877.0 | 1,772.3 |  |  
                | R3 | 1,840.1 | 1,819.2 | 1,756.4 |  |  
                | R2 | 1,782.3 | 1,782.3 | 1,751.1 |  |  
                | R1 | 1,761.4 | 1,761.4 | 1,745.8 | 1,771.9 |  
                | PP | 1,724.5 | 1,724.5 | 1,724.5 | 1,729.7 |  
                | S1 | 1,703.6 | 1,703.6 | 1,735.2 | 1,714.1 |  
                | S2 | 1,666.7 | 1,666.7 | 1,729.9 |  |  
                | S3 | 1,608.9 | 1,645.8 | 1,724.6 |  |  
                | S4 | 1,551.1 | 1,588.0 | 1,708.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,745.4 | 1,647.1 | 98.3 | 5.6% | 29.7 | 1.7% | 95% | True | False | 173,973 |  
                | 10 | 1,745.4 | 1,647.1 | 98.3 | 5.6% | 22.2 | 1.3% | 95% | True | False | 130,559 |  
                | 20 | 1,745.4 | 1,592.1 | 153.3 | 8.8% | 20.7 | 1.2% | 97% | True | False | 116,654 |  
                | 40 | 1,745.4 | 1,566.8 | 178.6 | 10.3% | 20.1 | 1.2% | 97% | True | False | 88,693 |  
                | 60 | 1,745.4 | 1,552.0 | 193.4 | 11.1% | 21.6 | 1.2% | 97% | True | False | 61,674 |  
                | 80 | 1,745.4 | 1,535.4 | 210.0 | 12.1% | 23.8 | 1.4% | 98% | True | False | 47,763 |  
                | 100 | 1,745.4 | 1,535.4 | 210.0 | 12.1% | 22.8 | 1.3% | 98% | True | False | 38,897 |  
                | 120 | 1,745.4 | 1,535.4 | 210.0 | 12.1% | 22.7 | 1.3% | 98% | True | False | 32,853 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,975.3 |  
            | 2.618 | 1,887.0 |  
            | 1.618 | 1,832.9 |  
            | 1.000 | 1,799.5 |  
            | 0.618 | 1,778.8 |  
            | HIGH | 1,745.4 |  
            | 0.618 | 1,724.7 |  
            | 0.500 | 1,718.4 |  
            | 0.382 | 1,712.0 |  
            | LOW | 1,691.3 |  
            | 0.618 | 1,657.9 |  
            | 1.000 | 1,637.2 |  
            | 1.618 | 1,603.8 |  
            | 2.618 | 1,549.7 |  
            | 4.250 | 1,461.4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,733.1 | 1,732.8 |  
                                | PP | 1,725.7 | 1,725.2 |  
                                | S1 | 1,718.4 | 1,717.5 |  |