| Trading Metrics calculated at close of trading on 10-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Sep-2012 | 10-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,703.7 | 1,738.0 | 34.3 | 2.0% | 1,693.4 |  
                        | High | 1,745.4 | 1,742.3 | -3.1 | -0.2% | 1,745.4 |  
                        | Low | 1,691.3 | 1,727.0 | 35.7 | 2.1% | 1,687.6 |  
                        | Close | 1,740.5 | 1,731.8 | -8.7 | -0.5% | 1,740.5 |  
                        | Range | 54.1 | 15.3 | -38.8 | -71.7% | 57.8 |  
                        | ATR | 22.4 | 21.9 | -0.5 | -2.3% | 0.0 |  
                        | Volume | 216,526 | 111,150 | -105,376 | -48.7% | 674,063 |  | 
    
| 
        
            | Daily Pivots for day following 10-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,779.6 | 1,771.0 | 1,740.2 |  |  
                | R3 | 1,764.3 | 1,755.7 | 1,736.0 |  |  
                | R2 | 1,749.0 | 1,749.0 | 1,734.6 |  |  
                | R1 | 1,740.4 | 1,740.4 | 1,733.2 | 1,737.1 |  
                | PP | 1,733.7 | 1,733.7 | 1,733.7 | 1,732.0 |  
                | S1 | 1,725.1 | 1,725.1 | 1,730.4 | 1,721.8 |  
                | S2 | 1,718.4 | 1,718.4 | 1,729.0 |  |  
                | S3 | 1,703.1 | 1,709.8 | 1,727.6 |  |  
                | S4 | 1,687.8 | 1,694.5 | 1,723.4 |  |  | 
        
            | 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 | 1,687.6 | 57.8 | 3.3% | 23.1 | 1.3% | 76% | False | False | 157,042 |  
                | 10 | 1,745.4 | 1,647.1 | 98.3 | 5.7% | 22.6 | 1.3% | 86% | False | False | 132,214 |  
                | 20 | 1,745.4 | 1,592.1 | 153.3 | 8.9% | 20.3 | 1.2% | 91% | False | False | 116,983 |  
                | 40 | 1,745.4 | 1,566.8 | 178.6 | 10.3% | 19.7 | 1.1% | 92% | False | False | 90,880 |  
                | 60 | 1,745.4 | 1,552.0 | 193.4 | 11.2% | 21.6 | 1.2% | 93% | False | False | 63,482 |  
                | 80 | 1,745.4 | 1,537.3 | 208.1 | 12.0% | 23.7 | 1.4% | 93% | False | False | 49,113 |  
                | 100 | 1,745.4 | 1,535.4 | 210.0 | 12.1% | 22.8 | 1.3% | 94% | False | False | 39,978 |  
                | 120 | 1,745.4 | 1,535.4 | 210.0 | 12.1% | 22.6 | 1.3% | 94% | False | False | 33,768 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,807.3 |  
            | 2.618 | 1,782.4 |  
            | 1.618 | 1,767.1 |  
            | 1.000 | 1,757.6 |  
            | 0.618 | 1,751.8 |  
            | HIGH | 1,742.3 |  
            | 0.618 | 1,736.5 |  
            | 0.500 | 1,734.7 |  
            | 0.382 | 1,732.8 |  
            | LOW | 1,727.0 |  
            | 0.618 | 1,717.5 |  
            | 1.000 | 1,711.7 |  
            | 1.618 | 1,702.2 |  
            | 2.618 | 1,686.9 |  
            | 4.250 | 1,662.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,734.7 | 1,727.3 |  
                                | PP | 1,733.7 | 1,722.8 |  
                                | S1 | 1,732.8 | 1,718.4 |  |