| Trading Metrics calculated at close of trading on 12-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Sep-2012 | 12-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,728.7 | 1,734.5 | 5.8 | 0.3% | 1,693.4 |  
                        | High | 1,740.5 | 1,749.5 | 9.0 | 0.5% | 1,745.4 |  
                        | Low | 1,728.0 | 1,727.3 | -0.7 | 0.0% | 1,687.6 |  
                        | Close | 1,734.9 | 1,733.7 | -1.2 | -0.1% | 1,740.5 |  
                        | Range | 12.5 | 22.2 | 9.7 | 77.6% | 57.8 |  
                        | ATR | 21.2 | 21.3 | 0.1 | 0.3% | 0.0 |  
                        | Volume | 109,346 | 182,989 | 73,643 | 67.3% | 674,063 |  | 
    
| 
        
            | Daily Pivots for day following 12-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,803.4 | 1,790.8 | 1,745.9 |  |  
                | R3 | 1,781.2 | 1,768.6 | 1,739.8 |  |  
                | R2 | 1,759.0 | 1,759.0 | 1,737.8 |  |  
                | R1 | 1,746.4 | 1,746.4 | 1,735.7 | 1,741.6 |  
                | PP | 1,736.8 | 1,736.8 | 1,736.8 | 1,734.5 |  
                | S1 | 1,724.2 | 1,724.2 | 1,731.7 | 1,719.4 |  
                | S2 | 1,714.6 | 1,714.6 | 1,729.6 |  |  
                | S3 | 1,692.4 | 1,702.0 | 1,727.6 |  |  
                | S4 | 1,670.2 | 1,679.8 | 1,721.5 |  |  | 
        
            | 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 | 1,749.5 | 1,691.3 | 58.2 | 3.4% | 25.5 | 1.5% | 73% | True | False | 159,361 |  
                | 10 | 1,749.5 | 1,647.1 | 102.4 | 5.9% | 23.1 | 1.3% | 85% | True | False | 144,156 |  
                | 20 | 1,749.5 | 1,592.1 | 157.4 | 9.1% | 19.9 | 1.1% | 90% | True | False | 121,540 |  
                | 40 | 1,749.5 | 1,566.8 | 182.7 | 10.5% | 19.5 | 1.1% | 91% | True | False | 97,576 |  
                | 60 | 1,749.5 | 1,552.0 | 197.5 | 11.4% | 21.5 | 1.2% | 92% | True | False | 68,192 |  
                | 80 | 1,749.5 | 1,537.3 | 212.2 | 12.2% | 23.3 | 1.3% | 93% | True | False | 52,598 |  
                | 100 | 1,749.5 | 1,535.4 | 214.1 | 12.3% | 22.9 | 1.3% | 93% | True | False | 42,847 |  
                | 120 | 1,749.5 | 1,535.4 | 214.1 | 12.3% | 22.6 | 1.3% | 93% | True | False | 36,172 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,843.9 |  
            | 2.618 | 1,807.6 |  
            | 1.618 | 1,785.4 |  
            | 1.000 | 1,771.7 |  
            | 0.618 | 1,763.2 |  
            | HIGH | 1,749.5 |  
            | 0.618 | 1,741.0 |  
            | 0.500 | 1,738.4 |  
            | 0.382 | 1,735.8 |  
            | LOW | 1,727.3 |  
            | 0.618 | 1,713.6 |  
            | 1.000 | 1,705.1 |  
            | 1.618 | 1,691.4 |  
            | 2.618 | 1,669.2 |  
            | 4.250 | 1,633.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,738.4 | 1,738.3 |  
                                | PP | 1,736.8 | 1,736.7 |  
                                | S1 | 1,735.3 | 1,735.2 |  |