| Trading Metrics calculated at close of trading on 13-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Sep-2012 | 13-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,734.5 | 1,733.1 | -1.4 | -0.1% | 1,693.4 |  
                        | High | 1,749.5 | 1,775.0 | 25.5 | 1.5% | 1,745.4 |  
                        | Low | 1,727.3 | 1,720.0 | -7.3 | -0.4% | 1,687.6 |  
                        | Close | 1,733.7 | 1,772.1 | 38.4 | 2.2% | 1,740.5 |  
                        | Range | 22.2 | 55.0 | 32.8 | 147.7% | 57.8 |  
                        | ATR | 21.3 | 23.7 | 2.4 | 11.3% | 0.0 |  
                        | Volume | 182,989 | 260,342 | 77,353 | 42.3% | 674,063 |  | 
    
| 
        
            | Daily Pivots for day following 13-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,920.7 | 1,901.4 | 1,802.4 |  |  
                | R3 | 1,865.7 | 1,846.4 | 1,787.2 |  |  
                | R2 | 1,810.7 | 1,810.7 | 1,782.2 |  |  
                | R1 | 1,791.4 | 1,791.4 | 1,777.1 | 1,801.1 |  
                | PP | 1,755.7 | 1,755.7 | 1,755.7 | 1,760.5 |  
                | S1 | 1,736.4 | 1,736.4 | 1,767.1 | 1,746.1 |  
                | S2 | 1,700.7 | 1,700.7 | 1,762.0 |  |  
                | S3 | 1,645.7 | 1,681.4 | 1,757.0 |  |  
                | S4 | 1,590.7 | 1,626.4 | 1,741.9 |  |  | 
        
            | 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 | 1,775.0 | 1,691.3 | 83.7 | 4.7% | 31.8 | 1.8% | 97% | True | False | 176,070 |  
                | 10 | 1,775.0 | 1,647.1 | 127.9 | 7.2% | 26.8 | 1.5% | 98% | True | False | 160,576 |  
                | 20 | 1,775.0 | 1,603.0 | 172.0 | 9.7% | 21.8 | 1.2% | 98% | True | False | 129,991 |  
                | 40 | 1,775.0 | 1,566.8 | 208.2 | 11.7% | 20.4 | 1.2% | 99% | True | False | 103,897 |  
                | 60 | 1,775.0 | 1,552.0 | 223.0 | 12.6% | 22.2 | 1.3% | 99% | True | False | 72,478 |  
                | 80 | 1,775.0 | 1,537.3 | 237.7 | 13.4% | 23.8 | 1.3% | 99% | True | False | 55,786 |  
                | 100 | 1,775.0 | 1,535.4 | 239.6 | 13.5% | 23.3 | 1.3% | 99% | True | False | 45,430 |  
                | 120 | 1,775.0 | 1,535.4 | 239.6 | 13.5% | 22.9 | 1.3% | 99% | True | False | 38,324 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,008.8 |  
            | 2.618 | 1,919.0 |  
            | 1.618 | 1,864.0 |  
            | 1.000 | 1,830.0 |  
            | 0.618 | 1,809.0 |  
            | HIGH | 1,775.0 |  
            | 0.618 | 1,754.0 |  
            | 0.500 | 1,747.5 |  
            | 0.382 | 1,741.0 |  
            | LOW | 1,720.0 |  
            | 0.618 | 1,686.0 |  
            | 1.000 | 1,665.0 |  
            | 1.618 | 1,631.0 |  
            | 2.618 | 1,576.0 |  
            | 4.250 | 1,486.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,763.9 | 1,763.9 |  
                                | PP | 1,755.7 | 1,755.7 |  
                                | S1 | 1,747.5 | 1,747.5 |  |