| Trading Metrics calculated at close of trading on 14-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Sep-2012 | 14-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,733.1 | 1,769.4 | 36.3 | 2.1% | 1,738.0 |  
                        | High | 1,775.0 | 1,780.2 | 5.2 | 0.3% | 1,780.2 |  
                        | Low | 1,720.0 | 1,767.7 | 47.7 | 2.8% | 1,720.0 |  
                        | Close | 1,772.1 | 1,772.7 | 0.6 | 0.0% | 1,772.7 |  
                        | Range | 55.0 | 12.5 | -42.5 | -77.3% | 60.2 |  
                        | ATR | 23.7 | 22.9 | -0.8 | -3.4% | 0.0 |  
                        | Volume | 260,342 | 195,524 | -64,818 | -24.9% | 859,351 |  | 
    
| 
        
            | Daily Pivots for day following 14-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,811.0 | 1,804.4 | 1,779.6 |  |  
                | R3 | 1,798.5 | 1,791.9 | 1,776.1 |  |  
                | R2 | 1,786.0 | 1,786.0 | 1,775.0 |  |  
                | R1 | 1,779.4 | 1,779.4 | 1,773.8 | 1,782.7 |  
                | PP | 1,773.5 | 1,773.5 | 1,773.5 | 1,775.2 |  
                | S1 | 1,766.9 | 1,766.9 | 1,771.6 | 1,770.2 |  
                | S2 | 1,761.0 | 1,761.0 | 1,770.4 |  |  
                | S3 | 1,748.5 | 1,754.4 | 1,769.3 |  |  
                | S4 | 1,736.0 | 1,741.9 | 1,765.8 |  |  | 
        
            | Weekly Pivots for week ending 14-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,938.2 | 1,915.7 | 1,805.8 |  |  
                | R3 | 1,878.0 | 1,855.5 | 1,789.3 |  |  
                | R2 | 1,817.8 | 1,817.8 | 1,783.7 |  |  
                | R1 | 1,795.3 | 1,795.3 | 1,778.2 | 1,806.6 |  
                | PP | 1,757.6 | 1,757.6 | 1,757.6 | 1,763.3 |  
                | S1 | 1,735.1 | 1,735.1 | 1,767.2 | 1,746.4 |  
                | S2 | 1,697.4 | 1,697.4 | 1,761.7 |  |  
                | S3 | 1,637.2 | 1,674.9 | 1,756.1 |  |  
                | S4 | 1,577.0 | 1,614.7 | 1,739.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,780.2 | 1,720.0 | 60.2 | 3.4% | 23.5 | 1.3% | 88% | True | False | 171,870 |  
                | 10 | 1,780.2 | 1,647.1 | 133.1 | 7.5% | 26.6 | 1.5% | 94% | True | False | 172,921 |  
                | 20 | 1,780.2 | 1,611.8 | 168.4 | 9.5% | 21.5 | 1.2% | 96% | True | False | 134,665 |  
                | 40 | 1,780.2 | 1,566.8 | 213.4 | 12.0% | 20.2 | 1.1% | 96% | True | False | 108,398 |  
                | 60 | 1,780.2 | 1,552.0 | 228.2 | 12.9% | 21.9 | 1.2% | 97% | True | False | 75,674 |  
                | 80 | 1,780.2 | 1,537.3 | 242.9 | 13.7% | 23.6 | 1.3% | 97% | True | False | 58,189 |  
                | 100 | 1,780.2 | 1,535.4 | 244.8 | 13.8% | 23.2 | 1.3% | 97% | True | False | 47,370 |  
                | 120 | 1,780.2 | 1,535.4 | 244.8 | 13.8% | 22.7 | 1.3% | 97% | True | False | 39,941 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,833.3 |  
            | 2.618 | 1,812.9 |  
            | 1.618 | 1,800.4 |  
            | 1.000 | 1,792.7 |  
            | 0.618 | 1,787.9 |  
            | HIGH | 1,780.2 |  
            | 0.618 | 1,775.4 |  
            | 0.500 | 1,774.0 |  
            | 0.382 | 1,772.5 |  
            | LOW | 1,767.7 |  
            | 0.618 | 1,760.0 |  
            | 1.000 | 1,755.2 |  
            | 1.618 | 1,747.5 |  
            | 2.618 | 1,735.0 |  
            | 4.250 | 1,714.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,774.0 | 1,765.2 |  
                                | PP | 1,773.5 | 1,757.6 |  
                                | S1 | 1,773.1 | 1,750.1 |  |