| Trading Metrics calculated at close of trading on 18-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Sep-2012 | 18-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,773.5 | 1,764.2 | -9.3 | -0.5% | 1,738.0 |  
                        | High | 1,778.9 | 1,775.9 | -3.0 | -0.2% | 1,780.2 |  
                        | Low | 1,756.2 | 1,753.2 | -3.0 | -0.2% | 1,720.0 |  
                        | Close | 1,770.6 | 1,771.2 | 0.6 | 0.0% | 1,772.7 |  
                        | Range | 22.7 | 22.7 | 0.0 | 0.0% | 60.2 |  
                        | ATR | 22.9 | 22.9 | 0.0 | -0.1% | 0.0 |  
                        | Volume | 118,555 | 163,628 | 45,073 | 38.0% | 859,351 |  | 
    
| 
        
            | Daily Pivots for day following 18-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,834.9 | 1,825.7 | 1,783.7 |  |  
                | R3 | 1,812.2 | 1,803.0 | 1,777.4 |  |  
                | R2 | 1,789.5 | 1,789.5 | 1,775.4 |  |  
                | R1 | 1,780.3 | 1,780.3 | 1,773.3 | 1,784.9 |  
                | PP | 1,766.8 | 1,766.8 | 1,766.8 | 1,769.1 |  
                | S1 | 1,757.6 | 1,757.6 | 1,769.1 | 1,762.2 |  
                | S2 | 1,744.1 | 1,744.1 | 1,767.0 |  |  
                | S3 | 1,721.4 | 1,734.9 | 1,765.0 |  |  
                | S4 | 1,698.7 | 1,712.2 | 1,758.7 |  |  | 
        
            | 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% | 27.0 | 1.5% | 85% | False | False | 184,207 |  
                | 10 | 1,780.2 | 1,689.6 | 90.6 | 5.1% | 24.9 | 1.4% | 90% | False | False | 163,643 |  
                | 20 | 1,780.2 | 1,620.8 | 159.4 | 9.0% | 22.6 | 1.3% | 94% | False | False | 141,836 |  
                | 40 | 1,780.2 | 1,572.7 | 207.5 | 11.7% | 20.5 | 1.2% | 96% | False | False | 114,726 |  
                | 60 | 1,780.2 | 1,552.0 | 228.2 | 12.9% | 21.7 | 1.2% | 96% | False | False | 80,271 |  
                | 80 | 1,780.2 | 1,537.3 | 242.9 | 13.7% | 23.4 | 1.3% | 96% | False | False | 61,425 |  
                | 100 | 1,780.2 | 1,535.4 | 244.8 | 13.8% | 23.3 | 1.3% | 96% | False | False | 50,178 |  
                | 120 | 1,780.2 | 1,535.4 | 244.8 | 13.8% | 22.7 | 1.3% | 96% | False | False | 42,248 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,872.4 |  
            | 2.618 | 1,835.3 |  
            | 1.618 | 1,812.6 |  
            | 1.000 | 1,798.6 |  
            | 0.618 | 1,789.9 |  
            | HIGH | 1,775.9 |  
            | 0.618 | 1,767.2 |  
            | 0.500 | 1,764.6 |  
            | 0.382 | 1,761.9 |  
            | LOW | 1,753.2 |  
            | 0.618 | 1,739.2 |  
            | 1.000 | 1,730.5 |  
            | 1.618 | 1,716.5 |  
            | 2.618 | 1,693.8 |  
            | 4.250 | 1,656.7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,769.0 | 1,769.7 |  
                                | PP | 1,766.8 | 1,768.2 |  
                                | S1 | 1,764.6 | 1,766.7 |  |