| Trading Metrics calculated at close of trading on 24-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Sep-2012 | 24-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,770.2 | 1,774.7 | 4.5 | 0.3% | 1,773.5 |  
                        | High | 1,790.0 | 1,775.3 | -14.7 | -0.8% | 1,790.0 |  
                        | Low | 1,769.1 | 1,757.9 | -11.2 | -0.6% | 1,753.2 |  
                        | Close | 1,778.0 | 1,764.6 | -13.4 | -0.8% | 1,778.0 |  
                        | Range | 20.9 | 17.4 | -3.5 | -16.7% | 36.8 |  
                        | ATR | 22.0 | 21.9 | -0.1 | -0.6% | 0.0 |  
                        | Volume | 185,293 | 159,194 | -26,099 | -14.1% | 775,010 |  | 
    
| 
        
            | Daily Pivots for day following 24-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,818.1 | 1,808.8 | 1,774.2 |  |  
                | R3 | 1,800.7 | 1,791.4 | 1,769.4 |  |  
                | R2 | 1,783.3 | 1,783.3 | 1,767.8 |  |  
                | R1 | 1,774.0 | 1,774.0 | 1,766.2 | 1,770.0 |  
                | PP | 1,765.9 | 1,765.9 | 1,765.9 | 1,763.9 |  
                | S1 | 1,756.6 | 1,756.6 | 1,763.0 | 1,752.6 |  
                | S2 | 1,748.5 | 1,748.5 | 1,761.4 |  |  
                | S3 | 1,731.1 | 1,739.2 | 1,759.8 |  |  
                | S4 | 1,713.7 | 1,721.8 | 1,755.0 |  |  | 
        
            | Weekly Pivots for week ending 21-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,884.1 | 1,867.9 | 1,798.2 |  |  
                | R3 | 1,847.3 | 1,831.1 | 1,788.1 |  |  
                | R2 | 1,810.5 | 1,810.5 | 1,784.7 |  |  
                | R1 | 1,794.3 | 1,794.3 | 1,781.4 | 1,802.4 |  
                | PP | 1,773.7 | 1,773.7 | 1,773.7 | 1,777.8 |  
                | S1 | 1,757.5 | 1,757.5 | 1,774.6 | 1,765.6 |  
                | S2 | 1,736.9 | 1,736.9 | 1,771.3 |  |  
                | S3 | 1,700.1 | 1,720.7 | 1,767.9 |  |  
                | S4 | 1,663.3 | 1,683.9 | 1,757.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,790.0 | 1,753.2 | 36.8 | 2.1% | 19.2 | 1.1% | 31% | False | False | 163,129 |  
                | 10 | 1,790.0 | 1,720.0 | 70.0 | 4.0% | 22.1 | 1.3% | 64% | False | False | 168,240 |  
                | 20 | 1,790.0 | 1,647.1 | 142.9 | 8.1% | 22.3 | 1.3% | 82% | False | False | 150,227 |  
                | 40 | 1,790.0 | 1,586.3 | 203.7 | 11.5% | 20.2 | 1.1% | 88% | False | False | 126,602 |  
                | 60 | 1,790.0 | 1,557.3 | 232.7 | 13.2% | 21.4 | 1.2% | 89% | False | False | 90,877 |  
                | 80 | 1,790.0 | 1,551.0 | 239.0 | 13.5% | 22.9 | 1.3% | 89% | False | False | 69,028 |  
                | 100 | 1,790.0 | 1,535.4 | 254.6 | 14.4% | 23.4 | 1.3% | 90% | False | False | 56,547 |  
                | 120 | 1,790.0 | 1,535.4 | 254.6 | 14.4% | 22.6 | 1.3% | 90% | False | False | 47,594 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,849.3 |  
            | 2.618 | 1,820.9 |  
            | 1.618 | 1,803.5 |  
            | 1.000 | 1,792.7 |  
            | 0.618 | 1,786.1 |  
            | HIGH | 1,775.3 |  
            | 0.618 | 1,768.7 |  
            | 0.500 | 1,766.6 |  
            | 0.382 | 1,764.5 |  
            | LOW | 1,757.9 |  
            | 0.618 | 1,747.1 |  
            | 1.000 | 1,740.5 |  
            | 1.618 | 1,729.7 |  
            | 2.618 | 1,712.3 |  
            | 4.250 | 1,684.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,766.6 | 1,773.9 |  
                                | PP | 1,765.9 | 1,770.8 |  
                                | S1 | 1,765.3 | 1,767.7 |  |