| Trading Metrics calculated at close of trading on 25-Sep-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Sep-2012 | 25-Sep-2012 | Change | Change % | Previous Week |  
                        | Open | 1,774.7 | 1,766.2 | -8.5 | -0.5% | 1,773.5 |  
                        | High | 1,775.3 | 1,777.9 | 2.6 | 0.1% | 1,790.0 |  
                        | Low | 1,757.9 | 1,761.0 | 3.1 | 0.2% | 1,753.2 |  
                        | Close | 1,764.6 | 1,766.4 | 1.8 | 0.1% | 1,778.0 |  
                        | Range | 17.4 | 16.9 | -0.5 | -2.9% | 36.8 |  
                        | ATR | 21.9 | 21.5 | -0.4 | -1.6% | 0.0 |  
                        | Volume | 159,194 | 157,676 | -1,518 | -1.0% | 775,010 |  | 
    
| 
        
            | Daily Pivots for day following 25-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,819.1 | 1,809.7 | 1,775.7 |  |  
                | R3 | 1,802.2 | 1,792.8 | 1,771.0 |  |  
                | R2 | 1,785.3 | 1,785.3 | 1,769.5 |  |  
                | R1 | 1,775.9 | 1,775.9 | 1,767.9 | 1,780.6 |  
                | PP | 1,768.4 | 1,768.4 | 1,768.4 | 1,770.8 |  
                | S1 | 1,759.0 | 1,759.0 | 1,764.9 | 1,763.7 |  
                | S2 | 1,751.5 | 1,751.5 | 1,763.3 |  |  
                | S3 | 1,734.6 | 1,742.1 | 1,761.8 |  |  
                | S4 | 1,717.7 | 1,725.2 | 1,757.1 |  |  | 
        
            | 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 | 1,757.7 | 32.3 | 1.8% | 18.0 | 1.0% | 27% | False | False | 161,939 |  
                | 10 | 1,790.0 | 1,720.0 | 70.0 | 4.0% | 22.5 | 1.3% | 66% | False | False | 173,073 |  
                | 20 | 1,790.0 | 1,647.1 | 142.9 | 8.1% | 22.5 | 1.3% | 83% | False | False | 154,406 |  
                | 40 | 1,790.0 | 1,586.3 | 203.7 | 11.5% | 20.3 | 1.1% | 88% | False | False | 127,588 |  
                | 60 | 1,790.0 | 1,559.5 | 230.5 | 13.0% | 20.8 | 1.2% | 90% | False | False | 93,377 |  
                | 80 | 1,790.0 | 1,552.0 | 238.0 | 13.5% | 22.0 | 1.2% | 90% | False | False | 70,937 |  
                | 100 | 1,790.0 | 1,535.4 | 254.6 | 14.4% | 23.4 | 1.3% | 91% | False | False | 58,090 |  
                | 120 | 1,790.0 | 1,535.4 | 254.6 | 14.4% | 22.4 | 1.3% | 91% | False | False | 48,883 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,849.7 |  
            | 2.618 | 1,822.1 |  
            | 1.618 | 1,805.2 |  
            | 1.000 | 1,794.8 |  
            | 0.618 | 1,788.3 |  
            | HIGH | 1,777.9 |  
            | 0.618 | 1,771.4 |  
            | 0.500 | 1,769.5 |  
            | 0.382 | 1,767.5 |  
            | LOW | 1,761.0 |  
            | 0.618 | 1,750.6 |  
            | 1.000 | 1,744.1 |  
            | 1.618 | 1,733.7 |  
            | 2.618 | 1,716.8 |  
            | 4.250 | 1,689.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Sep-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,769.5 | 1,774.0 |  
                                | PP | 1,768.4 | 1,771.4 |  
                                | S1 | 1,767.4 | 1,768.9 |  |