| Trading Metrics calculated at close of trading on 02-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Oct-2012 | 02-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,773.7 | 1,780.0 | 6.3 | 0.4% | 1,774.7 |  
                        | High | 1,794.4 | 1,786.6 | -7.8 | -0.4% | 1,785.9 |  
                        | Low | 1,765.7 | 1,772.3 | 6.6 | 0.4% | 1,738.3 |  
                        | Close | 1,783.3 | 1,775.6 | -7.7 | -0.4% | 1,773.9 |  
                        | Range | 28.7 | 14.3 | -14.4 | -50.2% | 47.6 |  
                        | ATR | 22.7 | 22.1 | -0.6 | -2.6% | 0.0 |  
                        | Volume | 190,607 | 119,797 | -70,810 | -37.1% | 851,654 |  | 
    
| 
        
            | Daily Pivots for day following 02-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,821.1 | 1,812.6 | 1,783.5 |  |  
                | R3 | 1,806.8 | 1,798.3 | 1,779.5 |  |  
                | R2 | 1,792.5 | 1,792.5 | 1,778.2 |  |  
                | R1 | 1,784.0 | 1,784.0 | 1,776.9 | 1,781.1 |  
                | PP | 1,778.2 | 1,778.2 | 1,778.2 | 1,776.7 |  
                | S1 | 1,769.7 | 1,769.7 | 1,774.3 | 1,766.8 |  
                | S2 | 1,763.9 | 1,763.9 | 1,773.0 |  |  
                | S3 | 1,749.6 | 1,755.4 | 1,771.7 |  |  
                | S4 | 1,735.3 | 1,741.1 | 1,767.7 |  |  | 
        
            | Weekly Pivots for week ending 28-Sep-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,908.8 | 1,889.0 | 1,800.1 |  |  
                | R3 | 1,861.2 | 1,841.4 | 1,787.0 |  |  
                | R2 | 1,813.6 | 1,813.6 | 1,782.6 |  |  
                | R1 | 1,793.8 | 1,793.8 | 1,778.3 | 1,779.9 |  
                | PP | 1,766.0 | 1,766.0 | 1,766.0 | 1,759.1 |  
                | S1 | 1,746.2 | 1,746.2 | 1,769.5 | 1,732.3 |  
                | S2 | 1,718.4 | 1,718.4 | 1,765.2 |  |  
                | S3 | 1,670.8 | 1,698.6 | 1,760.8 |  |  
                | S4 | 1,623.2 | 1,651.0 | 1,747.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,794.4 | 1,738.3 | 56.1 | 3.2% | 23.8 | 1.3% | 66% | False | False | 169,037 |  
                | 10 | 1,794.4 | 1,738.3 | 56.1 | 3.2% | 20.9 | 1.2% | 66% | False | False | 165,488 |  
                | 20 | 1,794.4 | 1,689.6 | 104.8 | 5.9% | 22.9 | 1.3% | 82% | False | False | 164,565 |  
                | 40 | 1,794.4 | 1,592.1 | 202.3 | 11.4% | 20.5 | 1.2% | 91% | False | False | 133,768 |  
                | 60 | 1,794.4 | 1,559.5 | 234.9 | 13.2% | 20.8 | 1.2% | 92% | False | False | 106,671 |  
                | 80 | 1,794.4 | 1,552.0 | 242.4 | 13.7% | 21.7 | 1.2% | 92% | False | False | 81,296 |  
                | 100 | 1,794.4 | 1,535.4 | 259.0 | 14.6% | 23.5 | 1.3% | 93% | False | False | 66,341 |  
                | 120 | 1,794.4 | 1,535.4 | 259.0 | 14.6% | 22.7 | 1.3% | 93% | False | False | 55,780 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,847.4 |  
            | 2.618 | 1,824.0 |  
            | 1.618 | 1,809.7 |  
            | 1.000 | 1,800.9 |  
            | 0.618 | 1,795.4 |  
            | HIGH | 1,786.6 |  
            | 0.618 | 1,781.1 |  
            | 0.500 | 1,779.5 |  
            | 0.382 | 1,777.8 |  
            | LOW | 1,772.3 |  
            | 0.618 | 1,763.5 |  
            | 1.000 | 1,758.0 |  
            | 1.618 | 1,749.2 |  
            | 2.618 | 1,734.9 |  
            | 4.250 | 1,711.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,779.5 | 1,780.1 |  
                                | PP | 1,778.2 | 1,778.6 |  
                                | S1 | 1,776.9 | 1,777.1 |  |