| Trading Metrics calculated at close of trading on 05-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Oct-2012 | 05-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,780.0 | 1,792.6 | 12.6 | 0.7% | 1,773.7 |  
                        | High | 1,797.7 | 1,798.1 | 0.4 | 0.0% | 1,798.1 |  
                        | Low | 1,779.9 | 1,774.5 | -5.4 | -0.3% | 1,765.7 |  
                        | Close | 1,796.5 | 1,780.8 | -15.7 | -0.9% | 1,780.8 |  
                        | Range | 17.8 | 23.6 | 5.8 | 32.6% | 32.4 |  
                        | ATR | 21.1 | 21.3 | 0.2 | 0.9% | 0.0 |  
                        | Volume | 161,985 | 158,446 | -3,539 | -2.2% | 749,926 |  | 
    
| 
        
            | Daily Pivots for day following 05-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,855.3 | 1,841.6 | 1,793.8 |  |  
                | R3 | 1,831.7 | 1,818.0 | 1,787.3 |  |  
                | R2 | 1,808.1 | 1,808.1 | 1,785.1 |  |  
                | R1 | 1,794.4 | 1,794.4 | 1,783.0 | 1,789.5 |  
                | PP | 1,784.5 | 1,784.5 | 1,784.5 | 1,782.0 |  
                | S1 | 1,770.8 | 1,770.8 | 1,778.6 | 1,765.9 |  
                | S2 | 1,760.9 | 1,760.9 | 1,776.5 |  |  
                | S3 | 1,737.3 | 1,747.2 | 1,774.3 |  |  
                | S4 | 1,713.7 | 1,723.6 | 1,767.8 |  |  | 
        
            | Weekly Pivots for week ending 05-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,878.7 | 1,862.2 | 1,798.6 |  |  
                | R3 | 1,846.3 | 1,829.8 | 1,789.7 |  |  
                | R2 | 1,813.9 | 1,813.9 | 1,786.7 |  |  
                | R1 | 1,797.4 | 1,797.4 | 1,783.8 | 1,805.7 |  
                | PP | 1,781.5 | 1,781.5 | 1,781.5 | 1,785.7 |  
                | S1 | 1,765.0 | 1,765.0 | 1,777.8 | 1,773.3 |  
                | S2 | 1,749.1 | 1,749.1 | 1,774.9 |  |  
                | S3 | 1,716.7 | 1,732.6 | 1,771.9 |  |  
                | S4 | 1,684.3 | 1,700.2 | 1,763.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,798.1 | 1,765.7 | 32.4 | 1.8% | 19.1 | 1.1% | 47% | True | False | 149,985 |  
                | 10 | 1,798.1 | 1,738.3 | 59.8 | 3.4% | 20.6 | 1.2% | 71% | True | False | 160,158 |  
                | 20 | 1,798.1 | 1,720.0 | 78.1 | 4.4% | 21.2 | 1.2% | 78% | True | False | 161,797 |  
                | 40 | 1,798.1 | 1,592.1 | 206.0 | 11.6% | 21.0 | 1.2% | 92% | True | False | 139,225 |  
                | 60 | 1,798.1 | 1,566.8 | 231.3 | 13.0% | 20.5 | 1.1% | 93% | True | False | 113,061 |  
                | 80 | 1,798.1 | 1,552.0 | 246.1 | 13.8% | 21.5 | 1.2% | 93% | True | False | 86,704 |  
                | 100 | 1,798.1 | 1,535.4 | 262.7 | 14.8% | 23.3 | 1.3% | 93% | True | False | 70,570 |  
                | 120 | 1,798.1 | 1,535.4 | 262.7 | 14.8% | 22.6 | 1.3% | 93% | True | False | 59,380 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,898.4 |  
            | 2.618 | 1,859.9 |  
            | 1.618 | 1,836.3 |  
            | 1.000 | 1,821.7 |  
            | 0.618 | 1,812.7 |  
            | HIGH | 1,798.1 |  
            | 0.618 | 1,789.1 |  
            | 0.500 | 1,786.3 |  
            | 0.382 | 1,783.5 |  
            | LOW | 1,774.5 |  
            | 0.618 | 1,759.9 |  
            | 1.000 | 1,750.9 |  
            | 1.618 | 1,736.3 |  
            | 2.618 | 1,712.7 |  
            | 4.250 | 1,674.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,786.3 | 1,785.6 |  
                                | PP | 1,784.5 | 1,784.0 |  
                                | S1 | 1,782.6 | 1,782.4 |  |