| Trading Metrics calculated at close of trading on 09-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Oct-2012 | 09-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,782.0 | 1,777.2 | -4.8 | -0.3% | 1,773.7 |  
                        | High | 1,782.5 | 1,781.6 | -0.9 | -0.1% | 1,798.1 |  
                        | Low | 1,768.2 | 1,762.0 | -6.2 | -0.4% | 1,765.7 |  
                        | Close | 1,775.7 | 1,765.0 | -10.7 | -0.6% | 1,780.8 |  
                        | Range | 14.3 | 19.6 | 5.3 | 37.1% | 32.4 |  
                        | ATR | 20.8 | 20.7 | -0.1 | -0.4% | 0.0 |  
                        | Volume | 95,898 | 140,493 | 44,595 | 46.5% | 749,926 |  | 
    
| 
        
            | Daily Pivots for day following 09-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,828.3 | 1,816.3 | 1,775.8 |  |  
                | R3 | 1,808.7 | 1,796.7 | 1,770.4 |  |  
                | R2 | 1,789.1 | 1,789.1 | 1,768.6 |  |  
                | R1 | 1,777.1 | 1,777.1 | 1,766.8 | 1,773.3 |  
                | PP | 1,769.5 | 1,769.5 | 1,769.5 | 1,767.7 |  
                | S1 | 1,757.5 | 1,757.5 | 1,763.2 | 1,753.7 |  
                | S2 | 1,749.9 | 1,749.9 | 1,761.4 |  |  
                | S3 | 1,730.3 | 1,737.9 | 1,759.6 |  |  
                | S4 | 1,710.7 | 1,718.3 | 1,754.2 |  |  | 
        
            | 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 | 1,762.0 | 36.1 | 2.0% | 17.3 | 1.0% | 8% | False | True | 135,182 |  
                | 10 | 1,798.1 | 1,738.3 | 59.8 | 3.4% | 20.6 | 1.2% | 45% | False | False | 152,110 |  
                | 20 | 1,798.1 | 1,720.0 | 78.1 | 4.4% | 21.5 | 1.2% | 58% | False | False | 162,591 |  
                | 40 | 1,798.1 | 1,592.1 | 206.0 | 11.7% | 20.8 | 1.2% | 84% | False | False | 140,248 |  
                | 60 | 1,798.1 | 1,566.8 | 231.3 | 13.1% | 20.2 | 1.1% | 86% | False | False | 116,387 |  
                | 80 | 1,798.1 | 1,552.0 | 246.1 | 13.9% | 21.5 | 1.2% | 87% | False | False | 89,529 |  
                | 100 | 1,798.1 | 1,537.3 | 260.8 | 14.8% | 23.0 | 1.3% | 87% | False | False | 72,803 |  
                | 120 | 1,798.1 | 1,535.4 | 262.7 | 14.9% | 22.5 | 1.3% | 87% | False | False | 61,314 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,864.9 |  
            | 2.618 | 1,832.9 |  
            | 1.618 | 1,813.3 |  
            | 1.000 | 1,801.2 |  
            | 0.618 | 1,793.7 |  
            | HIGH | 1,781.6 |  
            | 0.618 | 1,774.1 |  
            | 0.500 | 1,771.8 |  
            | 0.382 | 1,769.5 |  
            | LOW | 1,762.0 |  
            | 0.618 | 1,749.9 |  
            | 1.000 | 1,742.4 |  
            | 1.618 | 1,730.3 |  
            | 2.618 | 1,710.7 |  
            | 4.250 | 1,678.7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,771.8 | 1,780.1 |  
                                | PP | 1,769.5 | 1,775.0 |  
                                | S1 | 1,767.3 | 1,770.0 |  |