| Trading Metrics calculated at close of trading on 12-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Oct-2012 | 12-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,764.9 | 1,769.7 | 4.8 | 0.3% | 1,782.0 |  
                        | High | 1,776.6 | 1,775.0 | -1.6 | -0.1% | 1,782.5 |  
                        | Low | 1,760.2 | 1,753.5 | -6.7 | -0.4% | 1,753.5 |  
                        | Close | 1,770.6 | 1,759.7 | -10.9 | -0.6% | 1,759.7 |  
                        | Range | 16.4 | 21.5 | 5.1 | 31.1% | 29.0 |  
                        | ATR | 19.8 | 19.9 | 0.1 | 0.6% | 0.0 |  
                        | Volume | 117,573 | 130,391 | 12,818 | 10.9% | 613,896 |  | 
    
| 
        
            | Daily Pivots for day following 12-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,827.2 | 1,815.0 | 1,771.5 |  |  
                | R3 | 1,805.7 | 1,793.5 | 1,765.6 |  |  
                | R2 | 1,784.2 | 1,784.2 | 1,763.6 |  |  
                | R1 | 1,772.0 | 1,772.0 | 1,761.7 | 1,767.4 |  
                | PP | 1,762.7 | 1,762.7 | 1,762.7 | 1,760.4 |  
                | S1 | 1,750.5 | 1,750.5 | 1,757.7 | 1,745.9 |  
                | S2 | 1,741.2 | 1,741.2 | 1,755.8 |  |  
                | S3 | 1,719.7 | 1,729.0 | 1,753.8 |  |  
                | S4 | 1,698.2 | 1,707.5 | 1,747.9 |  |  | 
        
            | Weekly Pivots for week ending 12-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,852.2 | 1,835.0 | 1,775.7 |  |  
                | R3 | 1,823.2 | 1,806.0 | 1,767.7 |  |  
                | R2 | 1,794.2 | 1,794.2 | 1,765.0 |  |  
                | R1 | 1,777.0 | 1,777.0 | 1,762.4 | 1,771.1 |  
                | PP | 1,765.2 | 1,765.2 | 1,765.2 | 1,762.3 |  
                | S1 | 1,748.0 | 1,748.0 | 1,757.0 | 1,742.1 |  
                | S2 | 1,736.2 | 1,736.2 | 1,754.4 |  |  
                | S3 | 1,707.2 | 1,719.0 | 1,751.7 |  |  
                | S4 | 1,678.2 | 1,690.0 | 1,743.8 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,782.5 | 1,753.5 | 29.0 | 1.6% | 16.7 | 0.9% | 21% | False | True | 122,779 |  
                | 10 | 1,798.1 | 1,753.5 | 44.6 | 2.5% | 17.9 | 1.0% | 14% | False | True | 136,382 |  
                | 20 | 1,798.1 | 1,738.3 | 59.8 | 3.4% | 19.5 | 1.1% | 36% | False | False | 149,524 |  
                | 40 | 1,798.1 | 1,611.8 | 186.3 | 10.6% | 20.5 | 1.2% | 79% | False | False | 142,094 |  
                | 60 | 1,798.1 | 1,566.8 | 231.3 | 13.1% | 20.0 | 1.1% | 83% | False | False | 122,107 |  
                | 80 | 1,798.1 | 1,552.0 | 246.1 | 14.0% | 21.3 | 1.2% | 84% | False | False | 94,137 |  
                | 100 | 1,798.1 | 1,537.3 | 260.8 | 14.8% | 22.8 | 1.3% | 85% | False | False | 76,456 |  
                | 120 | 1,798.1 | 1,535.4 | 262.7 | 14.9% | 22.6 | 1.3% | 85% | False | False | 64,396 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,866.4 |  
            | 2.618 | 1,831.3 |  
            | 1.618 | 1,809.8 |  
            | 1.000 | 1,796.5 |  
            | 0.618 | 1,788.3 |  
            | HIGH | 1,775.0 |  
            | 0.618 | 1,766.8 |  
            | 0.500 | 1,764.3 |  
            | 0.382 | 1,761.7 |  
            | LOW | 1,753.5 |  
            | 0.618 | 1,740.2 |  
            | 1.000 | 1,732.0 |  
            | 1.618 | 1,718.7 |  
            | 2.618 | 1,697.2 |  
            | 4.250 | 1,662.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,764.3 | 1,765.1 |  
                                | PP | 1,762.7 | 1,763.3 |  
                                | S1 | 1,761.2 | 1,761.5 |  |