| Trading Metrics calculated at close of trading on 23-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Oct-2012 | 23-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,722.7 | 1,729.8 | 7.1 | 0.4% | 1,755.2 |  
                        | High | 1,730.8 | 1,731.2 | 0.4 | 0.0% | 1,755.5 |  
                        | Low | 1,714.4 | 1,704.6 | -9.8 | -0.6% | 1,716.0 |  
                        | Close | 1,726.3 | 1,709.4 | -16.9 | -1.0% | 1,724.0 |  
                        | Range | 16.4 | 26.6 | 10.2 | 62.2% | 39.5 |  
                        | ATR | 19.5 | 20.0 | 0.5 | 2.6% | 0.0 |  
                        | Volume | 108,139 | 153,971 | 45,832 | 42.4% | 656,088 |  | 
    
| 
        
            | Daily Pivots for day following 23-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,794.9 | 1,778.7 | 1,724.0 |  |  
                | R3 | 1,768.3 | 1,752.1 | 1,716.7 |  |  
                | R2 | 1,741.7 | 1,741.7 | 1,714.3 |  |  
                | R1 | 1,725.5 | 1,725.5 | 1,711.8 | 1,720.3 |  
                | PP | 1,715.1 | 1,715.1 | 1,715.1 | 1,712.5 |  
                | S1 | 1,698.9 | 1,698.9 | 1,707.0 | 1,693.7 |  
                | S2 | 1,688.5 | 1,688.5 | 1,704.5 |  |  
                | S3 | 1,661.9 | 1,672.3 | 1,702.1 |  |  
                | S4 | 1,635.3 | 1,645.7 | 1,694.8 |  |  | 
        
            | Weekly Pivots for week ending 19-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,850.3 | 1,826.7 | 1,745.7 |  |  
                | R3 | 1,810.8 | 1,787.2 | 1,734.9 |  |  
                | R2 | 1,771.3 | 1,771.3 | 1,731.2 |  |  
                | R1 | 1,747.7 | 1,747.7 | 1,727.6 | 1,739.8 |  
                | PP | 1,731.8 | 1,731.8 | 1,731.8 | 1,727.9 |  
                | S1 | 1,708.2 | 1,708.2 | 1,720.4 | 1,700.3 |  
                | S2 | 1,692.3 | 1,692.3 | 1,716.8 |  |  
                | S3 | 1,652.8 | 1,668.7 | 1,713.1 |  |  
                | S4 | 1,613.3 | 1,629.2 | 1,702.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,755.0 | 1,704.6 | 50.4 | 2.9% | 19.4 | 1.1% | 10% | False | True | 127,960 |  
                | 10 | 1,776.6 | 1,704.6 | 72.0 | 4.2% | 18.6 | 1.1% | 7% | False | True | 129,570 |  
                | 20 | 1,798.1 | 1,704.6 | 93.5 | 5.5% | 19.6 | 1.1% | 5% | False | True | 140,840 |  
                | 40 | 1,798.1 | 1,647.1 | 151.0 | 8.8% | 21.0 | 1.2% | 41% | False | False | 147,623 |  
                | 60 | 1,798.1 | 1,586.3 | 211.8 | 12.4% | 20.0 | 1.2% | 58% | False | False | 132,005 |  
                | 80 | 1,798.1 | 1,559.5 | 238.6 | 14.0% | 20.5 | 1.2% | 63% | False | False | 105,242 |  
                | 100 | 1,798.1 | 1,552.0 | 246.1 | 14.4% | 21.5 | 1.3% | 64% | False | False | 84,918 |  
                | 120 | 1,798.1 | 1,535.4 | 262.7 | 15.4% | 22.8 | 1.3% | 66% | False | False | 71,882 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,844.3 |  
            | 2.618 | 1,800.8 |  
            | 1.618 | 1,774.2 |  
            | 1.000 | 1,757.8 |  
            | 0.618 | 1,747.6 |  
            | HIGH | 1,731.2 |  
            | 0.618 | 1,721.0 |  
            | 0.500 | 1,717.9 |  
            | 0.382 | 1,714.8 |  
            | LOW | 1,704.6 |  
            | 0.618 | 1,688.2 |  
            | 1.000 | 1,678.0 |  
            | 1.618 | 1,661.6 |  
            | 2.618 | 1,635.0 |  
            | 4.250 | 1,591.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,717.9 | 1,724.7 |  
                                | PP | 1,715.1 | 1,719.6 |  
                                | S1 | 1,712.2 | 1,714.5 |  |