| Trading Metrics calculated at close of trading on 26-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Oct-2012 | 26-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,702.8 | 1,712.1 | 9.3 | 0.5% | 1,722.7 |  
                        | High | 1,718.9 | 1,719.9 | 1.0 | 0.1% | 1,731.2 |  
                        | Low | 1,702.3 | 1,701.4 | -0.9 | -0.1% | 1,698.7 |  
                        | Close | 1,713.0 | 1,711.9 | -1.1 | -0.1% | 1,711.9 |  
                        | Range | 16.6 | 18.5 | 1.9 | 11.4% | 32.5 |  
                        | ATR | 19.6 | 19.5 | -0.1 | -0.4% | 0.0 |  
                        | Volume | 141,164 | 126,511 | -14,653 | -10.4% | 670,368 |  | 
    
| 
        
            | Daily Pivots for day following 26-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,766.6 | 1,757.7 | 1,722.1 |  |  
                | R3 | 1,748.1 | 1,739.2 | 1,717.0 |  |  
                | R2 | 1,729.6 | 1,729.6 | 1,715.3 |  |  
                | R1 | 1,720.7 | 1,720.7 | 1,713.6 | 1,715.9 |  
                | PP | 1,711.1 | 1,711.1 | 1,711.1 | 1,708.7 |  
                | S1 | 1,702.2 | 1,702.2 | 1,710.2 | 1,697.4 |  
                | S2 | 1,692.6 | 1,692.6 | 1,708.5 |  |  
                | S3 | 1,674.1 | 1,683.7 | 1,706.8 |  |  
                | S4 | 1,655.6 | 1,665.2 | 1,701.7 |  |  | 
        
            | Weekly Pivots for week ending 26-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,811.4 | 1,794.2 | 1,729.8 |  |  
                | R3 | 1,778.9 | 1,761.7 | 1,720.8 |  |  
                | R2 | 1,746.4 | 1,746.4 | 1,717.9 |  |  
                | R1 | 1,729.2 | 1,729.2 | 1,714.9 | 1,721.6 |  
                | PP | 1,713.9 | 1,713.9 | 1,713.9 | 1,710.1 |  
                | S1 | 1,696.7 | 1,696.7 | 1,708.9 | 1,689.1 |  
                | S2 | 1,681.4 | 1,681.4 | 1,705.9 |  |  
                | S3 | 1,648.9 | 1,664.2 | 1,703.0 |  |  
                | S4 | 1,616.4 | 1,631.7 | 1,694.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,731.2 | 1,698.7 | 32.5 | 1.9% | 18.9 | 1.1% | 41% | False | False | 134,073 |  
                | 10 | 1,755.5 | 1,698.7 | 56.8 | 3.3% | 18.8 | 1.1% | 23% | False | False | 132,645 |  
                | 20 | 1,798.1 | 1,698.7 | 99.4 | 5.8% | 18.3 | 1.1% | 13% | False | False | 134,513 |  
                | 40 | 1,798.1 | 1,647.1 | 151.0 | 8.8% | 21.1 | 1.2% | 43% | False | False | 151,154 |  
                | 60 | 1,798.1 | 1,588.5 | 209.6 | 12.2% | 19.6 | 1.1% | 59% | False | False | 131,986 |  
                | 80 | 1,798.1 | 1,559.5 | 238.6 | 13.9% | 20.3 | 1.2% | 64% | False | False | 109,982 |  
                | 100 | 1,798.1 | 1,552.0 | 246.1 | 14.4% | 21.5 | 1.3% | 65% | False | False | 88,917 |  
                | 120 | 1,798.1 | 1,535.4 | 262.7 | 15.3% | 22.6 | 1.3% | 67% | False | False | 75,190 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,798.5 |  
            | 2.618 | 1,768.3 |  
            | 1.618 | 1,749.8 |  
            | 1.000 | 1,738.4 |  
            | 0.618 | 1,731.3 |  
            | HIGH | 1,719.9 |  
            | 0.618 | 1,712.8 |  
            | 0.500 | 1,710.7 |  
            | 0.382 | 1,708.5 |  
            | LOW | 1,701.4 |  
            | 0.618 | 1,690.0 |  
            | 1.000 | 1,682.9 |  
            | 1.618 | 1,671.5 |  
            | 2.618 | 1,653.0 |  
            | 4.250 | 1,622.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,711.5 | 1,711.0 |  
                                | PP | 1,711.1 | 1,710.2 |  
                                | S1 | 1,710.7 | 1,709.3 |  |