| Trading Metrics calculated at close of trading on 30-Oct-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Oct-2012 | 30-Oct-2012 | Change | Change % | Previous Week |  
                        | Open | 1,712.2 | 1,710.3 | -1.9 | -0.1% | 1,722.7 |  
                        | High | 1,717.8 | 1,715.7 | -2.1 | -0.1% | 1,731.2 |  
                        | Low | 1,706.2 | 1,705.2 | -1.0 | -0.1% | 1,698.7 |  
                        | Close | 1,708.7 | 1,712.1 | 3.4 | 0.2% | 1,711.9 |  
                        | Range | 11.6 | 10.5 | -1.1 | -9.5% | 32.5 |  
                        | ATR | 19.0 | 18.4 | -0.6 | -3.2% | 0.0 |  
                        | Volume | 57,608 | 57,253 | -355 | -0.6% | 670,368 |  | 
    
| 
        
            | Daily Pivots for day following 30-Oct-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,742.5 | 1,737.8 | 1,717.9 |  |  
                | R3 | 1,732.0 | 1,727.3 | 1,715.0 |  |  
                | R2 | 1,721.5 | 1,721.5 | 1,714.0 |  |  
                | R1 | 1,716.8 | 1,716.8 | 1,713.1 | 1,719.2 |  
                | PP | 1,711.0 | 1,711.0 | 1,711.0 | 1,712.2 |  
                | S1 | 1,706.3 | 1,706.3 | 1,711.1 | 1,708.7 |  
                | S2 | 1,700.5 | 1,700.5 | 1,710.2 |  |  
                | S3 | 1,690.0 | 1,695.8 | 1,709.2 |  |  
                | S4 | 1,679.5 | 1,685.3 | 1,706.3 |  |  | 
        
            | 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 | 1,719.9 | 1,698.7 | 21.2 | 1.2% | 14.7 | 0.9% | 63% | False | False | 104,623 |  
                | 10 | 1,755.0 | 1,698.7 | 56.3 | 3.3% | 17.1 | 1.0% | 24% | False | False | 116,292 |  
                | 20 | 1,798.1 | 1,698.7 | 99.4 | 5.8% | 17.3 | 1.0% | 13% | False | False | 124,736 |  
                | 40 | 1,798.1 | 1,689.6 | 108.5 | 6.3% | 20.1 | 1.2% | 21% | False | False | 144,651 |  
                | 60 | 1,798.1 | 1,592.1 | 206.0 | 12.0% | 19.4 | 1.1% | 58% | False | False | 130,757 |  
                | 80 | 1,798.1 | 1,559.5 | 238.6 | 13.9% | 19.9 | 1.2% | 64% | False | False | 111,187 |  
                | 100 | 1,798.1 | 1,552.0 | 246.1 | 14.4% | 20.9 | 1.2% | 65% | False | False | 89,984 |  
                | 120 | 1,798.1 | 1,535.4 | 262.7 | 15.3% | 22.4 | 1.3% | 67% | False | False | 76,073 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,760.3 |  
            | 2.618 | 1,743.2 |  
            | 1.618 | 1,732.7 |  
            | 1.000 | 1,726.2 |  
            | 0.618 | 1,722.2 |  
            | HIGH | 1,715.7 |  
            | 0.618 | 1,711.7 |  
            | 0.500 | 1,710.5 |  
            | 0.382 | 1,709.2 |  
            | LOW | 1,705.2 |  
            | 0.618 | 1,698.7 |  
            | 1.000 | 1,694.7 |  
            | 1.618 | 1,688.2 |  
            | 2.618 | 1,677.7 |  
            | 4.250 | 1,660.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Oct-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,711.6 | 1,711.6 |  
                                | PP | 1,711.0 | 1,711.1 |  
                                | S1 | 1,710.5 | 1,710.7 |  |