| Trading Metrics calculated at close of trading on 07-Nov-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Nov-2012 | 07-Nov-2012 | Change | Change % | Previous Week |  
                        | Open | 1,685.4 | 1,715.8 | 30.4 | 1.8% | 1,712.2 |  
                        | High | 1,720.9 | 1,733.0 | 12.1 | 0.7% | 1,727.5 |  
                        | Low | 1,683.5 | 1,703.0 | 19.5 | 1.2% | 1,674.8 |  
                        | Close | 1,715.0 | 1,714.0 | -1.0 | -0.1% | 1,675.2 |  
                        | Range | 37.4 | 30.0 | -7.4 | -19.8% | 52.7 |  
                        | ATR | 20.6 | 21.2 | 0.7 | 3.3% | 0.0 |  
                        | Volume | 187,222 | 265,682 | 78,460 | 41.9% | 579,813 |  | 
    
| 
        
            | Daily Pivots for day following 07-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,806.7 | 1,790.3 | 1,730.5 |  |  
                | R3 | 1,776.7 | 1,760.3 | 1,722.3 |  |  
                | R2 | 1,746.7 | 1,746.7 | 1,719.5 |  |  
                | R1 | 1,730.3 | 1,730.3 | 1,716.8 | 1,723.5 |  
                | PP | 1,716.7 | 1,716.7 | 1,716.7 | 1,713.3 |  
                | S1 | 1,700.3 | 1,700.3 | 1,711.3 | 1,693.5 |  
                | S2 | 1,686.7 | 1,686.7 | 1,708.5 |  |  
                | S3 | 1,656.7 | 1,670.3 | 1,705.8 |  |  
                | S4 | 1,626.7 | 1,640.3 | 1,697.5 |  |  | 
        
            | Weekly Pivots for week ending 02-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,850.6 | 1,815.6 | 1,704.2 |  |  
                | R3 | 1,797.9 | 1,762.9 | 1,689.7 |  |  
                | R2 | 1,745.2 | 1,745.2 | 1,684.9 |  |  
                | R1 | 1,710.2 | 1,710.2 | 1,680.0 | 1,701.4 |  
                | PP | 1,692.5 | 1,692.5 | 1,692.5 | 1,688.1 |  
                | S1 | 1,657.5 | 1,657.5 | 1,670.4 | 1,648.7 |  
                | S2 | 1,639.8 | 1,639.8 | 1,665.5 |  |  
                | S3 | 1,587.1 | 1,604.8 | 1,660.7 |  |  
                | S4 | 1,534.4 | 1,552.1 | 1,646.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,733.0 | 1,672.5 | 60.5 | 3.5% | 27.4 | 1.6% | 69% | True | False | 183,678 |  
                | 10 | 1,733.0 | 1,672.5 | 60.5 | 3.5% | 21.1 | 1.2% | 69% | True | False | 142,093 |  
                | 20 | 1,776.6 | 1,672.5 | 104.1 | 6.1% | 20.1 | 1.2% | 40% | False | False | 136,384 |  
                | 40 | 1,798.1 | 1,672.5 | 125.6 | 7.3% | 20.5 | 1.2% | 33% | False | False | 148,151 |  
                | 60 | 1,798.1 | 1,592.1 | 206.0 | 12.0% | 20.3 | 1.2% | 59% | False | False | 139,281 |  
                | 80 | 1,798.1 | 1,566.8 | 231.3 | 13.5% | 20.0 | 1.2% | 64% | False | False | 122,863 |  
                | 100 | 1,798.1 | 1,552.0 | 246.1 | 14.4% | 21.1 | 1.2% | 66% | False | False | 100,176 |  
                | 120 | 1,798.1 | 1,537.3 | 260.8 | 15.2% | 22.4 | 1.3% | 68% | False | False | 84,449 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,860.5 |  
            | 2.618 | 1,811.5 |  
            | 1.618 | 1,781.5 |  
            | 1.000 | 1,763.0 |  
            | 0.618 | 1,751.5 |  
            | HIGH | 1,733.0 |  
            | 0.618 | 1,721.5 |  
            | 0.500 | 1,718.0 |  
            | 0.382 | 1,714.5 |  
            | LOW | 1,703.0 |  
            | 0.618 | 1,684.5 |  
            | 1.000 | 1,673.0 |  
            | 1.618 | 1,654.5 |  
            | 2.618 | 1,624.5 |  
            | 4.250 | 1,575.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Nov-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,718.0 | 1,710.3 |  
                                | PP | 1,716.7 | 1,706.5 |  
                                | S1 | 1,715.3 | 1,702.8 |  |