| Trading Metrics calculated at close of trading on 08-Nov-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Nov-2012 | 08-Nov-2012 | Change | Change % | Previous Week |  
                        | Open | 1,715.8 | 1,717.9 | 2.1 | 0.1% | 1,712.2 |  
                        | High | 1,733.0 | 1,735.1 | 2.1 | 0.1% | 1,727.5 |  
                        | Low | 1,703.0 | 1,712.6 | 9.6 | 0.6% | 1,674.8 |  
                        | Close | 1,714.0 | 1,726.0 | 12.0 | 0.7% | 1,675.2 |  
                        | Range | 30.0 | 22.5 | -7.5 | -25.0% | 52.7 |  
                        | ATR | 21.2 | 21.3 | 0.1 | 0.4% | 0.0 |  
                        | Volume | 265,682 | 165,870 | -99,812 | -37.6% | 579,813 |  | 
    
| 
        
            | Daily Pivots for day following 08-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,792.1 | 1,781.5 | 1,738.4 |  |  
                | R3 | 1,769.6 | 1,759.0 | 1,732.2 |  |  
                | R2 | 1,747.1 | 1,747.1 | 1,730.1 |  |  
                | R1 | 1,736.5 | 1,736.5 | 1,728.1 | 1,741.8 |  
                | PP | 1,724.6 | 1,724.6 | 1,724.6 | 1,727.2 |  
                | S1 | 1,714.0 | 1,714.0 | 1,723.9 | 1,719.3 |  
                | S2 | 1,702.1 | 1,702.1 | 1,721.9 |  |  
                | S3 | 1,679.6 | 1,691.5 | 1,719.8 |  |  
                | S4 | 1,657.1 | 1,669.0 | 1,713.6 |  |  | 
        
            | 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 | 1,735.1 | 1,672.5 | 62.6 | 3.6% | 29.2 | 1.7% | 85% | True | False | 192,553 |  
                | 10 | 1,735.1 | 1,672.5 | 62.6 | 3.6% | 21.7 | 1.3% | 85% | True | False | 144,564 |  
                | 20 | 1,775.0 | 1,672.5 | 102.5 | 5.9% | 20.4 | 1.2% | 52% | False | False | 138,799 |  
                | 40 | 1,798.1 | 1,672.5 | 125.6 | 7.3% | 19.7 | 1.1% | 43% | False | False | 145,790 |  
                | 60 | 1,798.1 | 1,603.0 | 195.1 | 11.3% | 20.4 | 1.2% | 63% | False | False | 140,523 |  
                | 80 | 1,798.1 | 1,566.8 | 231.3 | 13.4% | 20.1 | 1.2% | 69% | False | False | 124,843 |  
                | 100 | 1,798.1 | 1,552.0 | 246.1 | 14.3% | 21.2 | 1.2% | 71% | False | False | 101,803 |  
                | 120 | 1,798.1 | 1,537.3 | 260.8 | 15.1% | 22.5 | 1.3% | 72% | False | False | 85,787 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,830.7 |  
            | 2.618 | 1,794.0 |  
            | 1.618 | 1,771.5 |  
            | 1.000 | 1,757.6 |  
            | 0.618 | 1,749.0 |  
            | HIGH | 1,735.1 |  
            | 0.618 | 1,726.5 |  
            | 0.500 | 1,723.9 |  
            | 0.382 | 1,721.2 |  
            | LOW | 1,712.6 |  
            | 0.618 | 1,698.7 |  
            | 1.000 | 1,690.1 |  
            | 1.618 | 1,676.2 |  
            | 2.618 | 1,653.7 |  
            | 4.250 | 1,617.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Nov-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,725.3 | 1,720.4 |  
                                | PP | 1,724.6 | 1,714.9 |  
                                | S1 | 1,723.9 | 1,709.3 |  |