| Trading Metrics calculated at close of trading on 06-Nov-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Nov-2012 | 06-Nov-2012 | Change | Change % | Previous Week |  
                        | Open | 4,436.0 | 4,455.0 | 19.0 | 0.4% | 4,482.0 |  
                        | High | 4,467.0 | 4,478.0 | 11.0 | 0.2% | 4,520.0 |  
                        | Low | 4,421.0 | 4,450.0 | 29.0 | 0.7% | 4,434.0 |  
                        | Close | 4,458.0 | 4,473.0 | 15.0 | 0.3% | 4,445.0 |  
                        | Range | 46.0 | 28.0 | -18.0 | -39.1% | 86.0 |  
                        | ATR | 39.1 | 38.3 | -0.8 | -2.0% | 0.0 |  
                        | Volume | 24,464 | 16,056 | -8,408 | -34.4% | 130,931 |  | 
    
| 
        
            | Daily Pivots for day following 06-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,551.0 | 4,540.0 | 4,488.4 |  |  
                | R3 | 4,523.0 | 4,512.0 | 4,480.7 |  |  
                | R2 | 4,495.0 | 4,495.0 | 4,478.1 |  |  
                | R1 | 4,484.0 | 4,484.0 | 4,475.6 | 4,489.5 |  
                | PP | 4,467.0 | 4,467.0 | 4,467.0 | 4,469.8 |  
                | S1 | 4,456.0 | 4,456.0 | 4,470.4 | 4,461.5 |  
                | S2 | 4,439.0 | 4,439.0 | 4,467.9 |  |  
                | S3 | 4,411.0 | 4,428.0 | 4,465.3 |  |  
                | S4 | 4,383.0 | 4,400.0 | 4,457.6 |  |  | 
        
            | Weekly Pivots for week ending 02-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4,724.3 | 4,670.7 | 4,492.3 |  |  
                | R3 | 4,638.3 | 4,584.7 | 4,468.7 |  |  
                | R2 | 4,552.3 | 4,552.3 | 4,460.8 |  |  
                | R1 | 4,498.7 | 4,498.7 | 4,452.9 | 4,482.5 |  
                | PP | 4,466.3 | 4,466.3 | 4,466.3 | 4,458.3 |  
                | S1 | 4,412.7 | 4,412.7 | 4,437.1 | 4,396.5 |  
                | S2 | 4,380.3 | 4,380.3 | 4,429.2 |  |  
                | S3 | 4,294.3 | 4,326.7 | 4,421.4 |  |  
                | S4 | 4,208.3 | 4,240.7 | 4,397.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4,520.0 | 4,421.0 | 99.0 | 2.2% | 40.8 | 0.9% | 53% | False | False | 25,720 |  
                | 10 | 4,520.0 | 4,421.0 | 99.0 | 2.2% | 37.8 | 0.8% | 53% | False | False | 23,769 |  
                | 20 | 4,580.0 | 4,421.0 | 159.0 | 3.6% | 32.8 | 0.7% | 33% | False | False | 22,913 |  
                | 40 | 4,580.0 | 4,339.0 | 241.0 | 5.4% | 31.6 | 0.7% | 56% | False | False | 25,919 |  
                | 60 | 4,580.0 | 4,235.0 | 345.0 | 7.7% | 26.2 | 0.6% | 69% | False | False | 17,348 |  
                | 80 | 4,580.0 | 4,069.0 | 511.0 | 11.4% | 20.9 | 0.5% | 79% | False | False | 13,032 |  
                | 100 | 4,580.0 | 3,982.0 | 598.0 | 13.4% | 17.4 | 0.4% | 82% | False | False | 10,444 |  
                | 120 | 4,580.0 | 3,950.0 | 630.0 | 14.1% | 14.9 | 0.3% | 83% | False | False | 8,708 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4,597.0 |  
            | 2.618 | 4,551.3 |  
            | 1.618 | 4,523.3 |  
            | 1.000 | 4,506.0 |  
            | 0.618 | 4,495.3 |  
            | HIGH | 4,478.0 |  
            | 0.618 | 4,467.3 |  
            | 0.500 | 4,464.0 |  
            | 0.382 | 4,460.7 |  
            | LOW | 4,450.0 |  
            | 0.618 | 4,432.7 |  
            | 1.000 | 4,422.0 |  
            | 1.618 | 4,404.7 |  
            | 2.618 | 4,376.7 |  
            | 4.250 | 4,331.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Nov-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4,470.0 | 4,465.2 |  
                                | PP | 4,467.0 | 4,457.3 |  
                                | S1 | 4,464.0 | 4,449.5 |  |