| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jul-2012 | 27-Jul-2012 | Change | Change % | Previous Week |  
                        | Open | 2,139.0 | 2,230.0 | 91.0 | 4.3% | 2,173.0 |  
                        | High | 2,224.0 | 2,298.0 | 74.0 | 3.3% | 2,298.0 |  
                        | Low | 2,128.0 | 2,214.0 | 86.0 | 4.0% | 2,117.0 |  
                        | Close | 2,223.0 | 2,275.0 | 52.0 | 2.3% | 2,275.0 |  
                        | Range | 96.0 | 84.0 | -12.0 | -12.5% | 181.0 |  
                        | ATR | 39.0 | 42.2 | 3.2 | 8.3% | 0.0 |  
                        | Volume | 1,612 | 14 | -1,598 | -99.1% | 2,608 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,514.3 | 2,478.7 | 2,321.2 |  |  
                | R3 | 2,430.3 | 2,394.7 | 2,298.1 |  |  
                | R2 | 2,346.3 | 2,346.3 | 2,290.4 |  |  
                | R1 | 2,310.7 | 2,310.7 | 2,282.7 | 2,328.5 |  
                | PP | 2,262.3 | 2,262.3 | 2,262.3 | 2,271.3 |  
                | S1 | 2,226.7 | 2,226.7 | 2,267.3 | 2,244.5 |  
                | S2 | 2,178.3 | 2,178.3 | 2,259.6 |  |  
                | S3 | 2,094.3 | 2,142.7 | 2,251.9 |  |  
                | S4 | 2,010.3 | 2,058.7 | 2,228.8 |  |  | 
        
            | Weekly Pivots for week ending 27-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 2,773.0 | 2,705.0 | 2,374.6 |  |  
                | R3 | 2,592.0 | 2,524.0 | 2,324.8 |  |  
                | R2 | 2,411.0 | 2,411.0 | 2,308.2 |  |  
                | R1 | 2,343.0 | 2,343.0 | 2,291.6 | 2,377.0 |  
                | PP | 2,230.0 | 2,230.0 | 2,230.0 | 2,247.0 |  
                | S1 | 2,162.0 | 2,162.0 | 2,258.4 | 2,196.0 |  
                | S2 | 2,049.0 | 2,049.0 | 2,241.8 |  |  
                | S3 | 1,868.0 | 1,981.0 | 2,225.2 |  |  
                | S4 | 1,687.0 | 1,800.0 | 2,175.5 |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 2,655.0 |  
            | 2.618 | 2,517.9 |  
            | 1.618 | 2,433.9 |  
            | 1.000 | 2,382.0 |  
            | 0.618 | 2,349.9 |  
            | HIGH | 2,298.0 |  
            | 0.618 | 2,265.9 |  
            | 0.500 | 2,256.0 |  
            | 0.382 | 2,246.1 |  
            | LOW | 2,214.0 |  
            | 0.618 | 2,162.1 |  
            | 1.000 | 2,130.0 |  
            | 1.618 | 2,078.1 |  
            | 2.618 | 1,994.1 |  
            | 4.250 | 1,857.0 |  
        |  |  |