| Trading Metrics calculated at close of trading on 03-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Oct-2012 | 
                    03-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,430.50 | 
                        1,433.50 | 
                        3.00 | 
                        0.2% | 
                        1,446.50 | 
                     
                    
                        | High | 
                        1,438.75 | 
                        1,441.50 | 
                        2.75 | 
                        0.2% | 
                        1,450.00 | 
                     
                    
                        | Low | 
                        1,426.00 | 
                        1,429.00 | 
                        3.00 | 
                        0.2% | 
                        1,417.25 | 
                     
                    
                        | Close | 
                        1,434.00 | 
                        1,438.00 | 
                        4.00 | 
                        0.3% | 
                        1,427.50 | 
                     
                    
                        | Range | 
                        12.75 | 
                        12.50 | 
                        -0.25 | 
                        -2.0% | 
                        32.75 | 
                     
                    
                        | ATR | 
                        13.28 | 
                        13.23 | 
                        -0.06 | 
                        -0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        786 | 
                        4,953 | 
                        4,167 | 
                        530.2% | 
                        7,312 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,473.75 | 
                1,468.25 | 
                1,445.00 | 
                 | 
             
            
                | R3 | 
                1,461.25 | 
                1,455.75 | 
                1,441.50 | 
                 | 
             
            
                | R2 | 
                1,448.75 | 
                1,448.75 | 
                1,440.25 | 
                 | 
             
            
                | R1 | 
                1,443.25 | 
                1,443.25 | 
                1,439.25 | 
                1,446.00 | 
             
            
                | PP | 
                1,436.25 | 
                1,436.25 | 
                1,436.25 | 
                1,437.50 | 
             
            
                | S1 | 
                1,430.75 | 
                1,430.75 | 
                1,436.75 | 
                1,433.50 | 
             
            
                | S2 | 
                1,423.75 | 
                1,423.75 | 
                1,435.75 | 
                 | 
             
            
                | S3 | 
                1,411.25 | 
                1,418.25 | 
                1,434.50 | 
                 | 
             
            
                | S4 | 
                1,398.75 | 
                1,405.75 | 
                1,431.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,529.75 | 
                1,511.50 | 
                1,445.50 | 
                 | 
             
            
                | R3 | 
                1,497.00 | 
                1,478.75 | 
                1,436.50 | 
                 | 
             
            
                | R2 | 
                1,464.25 | 
                1,464.25 | 
                1,433.50 | 
                 | 
             
            
                | R1 | 
                1,446.00 | 
                1,446.00 | 
                1,430.50 | 
                1,438.75 | 
             
            
                | PP | 
                1,431.50 | 
                1,431.50 | 
                1,431.50 | 
                1,428.00 | 
             
            
                | S1 | 
                1,413.25 | 
                1,413.25 | 
                1,424.50 | 
                1,406.00 | 
             
            
                | S2 | 
                1,398.75 | 
                1,398.75 | 
                1,421.50 | 
                 | 
             
            
                | S3 | 
                1,366.00 | 
                1,380.50 | 
                1,418.50 | 
                 | 
             
            
                | S4 | 
                1,333.25 | 
                1,347.75 | 
                1,409.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,444.50 | 
                1,421.25 | 
                23.25 | 
                1.6% | 
                15.50 | 
                1.1% | 
                72% | 
                False | 
                False | 
                4,099 | 
                 
                
                | 10 | 
                1,455.00 | 
                1,417.25 | 
                37.75 | 
                2.6% | 
                14.50 | 
                1.0% | 
                55% | 
                False | 
                False | 
                2,505 | 
                 
                
                | 20 | 
                1,461.00 | 
                1,390.75 | 
                70.25 | 
                4.9% | 
                13.50 | 
                0.9% | 
                67% | 
                False | 
                False | 
                1,385 | 
                 
                
                | 40 | 
                1,461.00 | 
                1,379.50 | 
                81.50 | 
                5.7% | 
                10.75 | 
                0.8% | 
                72% | 
                False | 
                False | 
                840 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.3% | 
                11.00 | 
                0.8% | 
                84% | 
                False | 
                False | 
                609 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,287.50 | 
                173.50 | 
                12.1% | 
                10.25 | 
                0.7% | 
                87% | 
                False | 
                False | 
                468 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,246.50 | 
                214.50 | 
                14.9% | 
                9.50 | 
                0.7% | 
                89% | 
                False | 
                False | 
                375 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,494.50 | 
         
        
            | 
2.618             | 
            1,474.25 | 
         
        
            | 
1.618             | 
            1,461.75 | 
         
        
            | 
1.000             | 
            1,454.00 | 
         
        
            | 
0.618             | 
            1,449.25 | 
         
        
            | 
HIGH             | 
            1,441.50 | 
         
        
            | 
0.618             | 
            1,436.75 | 
         
        
            | 
0.500             | 
            1,435.25 | 
         
        
            | 
0.382             | 
            1,433.75 | 
         
        
            | 
LOW             | 
            1,429.00 | 
         
        
            | 
0.618             | 
            1,421.25 | 
         
        
            | 
1.000             | 
            1,416.50 | 
         
        
            | 
1.618             | 
            1,408.75 | 
         
        
            | 
2.618             | 
            1,396.25 | 
         
        
            | 
4.250             | 
            1,376.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,437.00 | 
                                1,436.50 | 
                             
                            
                                | PP | 
                                1,436.25 | 
                                1,434.75 | 
                             
                            
                                | S1 | 
                                1,435.25 | 
                                1,433.00 | 
                             
             
         |