| Trading Metrics calculated at close of trading on 09-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2012 | 
                    09-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,450.00 | 
                        1,442.25 | 
                        -7.75 | 
                        -0.5% | 
                        1,425.25 | 
                     
                    
                        | High | 
                        1,450.00 | 
                        1,447.25 | 
                        -2.75 | 
                        -0.2% | 
                        1,459.00 | 
                     
                    
                        | Low | 
                        1,440.75 | 
                        1,428.75 | 
                        -12.00 | 
                        -0.8% | 
                        1,421.75 | 
                     
                    
                        | Close | 
                        1,443.00 | 
                        1,429.00 | 
                        -14.00 | 
                        -1.0% | 
                        1,448.75 | 
                     
                    
                        | Range | 
                        9.25 | 
                        18.50 | 
                        9.25 | 
                        100.0% | 
                        37.25 | 
                     
                    
                        | ATR | 
                        12.98 | 
                        13.37 | 
                        0.39 | 
                        3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        904 | 
                        1,216 | 
                        312 | 
                        34.5% | 
                        17,021 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,490.50 | 
                1,478.25 | 
                1,439.25 | 
                 | 
             
            
                | R3 | 
                1,472.00 | 
                1,459.75 | 
                1,434.00 | 
                 | 
             
            
                | R2 | 
                1,453.50 | 
                1,453.50 | 
                1,432.50 | 
                 | 
             
            
                | R1 | 
                1,441.25 | 
                1,441.25 | 
                1,430.75 | 
                1,438.00 | 
             
            
                | PP | 
                1,435.00 | 
                1,435.00 | 
                1,435.00 | 
                1,433.50 | 
             
            
                | S1 | 
                1,422.75 | 
                1,422.75 | 
                1,427.25 | 
                1,419.50 | 
             
            
                | S2 | 
                1,416.50 | 
                1,416.50 | 
                1,425.50 | 
                 | 
             
            
                | S3 | 
                1,398.00 | 
                1,404.25 | 
                1,424.00 | 
                 | 
             
            
                | S4 | 
                1,379.50 | 
                1,385.75 | 
                1,418.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,555.00 | 
                1,539.00 | 
                1,469.25 | 
                 | 
             
            
                | R3 | 
                1,517.75 | 
                1,501.75 | 
                1,459.00 | 
                 | 
             
            
                | R2 | 
                1,480.50 | 
                1,480.50 | 
                1,455.50 | 
                 | 
             
            
                | R1 | 
                1,464.50 | 
                1,464.50 | 
                1,452.25 | 
                1,472.50 | 
             
            
                | PP | 
                1,443.25 | 
                1,443.25 | 
                1,443.25 | 
                1,447.00 | 
             
            
                | S1 | 
                1,427.25 | 
                1,427.25 | 
                1,445.25 | 
                1,435.25 | 
             
            
                | S2 | 
                1,406.00 | 
                1,406.00 | 
                1,442.00 | 
                 | 
             
            
                | S3 | 
                1,368.75 | 
                1,390.00 | 
                1,438.50 | 
                 | 
             
            
                | S4 | 
                1,331.50 | 
                1,352.75 | 
                1,428.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,459.00 | 
                1,428.75 | 
                30.25 | 
                2.1% | 
                13.25 | 
                0.9% | 
                1% | 
                False | 
                True | 
                1,734 | 
                 
                
                | 10 | 
                1,459.00 | 
                1,417.25 | 
                41.75 | 
                2.9% | 
                14.75 | 
                1.0% | 
                28% | 
                False | 
                False | 
                2,525 | 
                 
                
                | 20 | 
                1,461.00 | 
                1,415.50 | 
                45.50 | 
                3.2% | 
                13.50 | 
                0.9% | 
                30% | 
                False | 
                False | 
                1,471 | 
                 
                
                | 40 | 
                1,461.00 | 
                1,382.00 | 
                79.00 | 
                5.5% | 
                11.50 | 
                0.8% | 
                59% | 
                False | 
                False | 
                928 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.4% | 
                11.75 | 
                0.8% | 
                78% | 
                False | 
                False | 
                642 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,293.00 | 
                168.00 | 
                11.8% | 
                10.50 | 
                0.7% | 
                81% | 
                False | 
                False | 
                513 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,246.50 | 
                214.50 | 
                15.0% | 
                9.75 | 
                0.7% | 
                85% | 
                False | 
                False | 
                412 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,526.00 | 
         
        
            | 
2.618             | 
            1,495.75 | 
         
        
            | 
1.618             | 
            1,477.25 | 
         
        
            | 
1.000             | 
            1,465.75 | 
         
        
            | 
0.618             | 
            1,458.75 | 
         
        
            | 
HIGH             | 
            1,447.25 | 
         
        
            | 
0.618             | 
            1,440.25 | 
         
        
            | 
0.500             | 
            1,438.00 | 
         
        
            | 
0.382             | 
            1,435.75 | 
         
        
            | 
LOW             | 
            1,428.75 | 
         
        
            | 
0.618             | 
            1,417.25 | 
         
        
            | 
1.000             | 
            1,410.25 | 
         
        
            | 
1.618             | 
            1,398.75 | 
         
        
            | 
2.618             | 
            1,380.25 | 
         
        
            | 
4.250             | 
            1,350.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,438.00 | 
                                1,444.00 | 
                             
                            
                                | PP | 
                                1,435.00 | 
                                1,439.00 | 
                             
                            
                                | S1 | 
                                1,432.00 | 
                                1,434.00 | 
                             
             
         |