| Trading Metrics calculated at close of trading on 22-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Oct-2012 | 
                    22-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,444.50 | 
                        1,419.00 | 
                        -25.50 | 
                        -1.8% | 
                        1,416.50 | 
                     
                    
                        | High | 
                        1,445.50 | 
                        1,424.25 | 
                        -21.25 | 
                        -1.5% | 
                        1,452.50 | 
                     
                    
                        | Low | 
                        1,417.00 | 
                        1,410.00 | 
                        -7.00 | 
                        -0.5% | 
                        1,410.50 | 
                     
                    
                        | Close | 
                        1,417.25 | 
                        1,423.25 | 
                        6.00 | 
                        0.4% | 
                        1,417.25 | 
                     
                    
                        | Range | 
                        28.50 | 
                        14.25 | 
                        -14.25 | 
                        -50.0% | 
                        42.00 | 
                     
                    
                        | ATR | 
                        14.78 | 
                        14.75 | 
                        -0.04 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,238 | 
                        1,157 | 
                        -1,081 | 
                        -48.3% | 
                        7,209 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,462.00 | 
                1,456.75 | 
                1,431.00 | 
                 | 
             
            
                | R3 | 
                1,447.75 | 
                1,442.50 | 
                1,427.25 | 
                 | 
             
            
                | R2 | 
                1,433.50 | 
                1,433.50 | 
                1,425.75 | 
                 | 
             
            
                | R1 | 
                1,428.25 | 
                1,428.25 | 
                1,424.50 | 
                1,431.00 | 
             
            
                | PP | 
                1,419.25 | 
                1,419.25 | 
                1,419.25 | 
                1,420.50 | 
             
            
                | S1 | 
                1,414.00 | 
                1,414.00 | 
                1,422.00 | 
                1,416.50 | 
             
            
                | S2 | 
                1,405.00 | 
                1,405.00 | 
                1,420.75 | 
                 | 
             
            
                | S3 | 
                1,390.75 | 
                1,399.75 | 
                1,419.25 | 
                 | 
             
            
                | S4 | 
                1,376.50 | 
                1,385.50 | 
                1,415.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,552.75 | 
                1,527.00 | 
                1,440.25 | 
                 | 
             
            
                | R3 | 
                1,510.75 | 
                1,485.00 | 
                1,428.75 | 
                 | 
             
            
                | R2 | 
                1,468.75 | 
                1,468.75 | 
                1,425.00 | 
                 | 
             
            
                | R1 | 
                1,443.00 | 
                1,443.00 | 
                1,421.00 | 
                1,456.00 | 
             
            
                | PP | 
                1,426.75 | 
                1,426.75 | 
                1,426.75 | 
                1,433.25 | 
             
            
                | S1 | 
                1,401.00 | 
                1,401.00 | 
                1,413.50 | 
                1,414.00 | 
             
            
                | S2 | 
                1,384.75 | 
                1,384.75 | 
                1,409.50 | 
                 | 
             
            
                | S3 | 
                1,342.75 | 
                1,359.00 | 
                1,405.75 | 
                 | 
             
            
                | S4 | 
                1,300.75 | 
                1,317.00 | 
                1,394.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,452.50 | 
                1,410.00 | 
                42.50 | 
                3.0% | 
                16.25 | 
                1.1% | 
                31% | 
                False | 
                True | 
                1,347 | 
                 
                
                | 10 | 
                1,452.50 | 
                1,410.00 | 
                42.50 | 
                3.0% | 
                16.25 | 
                1.1% | 
                31% | 
                False | 
                True | 
                1,366 | 
                 
                
                | 20 | 
                1,459.00 | 
                1,410.00 | 
                49.00 | 
                3.4% | 
                15.50 | 
                1.1% | 
                27% | 
                False | 
                True | 
                1,915 | 
                 
                
                | 40 | 
                1,461.00 | 
                1,382.00 | 
                79.00 | 
                5.6% | 
                13.00 | 
                0.9% | 
                52% | 
                False | 
                False | 
                1,189 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,338.25 | 
                122.75 | 
                8.6% | 
                11.75 | 
                0.8% | 
                69% | 
                False | 
                False | 
                844 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,303.00 | 
                158.00 | 
                11.1% | 
                11.75 | 
                0.8% | 
                76% | 
                False | 
                False | 
                662 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,246.50 | 
                214.50 | 
                15.1% | 
                11.25 | 
                0.8% | 
                82% | 
                False | 
                False | 
                536 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,484.75 | 
         
        
            | 
2.618             | 
            1,461.50 | 
         
        
            | 
1.618             | 
            1,447.25 | 
         
        
            | 
1.000             | 
            1,438.50 | 
         
        
            | 
0.618             | 
            1,433.00 | 
         
        
            | 
HIGH             | 
            1,424.25 | 
         
        
            | 
0.618             | 
            1,418.75 | 
         
        
            | 
0.500             | 
            1,417.00 | 
         
        
            | 
0.382             | 
            1,415.50 | 
         
        
            | 
LOW             | 
            1,410.00 | 
         
        
            | 
0.618             | 
            1,401.25 | 
         
        
            | 
1.000             | 
            1,395.75 | 
         
        
            | 
1.618             | 
            1,387.00 | 
         
        
            | 
2.618             | 
            1,372.75 | 
         
        
            | 
4.250             | 
            1,349.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,421.25 | 
                                1,431.25 | 
                             
                            
                                | PP | 
                                1,419.25 | 
                                1,428.50 | 
                             
                            
                                | S1 | 
                                1,417.00 | 
                                1,426.00 | 
                             
             
         |