| Trading Metrics calculated at close of trading on 24-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Oct-2012 | 
                    24-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,424.25 | 
                        1,400.00 | 
                        -24.25 | 
                        -1.7% | 
                        1,416.50 | 
                     
                    
                        | High | 
                        1,425.50 | 
                        1,407.50 | 
                        -18.00 | 
                        -1.3% | 
                        1,452.50 | 
                     
                    
                        | Low | 
                        1,395.75 | 
                        1,395.25 | 
                        -0.50 | 
                        0.0% | 
                        1,410.50 | 
                     
                    
                        | Close | 
                        1,400.00 | 
                        1,398.50 | 
                        -1.50 | 
                        -0.1% | 
                        1,417.25 | 
                     
                    
                        | Range | 
                        29.75 | 
                        12.25 | 
                        -17.50 | 
                        -58.8% | 
                        42.00 | 
                     
                    
                        | ATR | 
                        15.82 | 
                        15.56 | 
                        -0.25 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,749 | 
                        846 | 
                        -903 | 
                        -51.6% | 
                        7,209 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,437.25 | 
                1,430.00 | 
                1,405.25 | 
                 | 
             
            
                | R3 | 
                1,425.00 | 
                1,417.75 | 
                1,401.75 | 
                 | 
             
            
                | R2 | 
                1,412.75 | 
                1,412.75 | 
                1,400.75 | 
                 | 
             
            
                | R1 | 
                1,405.50 | 
                1,405.50 | 
                1,399.50 | 
                1,403.00 | 
             
            
                | PP | 
                1,400.50 | 
                1,400.50 | 
                1,400.50 | 
                1,399.00 | 
             
            
                | S1 | 
                1,393.25 | 
                1,393.25 | 
                1,397.50 | 
                1,390.75 | 
             
            
                | S2 | 
                1,388.25 | 
                1,388.25 | 
                1,396.25 | 
                 | 
             
            
                | S3 | 
                1,376.00 | 
                1,381.00 | 
                1,395.25 | 
                 | 
             
            
                | S4 | 
                1,363.75 | 
                1,368.75 | 
                1,391.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,395.25 | 
                57.25 | 
                4.1% | 
                19.25 | 
                1.4% | 
                6% | 
                False | 
                True | 
                1,371 | 
                 
                
                | 10 | 
                1,452.50 | 
                1,395.25 | 
                57.25 | 
                4.1% | 
                17.25 | 
                1.2% | 
                6% | 
                False | 
                True | 
                1,274 | 
                 
                
                | 20 | 
                1,459.00 | 
                1,395.25 | 
                63.75 | 
                4.6% | 
                15.75 | 
                1.1% | 
                5% | 
                False | 
                True | 
                1,962 | 
                 
                
                | 40 | 
                1,461.00 | 
                1,382.00 | 
                79.00 | 
                5.6% | 
                13.75 | 
                1.0% | 
                21% | 
                False | 
                False | 
                1,238 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,338.25 | 
                122.75 | 
                8.8% | 
                12.00 | 
                0.9% | 
                49% | 
                False | 
                False | 
                880 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.6% | 
                11.75 | 
                0.8% | 
                58% | 
                False | 
                False | 
                692 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,265.50 | 
                195.50 | 
                14.0% | 
                11.50 | 
                0.8% | 
                68% | 
                False | 
                False | 
                562 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,459.50 | 
         
        
            | 
2.618             | 
            1,439.50 | 
         
        
            | 
1.618             | 
            1,427.25 | 
         
        
            | 
1.000             | 
            1,419.75 | 
         
        
            | 
0.618             | 
            1,415.00 | 
         
        
            | 
HIGH             | 
            1,407.50 | 
         
        
            | 
0.618             | 
            1,402.75 | 
         
        
            | 
0.500             | 
            1,401.50 | 
         
        
            | 
0.382             | 
            1,400.00 | 
         
        
            | 
LOW             | 
            1,395.25 | 
         
        
            | 
0.618             | 
            1,387.75 | 
         
        
            | 
1.000             | 
            1,383.00 | 
         
        
            | 
1.618             | 
            1,375.50 | 
         
        
            | 
2.618             | 
            1,363.25 | 
         
        
            | 
4.250             | 
            1,343.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,401.50 | 
                                1,410.50 | 
                             
                            
                                | PP | 
                                1,400.50 | 
                                1,406.50 | 
                             
                            
                                | S1 | 
                                1,399.50 | 
                                1,402.50 | 
                             
             
         |