| Trading Metrics calculated at close of trading on 27-Sep-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Sep-2013 | 
                    27-Sep-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,680.75 | 
                        1,687.25 | 
                        6.50 | 
                        0.4% | 
                        1,698.75 | 
                     
                    
                        | High | 
                        1,690.50 | 
                        1,688.25 | 
                        -2.25 | 
                        -0.1% | 
                        1,700.50 | 
                     
                    
                        | Low | 
                        1,679.25 | 
                        1,673.50 | 
                        -5.75 | 
                        -0.3% | 
                        1,673.50 | 
                     
                    
                        | Close | 
                        1,685.75 | 
                        1,679.50 | 
                        -6.25 | 
                        -0.4% | 
                        1,679.50 | 
                     
                    
                        | Range | 
                        11.25 | 
                        14.75 | 
                        3.50 | 
                        31.1% | 
                        27.00 | 
                     
                    
                        | ATR | 
                        14.57 | 
                        14.58 | 
                        0.01 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,458 | 
                        3,420 | 
                        -2,038 | 
                        -37.3% | 
                        18,105 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,724.75 | 
                1,716.75 | 
                1,687.50 | 
                 | 
             
            
                | R3 | 
                1,710.00 | 
                1,702.00 | 
                1,683.50 | 
                 | 
             
            
                | R2 | 
                1,695.25 | 
                1,695.25 | 
                1,682.25 | 
                 | 
             
            
                | R1 | 
                1,687.25 | 
                1,687.25 | 
                1,680.75 | 
                1,684.00 | 
             
            
                | PP | 
                1,680.50 | 
                1,680.50 | 
                1,680.50 | 
                1,678.75 | 
             
            
                | S1 | 
                1,672.50 | 
                1,672.50 | 
                1,678.25 | 
                1,669.00 | 
             
            
                | S2 | 
                1,665.75 | 
                1,665.75 | 
                1,676.75 | 
                 | 
             
            
                | S3 | 
                1,651.00 | 
                1,657.75 | 
                1,675.50 | 
                 | 
             
            
                | S4 | 
                1,636.25 | 
                1,643.00 | 
                1,671.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Sep-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,765.50 | 
                1,749.50 | 
                1,694.25 | 
                 | 
             
            
                | R3 | 
                1,738.50 | 
                1,722.50 | 
                1,687.00 | 
                 | 
             
            
                | R2 | 
                1,711.50 | 
                1,711.50 | 
                1,684.50 | 
                 | 
             
            
                | R1 | 
                1,695.50 | 
                1,695.50 | 
                1,682.00 | 
                1,690.00 | 
             
            
                | PP | 
                1,684.50 | 
                1,684.50 | 
                1,684.50 | 
                1,681.75 | 
             
            
                | S1 | 
                1,668.50 | 
                1,668.50 | 
                1,677.00 | 
                1,663.00 | 
             
            
                | S2 | 
                1,657.50 | 
                1,657.50 | 
                1,674.50 | 
                 | 
             
            
                | S3 | 
                1,630.50 | 
                1,641.50 | 
                1,672.00 | 
                 | 
             
            
                | S4 | 
                1,603.50 | 
                1,614.50 | 
                1,664.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,700.50 | 
                1,673.50 | 
                27.00 | 
                1.6% | 
                13.50 | 
                0.8% | 
                22% | 
                False | 
                True | 
                3,621 | 
                 
                
                | 10 | 
                1,719.50 | 
                1,673.50 | 
                46.00 | 
                2.7% | 
                15.50 | 
                0.9% | 
                13% | 
                False | 
                True | 
                2,072 | 
                 
                
                | 20 | 
                1,719.50 | 
                1,613.00 | 
                106.50 | 
                6.3% | 
                14.25 | 
                0.8% | 
                62% | 
                False | 
                False | 
                1,094 | 
                 
                
                | 40 | 
                1,719.50 | 
                1,613.00 | 
                106.50 | 
                6.3% | 
                13.50 | 
                0.8% | 
                62% | 
                False | 
                False | 
                577 | 
                 
                
                | 60 | 
                1,719.50 | 
                1,599.00 | 
                120.50 | 
                7.2% | 
                12.25 | 
                0.7% | 
                67% | 
                False | 
                False | 
                405 | 
                 
                
                | 80 | 
                1,719.50 | 
                1,542.25 | 
                177.25 | 
                10.6% | 
                14.00 | 
                0.8% | 
                77% | 
                False | 
                False | 
                339 | 
                 
                
                | 100 | 
                1,719.50 | 
                1,542.25 | 
                177.25 | 
                10.6% | 
                13.25 | 
                0.8% | 
                77% | 
                False | 
                False | 
                274 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,751.00 | 
         
        
            | 
2.618             | 
            1,726.75 | 
         
        
            | 
1.618             | 
            1,712.00 | 
         
        
            | 
1.000             | 
            1,703.00 | 
         
        
            | 
0.618             | 
            1,697.25 | 
         
        
            | 
HIGH             | 
            1,688.25 | 
         
        
            | 
0.618             | 
            1,682.50 | 
         
        
            | 
0.500             | 
            1,681.00 | 
         
        
            | 
0.382             | 
            1,679.25 | 
         
        
            | 
LOW             | 
            1,673.50 | 
         
        
            | 
0.618             | 
            1,664.50 | 
         
        
            | 
1.000             | 
            1,658.75 | 
         
        
            | 
1.618             | 
            1,649.75 | 
         
        
            | 
2.618             | 
            1,635.00 | 
         
        
            | 
4.250             | 
            1,610.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Sep-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,681.00 | 
                                1,682.00 | 
                             
                            
                                | PP | 
                                1,680.50 | 
                                1,681.25 | 
                             
                            
                                | S1 | 
                                1,680.00 | 
                                1,680.25 | 
                             
             
         |