| Trading Metrics calculated at close of trading on 15-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Nov-2011 | 
                    15-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,264.25 | 
                        1,251.50 | 
                        -12.75 | 
                        -1.0% | 
                        1,253.25 | 
                     
                    
                        | High | 
                        1,270.75 | 
                        1,262.25 | 
                        -8.50 | 
                        -0.7% | 
                        1,275.25 | 
                     
                    
                        | Low | 
                        1,243.50 | 
                        1,234.00 | 
                        -9.50 | 
                        -0.8% | 
                        1,218.25 | 
                     
                    
                        | Close | 
                        1,252.50 | 
                        1,254.00 | 
                        1.50 | 
                        0.1% | 
                        1,261.50 | 
                     
                    
                        | Range | 
                        27.25 | 
                        28.25 | 
                        1.00 | 
                        3.7% | 
                        57.00 | 
                     
                    
                        | ATR | 
                        32.17 | 
                        31.89 | 
                        -0.28 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,865,879 | 
                        2,243,400 | 
                        377,521 | 
                        20.2% | 
                        11,647,373 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,334.75 | 
                1,322.75 | 
                1,269.50 | 
                 | 
             
            
                | R3 | 
                1,306.50 | 
                1,294.50 | 
                1,261.75 | 
                 | 
             
            
                | R2 | 
                1,278.25 | 
                1,278.25 | 
                1,259.25 | 
                 | 
             
            
                | R1 | 
                1,266.25 | 
                1,266.25 | 
                1,256.50 | 
                1,272.25 | 
             
            
                | PP | 
                1,250.00 | 
                1,250.00 | 
                1,250.00 | 
                1,253.00 | 
             
            
                | S1 | 
                1,238.00 | 
                1,238.00 | 
                1,251.50 | 
                1,244.00 | 
             
            
                | S2 | 
                1,221.75 | 
                1,221.75 | 
                1,248.75 | 
                 | 
             
            
                | S3 | 
                1,193.50 | 
                1,209.75 | 
                1,246.25 | 
                 | 
             
            
                | S4 | 
                1,165.25 | 
                1,181.50 | 
                1,238.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,422.75 | 
                1,399.00 | 
                1,292.75 | 
                 | 
             
            
                | R3 | 
                1,365.75 | 
                1,342.00 | 
                1,277.25 | 
                 | 
             
            
                | R2 | 
                1,308.75 | 
                1,308.75 | 
                1,272.00 | 
                 | 
             
            
                | R1 | 
                1,285.00 | 
                1,285.00 | 
                1,266.75 | 
                1,297.00 | 
             
            
                | PP | 
                1,251.75 | 
                1,251.75 | 
                1,251.75 | 
                1,257.50 | 
             
            
                | S1 | 
                1,228.00 | 
                1,228.00 | 
                1,256.25 | 
                1,240.00 | 
             
            
                | S2 | 
                1,194.75 | 
                1,194.75 | 
                1,251.00 | 
                 | 
             
            
                | S3 | 
                1,137.75 | 
                1,171.00 | 
                1,245.75 | 
                 | 
             
            
                | S4 | 
                1,080.75 | 
                1,114.00 | 
                1,230.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,274.00 | 
                1,218.25 | 
                55.75 | 
                4.4% | 
                33.00 | 
                2.6% | 
                64% | 
                False | 
                False | 
                2,306,742 | 
                 
                
                | 10 | 
                1,275.25 | 
                1,213.50 | 
                61.75 | 
                4.9% | 
                31.25 | 
                2.5% | 
                66% | 
                False | 
                False | 
                2,306,078 | 
                 
                
                | 20 | 
                1,289.25 | 
                1,192.50 | 
                96.75 | 
                7.7% | 
                30.50 | 
                2.4% | 
                64% | 
                False | 
                False | 
                2,445,563 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.6% | 
                33.75 | 
                2.7% | 
                84% | 
                False | 
                False | 
                2,698,496 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.6% | 
                33.50 | 
                2.7% | 
                84% | 
                False | 
                False | 
                2,241,150 | 
                 
                
                | 80 | 
                1,334.00 | 
                1,068.00 | 
                266.00 | 
                21.2% | 
                36.00 | 
                2.9% | 
                70% | 
                False | 
                False | 
                1,682,355 | 
                 
                
                | 100 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.4% | 
                32.75 | 
                2.6% | 
                66% | 
                False | 
                False | 
                1,346,189 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.4% | 
                30.00 | 
                2.4% | 
                66% | 
                False | 
                False | 
                1,121,908 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,382.25 | 
         
        
            | 
2.618             | 
            1,336.25 | 
         
        
            | 
1.618             | 
            1,308.00 | 
         
        
            | 
1.000             | 
            1,290.50 | 
         
        
            | 
0.618             | 
            1,279.75 | 
         
        
            | 
HIGH             | 
            1,262.25 | 
         
        
            | 
0.618             | 
            1,251.50 | 
         
        
            | 
0.500             | 
            1,248.00 | 
         
        
            | 
0.382             | 
            1,244.75 | 
         
        
            | 
LOW             | 
            1,234.00 | 
         
        
            | 
0.618             | 
            1,216.50 | 
         
        
            | 
1.000             | 
            1,205.75 | 
         
        
            | 
1.618             | 
            1,188.25 | 
         
        
            | 
2.618             | 
            1,160.00 | 
         
        
            | 
4.250             | 
            1,114.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,252.00 | 
                                1,253.50 | 
                             
                            
                                | PP | 
                                1,250.00 | 
                                1,252.75 | 
                             
                            
                                | S1 | 
                                1,248.00 | 
                                1,252.25 | 
                             
             
         |