| Trading Metrics calculated at close of trading on 29-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Nov-2011 | 
                    29-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,172.00 | 
                        1,190.75 | 
                        18.75 | 
                        1.6% | 
                        1,208.00 | 
                     
                    
                        | High | 
                        1,196.25 | 
                        1,206.00 | 
                        9.75 | 
                        0.8% | 
                        1,209.00 | 
                     
                    
                        | Low | 
                        1,169.25 | 
                        1,186.25 | 
                        17.00 | 
                        1.5% | 
                        1,147.50 | 
                     
                    
                        | Close | 
                        1,191.00 | 
                        1,196.50 | 
                        5.50 | 
                        0.5% | 
                        1,153.50 | 
                     
                    
                        | Range | 
                        27.00 | 
                        19.75 | 
                        -7.25 | 
                        -26.9% | 
                        61.50 | 
                     
                    
                        | ATR | 
                        30.80 | 
                        30.01 | 
                        -0.79 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,362,957 | 
                        2,421,277 | 
                        58,320 | 
                        2.5% | 
                        8,326,274 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,255.50 | 
                1,245.75 | 
                1,207.25 | 
                 | 
             
            
                | R3 | 
                1,235.75 | 
                1,226.00 | 
                1,202.00 | 
                 | 
             
            
                | R2 | 
                1,216.00 | 
                1,216.00 | 
                1,200.00 | 
                 | 
             
            
                | R1 | 
                1,206.25 | 
                1,206.25 | 
                1,198.25 | 
                1,211.00 | 
             
            
                | PP | 
                1,196.25 | 
                1,196.25 | 
                1,196.25 | 
                1,198.75 | 
             
            
                | S1 | 
                1,186.50 | 
                1,186.50 | 
                1,194.75 | 
                1,191.50 | 
             
            
                | S2 | 
                1,176.50 | 
                1,176.50 | 
                1,193.00 | 
                 | 
             
            
                | S3 | 
                1,156.75 | 
                1,166.75 | 
                1,191.00 | 
                 | 
             
            
                | S4 | 
                1,137.00 | 
                1,147.00 | 
                1,185.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,354.50 | 
                1,315.50 | 
                1,187.25 | 
                 | 
             
            
                | R3 | 
                1,293.00 | 
                1,254.00 | 
                1,170.50 | 
                 | 
             
            
                | R2 | 
                1,231.50 | 
                1,231.50 | 
                1,164.75 | 
                 | 
             
            
                | R1 | 
                1,192.50 | 
                1,192.50 | 
                1,159.25 | 
                1,181.25 | 
             
            
                | PP | 
                1,170.00 | 
                1,170.00 | 
                1,170.00 | 
                1,164.50 | 
             
            
                | S1 | 
                1,131.00 | 
                1,131.00 | 
                1,147.75 | 
                1,119.75 | 
             
            
                | S2 | 
                1,108.50 | 
                1,108.50 | 
                1,142.25 | 
                 | 
             
            
                | S3 | 
                1,047.00 | 
                1,069.50 | 
                1,136.50 | 
                 | 
             
            
                | S4 | 
                985.50 | 
                1,008.00 | 
                1,119.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,206.00 | 
                1,147.50 | 
                58.50 | 
                4.9% | 
                23.75 | 
                2.0% | 
                84% | 
                True | 
                False | 
                2,186,378 | 
                 
                
                | 10 | 
                1,262.25 | 
                1,147.50 | 
                114.75 | 
                9.6% | 
                26.00 | 
                2.2% | 
                43% | 
                False | 
                False | 
                2,333,118 | 
                 
                
                | 20 | 
                1,275.25 | 
                1,147.50 | 
                127.75 | 
                10.7% | 
                29.25 | 
                2.4% | 
                38% | 
                False | 
                False | 
                2,390,729 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.5% | 
                30.00 | 
                2.5% | 
                58% | 
                False | 
                False | 
                2,477,918 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.5% | 
                32.25 | 
                2.7% | 
                58% | 
                False | 
                False | 
                2,589,849 | 
                 
                
                | 80 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.5% | 
                35.00 | 
                2.9% | 
                58% | 
                False | 
                False | 
                1,945,545 | 
                 
                
                | 100 | 
                1,342.00 | 
                1,068.00 | 
                274.00 | 
                22.9% | 
                33.50 | 
                2.8% | 
                47% | 
                False | 
                False | 
                1,556,969 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                23.5% | 
                31.00 | 
                2.6% | 
                46% | 
                False | 
                False | 
                1,297,635 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,290.00 | 
         
        
            | 
2.618             | 
            1,257.75 | 
         
        
            | 
1.618             | 
            1,238.00 | 
         
        
            | 
1.000             | 
            1,225.75 | 
         
        
            | 
0.618             | 
            1,218.25 | 
         
        
            | 
HIGH             | 
            1,206.00 | 
         
        
            | 
0.618             | 
            1,198.50 | 
         
        
            | 
0.500             | 
            1,196.00 | 
         
        
            | 
0.382             | 
            1,193.75 | 
         
        
            | 
LOW             | 
            1,186.25 | 
         
        
            | 
0.618             | 
            1,174.00 | 
         
        
            | 
1.000             | 
            1,166.50 | 
         
        
            | 
1.618             | 
            1,154.25 | 
         
        
            | 
2.618             | 
            1,134.50 | 
         
        
            | 
4.250             | 
            1,102.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,196.50 | 
                                1,190.00 | 
                             
                            
                                | PP | 
                                1,196.25 | 
                                1,183.25 | 
                             
                            
                                | S1 | 
                                1,196.00 | 
                                1,176.75 | 
                             
             
         |