| Trading Metrics calculated at close of trading on 02-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2011 | 
                    02-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,243.75 | 
                        1,243.50 | 
                        -0.25 | 
                        0.0% | 
                        1,172.00 | 
                     
                    
                        | High | 
                        1,251.00 | 
                        1,262.75 | 
                        11.75 | 
                        0.9% | 
                        1,262.75 | 
                     
                    
                        | Low | 
                        1,235.75 | 
                        1,242.00 | 
                        6.25 | 
                        0.5% | 
                        1,169.25 | 
                     
                    
                        | Close | 
                        1,243.50 | 
                        1,243.50 | 
                        0.00 | 
                        0.0% | 
                        1,243.50 | 
                     
                    
                        | Range | 
                        15.25 | 
                        20.75 | 
                        5.50 | 
                        36.1% | 
                        93.50 | 
                     
                    
                        | ATR | 
                        31.19 | 
                        30.45 | 
                        -0.75 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,110,117 | 
                        2,177,069 | 
                        66,952 | 
                        3.2% | 
                        12,364,191 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,311.75 | 
                1,298.25 | 
                1,255.00 | 
                 | 
             
            
                | R3 | 
                1,291.00 | 
                1,277.50 | 
                1,249.25 | 
                 | 
             
            
                | R2 | 
                1,270.25 | 
                1,270.25 | 
                1,247.25 | 
                 | 
             
            
                | R1 | 
                1,256.75 | 
                1,256.75 | 
                1,245.50 | 
                1,254.00 | 
             
            
                | PP | 
                1,249.50 | 
                1,249.50 | 
                1,249.50 | 
                1,248.00 | 
             
            
                | S1 | 
                1,236.00 | 
                1,236.00 | 
                1,241.50 | 
                1,233.00 | 
             
            
                | S2 | 
                1,228.75 | 
                1,228.75 | 
                1,239.75 | 
                 | 
             
            
                | S3 | 
                1,208.00 | 
                1,215.25 | 
                1,237.75 | 
                 | 
             
            
                | S4 | 
                1,187.25 | 
                1,194.50 | 
                1,232.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,505.75 | 
                1,468.00 | 
                1,295.00 | 
                 | 
             
            
                | R3 | 
                1,412.25 | 
                1,374.50 | 
                1,269.25 | 
                 | 
             
            
                | R2 | 
                1,318.75 | 
                1,318.75 | 
                1,260.75 | 
                 | 
             
            
                | R1 | 
                1,281.00 | 
                1,281.00 | 
                1,252.00 | 
                1,300.00 | 
             
            
                | PP | 
                1,225.25 | 
                1,225.25 | 
                1,225.25 | 
                1,234.50 | 
             
            
                | S1 | 
                1,187.50 | 
                1,187.50 | 
                1,235.00 | 
                1,206.50 | 
             
            
                | S2 | 
                1,131.75 | 
                1,131.75 | 
                1,226.25 | 
                 | 
             
            
                | S3 | 
                1,038.25 | 
                1,094.00 | 
                1,217.75 | 
                 | 
             
            
                | S4 | 
                944.75 | 
                1,000.50 | 
                1,192.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,262.75 | 
                1,169.25 | 
                93.50 | 
                7.5% | 
                29.25 | 
                2.4% | 
                79% | 
                True | 
                False | 
                2,472,838 | 
                 
                
                | 10 | 
                1,262.75 | 
                1,147.50 | 
                115.25 | 
                9.3% | 
                26.75 | 
                2.2% | 
                83% | 
                True | 
                False | 
                2,286,243 | 
                 
                
                | 20 | 
                1,275.25 | 
                1,147.50 | 
                127.75 | 
                10.3% | 
                28.75 | 
                2.3% | 
                75% | 
                False | 
                False | 
                2,333,338 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,144.75 | 
                144.50 | 
                11.6% | 
                29.75 | 
                2.4% | 
                68% | 
                False | 
                False | 
                2,415,086 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.8% | 
                32.50 | 
                2.6% | 
                79% | 
                False | 
                False | 
                2,688,937 | 
                 
                
                | 80 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.8% | 
                33.25 | 
                2.7% | 
                79% | 
                False | 
                False | 
                2,039,818 | 
                 
                
                | 100 | 
                1,342.00 | 
                1,068.00 | 
                274.00 | 
                22.0% | 
                33.75 | 
                2.7% | 
                64% | 
                False | 
                False | 
                1,632,707 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.6% | 
                31.25 | 
                2.5% | 
                63% | 
                False | 
                False | 
                1,360,790 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,351.00 | 
         
        
            | 
2.618             | 
            1,317.00 | 
         
        
            | 
1.618             | 
            1,296.25 | 
         
        
            | 
1.000             | 
            1,283.50 | 
         
        
            | 
0.618             | 
            1,275.50 | 
         
        
            | 
HIGH             | 
            1,262.75 | 
         
        
            | 
0.618             | 
            1,254.75 | 
         
        
            | 
0.500             | 
            1,252.50 | 
         
        
            | 
0.382             | 
            1,250.00 | 
         
        
            | 
LOW             | 
            1,242.00 | 
         
        
            | 
0.618             | 
            1,229.25 | 
         
        
            | 
1.000             | 
            1,221.25 | 
         
        
            | 
1.618             | 
            1,208.50 | 
         
        
            | 
2.618             | 
            1,187.75 | 
         
        
            | 
4.250             | 
            1,153.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,252.50 | 
                                1,236.50 | 
                             
                            
                                | PP | 
                                1,249.50 | 
                                1,229.75 | 
                             
                            
                                | S1 | 
                                1,246.50 | 
                                1,223.00 | 
                             
             
         |