| Trading Metrics calculated at close of trading on 06-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Dec-2011 | 
                    06-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,248.00 | 
                        1,253.25 | 
                        5.25 | 
                        0.4% | 
                        1,172.00 | 
                     
                    
                        | High | 
                        1,266.25 | 
                        1,265.75 | 
                        -0.50 | 
                        0.0% | 
                        1,262.75 | 
                     
                    
                        | Low | 
                        1,248.00 | 
                        1,245.25 | 
                        -2.75 | 
                        -0.2% | 
                        1,169.25 | 
                     
                    
                        | Close | 
                        1,255.00 | 
                        1,255.00 | 
                        0.00 | 
                        0.0% | 
                        1,243.50 | 
                     
                    
                        | Range | 
                        18.25 | 
                        20.50 | 
                        2.25 | 
                        12.3% | 
                        93.50 | 
                     
                    
                        | ATR | 
                        29.90 | 
                        29.23 | 
                        -0.67 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,333,706 | 
                        2,184,229 | 
                        -149,477 | 
                        -6.4% | 
                        12,364,191 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,316.75 | 
                1,306.50 | 
                1,266.25 | 
                 | 
             
            
                | R3 | 
                1,296.25 | 
                1,286.00 | 
                1,260.75 | 
                 | 
             
            
                | R2 | 
                1,275.75 | 
                1,275.75 | 
                1,258.75 | 
                 | 
             
            
                | R1 | 
                1,265.50 | 
                1,265.50 | 
                1,257.00 | 
                1,270.50 | 
             
            
                | PP | 
                1,255.25 | 
                1,255.25 | 
                1,255.25 | 
                1,258.00 | 
             
            
                | S1 | 
                1,245.00 | 
                1,245.00 | 
                1,253.00 | 
                1,250.00 | 
             
            
                | S2 | 
                1,234.75 | 
                1,234.75 | 
                1,251.25 | 
                 | 
             
            
                | S3 | 
                1,214.25 | 
                1,224.50 | 
                1,249.25 | 
                 | 
             
            
                | S4 | 
                1,193.75 | 
                1,204.00 | 
                1,243.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,266.25 | 
                1,183.00 | 
                83.25 | 
                6.6% | 
                27.75 | 
                2.2% | 
                86% | 
                False | 
                False | 
                2,419,578 | 
                 
                
                | 10 | 
                1,266.25 | 
                1,147.50 | 
                118.75 | 
                9.5% | 
                25.75 | 
                2.1% | 
                91% | 
                False | 
                False | 
                2,302,978 | 
                 
                
                | 20 | 
                1,275.25 | 
                1,147.50 | 
                127.75 | 
                10.2% | 
                28.00 | 
                2.2% | 
                84% | 
                False | 
                False | 
                2,348,013 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,147.50 | 
                141.75 | 
                11.3% | 
                29.00 | 
                2.3% | 
                76% | 
                False | 
                False | 
                2,412,009 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.6% | 
                31.75 | 
                2.5% | 
                85% | 
                False | 
                False | 
                2,651,293 | 
                 
                
                | 80 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.6% | 
                32.25 | 
                2.6% | 
                85% | 
                False | 
                False | 
                2,096,074 | 
                 
                
                | 100 | 
                1,342.00 | 
                1,068.00 | 
                274.00 | 
                21.8% | 
                33.75 | 
                2.7% | 
                68% | 
                False | 
                False | 
                1,677,858 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.4% | 
                31.25 | 
                2.5% | 
                67% | 
                False | 
                False | 
                1,398,411 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,353.00 | 
         
        
            | 
2.618             | 
            1,319.50 | 
         
        
            | 
1.618             | 
            1,299.00 | 
         
        
            | 
1.000             | 
            1,286.25 | 
         
        
            | 
0.618             | 
            1,278.50 | 
         
        
            | 
HIGH             | 
            1,265.75 | 
         
        
            | 
0.618             | 
            1,258.00 | 
         
        
            | 
0.500             | 
            1,255.50 | 
         
        
            | 
0.382             | 
            1,253.00 | 
         
        
            | 
LOW             | 
            1,245.25 | 
         
        
            | 
0.618             | 
            1,232.50 | 
         
        
            | 
1.000             | 
            1,224.75 | 
         
        
            | 
1.618             | 
            1,212.00 | 
         
        
            | 
2.618             | 
            1,191.50 | 
         
        
            | 
4.250             | 
            1,158.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,255.50 | 
                                1,254.75 | 
                             
                            
                                | PP | 
                                1,255.25 | 
                                1,254.50 | 
                             
                            
                                | S1 | 
                                1,255.25 | 
                                1,254.00 | 
                             
             
         |