| Trading Metrics calculated at close of trading on 07-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Dec-2011 | 
                    07-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,253.25 | 
                        1,255.50 | 
                        2.25 | 
                        0.2% | 
                        1,172.00 | 
                     
                    
                        | High | 
                        1,265.75 | 
                        1,268.00 | 
                        2.25 | 
                        0.2% | 
                        1,262.75 | 
                     
                    
                        | Low | 
                        1,245.25 | 
                        1,244.00 | 
                        -1.25 | 
                        -0.1% | 
                        1,169.25 | 
                     
                    
                        | Close | 
                        1,255.00 | 
                        1,264.00 | 
                        9.00 | 
                        0.7% | 
                        1,243.50 | 
                     
                    
                        | Range | 
                        20.50 | 
                        24.00 | 
                        3.50 | 
                        17.1% | 
                        93.50 | 
                     
                    
                        | ATR | 
                        29.23 | 
                        28.85 | 
                        -0.37 | 
                        -1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,184,229 | 
                        2,724,649 | 
                        540,420 | 
                        24.7% | 
                        12,364,191 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,330.75 | 
                1,321.25 | 
                1,277.25 | 
                 | 
             
            
                | R3 | 
                1,306.75 | 
                1,297.25 | 
                1,270.50 | 
                 | 
             
            
                | R2 | 
                1,282.75 | 
                1,282.75 | 
                1,268.50 | 
                 | 
             
            
                | R1 | 
                1,273.25 | 
                1,273.25 | 
                1,266.25 | 
                1,278.00 | 
             
            
                | PP | 
                1,258.75 | 
                1,258.75 | 
                1,258.75 | 
                1,261.00 | 
             
            
                | S1 | 
                1,249.25 | 
                1,249.25 | 
                1,261.75 | 
                1,254.00 | 
             
            
                | S2 | 
                1,234.75 | 
                1,234.75 | 
                1,259.50 | 
                 | 
             
            
                | S3 | 
                1,210.75 | 
                1,225.25 | 
                1,257.50 | 
                 | 
             
            
                | S4 | 
                1,186.75 | 
                1,201.25 | 
                1,250.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,268.00 | 
                1,235.75 | 
                32.25 | 
                2.6% | 
                19.75 | 
                1.6% | 
                88% | 
                True | 
                False | 
                2,305,954 | 
                 
                
                | 10 | 
                1,268.00 | 
                1,147.50 | 
                120.50 | 
                9.5% | 
                26.25 | 
                2.1% | 
                97% | 
                True | 
                False | 
                2,344,768 | 
                 
                
                | 20 | 
                1,274.00 | 
                1,147.50 | 
                126.50 | 
                10.0% | 
                28.00 | 
                2.2% | 
                92% | 
                False | 
                False | 
                2,372,202 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,147.50 | 
                141.75 | 
                11.2% | 
                29.25 | 
                2.3% | 
                82% | 
                False | 
                False | 
                2,431,399 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.5% | 
                31.50 | 
                2.5% | 
                89% | 
                False | 
                False | 
                2,635,188 | 
                 
                
                | 80 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                17.5% | 
                32.25 | 
                2.6% | 
                89% | 
                False | 
                False | 
                2,130,046 | 
                 
                
                | 100 | 
                1,342.00 | 
                1,068.00 | 
                274.00 | 
                21.7% | 
                33.75 | 
                2.7% | 
                72% | 
                False | 
                False | 
                1,705,092 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.2% | 
                31.50 | 
                2.5% | 
                70% | 
                False | 
                False | 
                1,421,109 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,370.00 | 
         
        
            | 
2.618             | 
            1,330.75 | 
         
        
            | 
1.618             | 
            1,306.75 | 
         
        
            | 
1.000             | 
            1,292.00 | 
         
        
            | 
0.618             | 
            1,282.75 | 
         
        
            | 
HIGH             | 
            1,268.00 | 
         
        
            | 
0.618             | 
            1,258.75 | 
         
        
            | 
0.500             | 
            1,256.00 | 
         
        
            | 
0.382             | 
            1,253.25 | 
         
        
            | 
LOW             | 
            1,244.00 | 
         
        
            | 
0.618             | 
            1,229.25 | 
         
        
            | 
1.000             | 
            1,220.00 | 
         
        
            | 
1.618             | 
            1,205.25 | 
         
        
            | 
2.618             | 
            1,181.25 | 
         
        
            | 
4.250             | 
            1,142.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,261.25 | 
                                1,261.25 | 
                             
                            
                                | PP | 
                                1,258.75 | 
                                1,258.75 | 
                             
                            
                                | S1 | 
                                1,256.00 | 
                                1,256.00 | 
                             
             
         |