| Trading Metrics calculated at close of trading on 13-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Dec-2011 | 
                    13-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,256.00 | 
                        1,235.00 | 
                        -21.00 | 
                        -1.7% | 
                        1,248.00 | 
                     
                    
                        | High | 
                        1,260.50 | 
                        1,249.75 | 
                        -10.75 | 
                        -0.9% | 
                        1,272.00 | 
                     
                    
                        | Low | 
                        1,226.00 | 
                        1,218.50 | 
                        -7.50 | 
                        -0.6% | 
                        1,228.50 | 
                     
                    
                        | Close | 
                        1,235.25 | 
                        1,226.25 | 
                        -9.00 | 
                        -0.7% | 
                        1,258.75 | 
                     
                    
                        | Range | 
                        34.50 | 
                        31.25 | 
                        -3.25 | 
                        -9.4% | 
                        43.50 | 
                     
                    
                        | ATR | 
                        30.23 | 
                        30.30 | 
                        0.07 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        908,398 | 
                        999,447 | 
                        91,049 | 
                        10.0% | 
                        10,823,780 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,325.25 | 
                1,307.00 | 
                1,243.50 | 
                 | 
             
            
                | R3 | 
                1,294.00 | 
                1,275.75 | 
                1,234.75 | 
                 | 
             
            
                | R2 | 
                1,262.75 | 
                1,262.75 | 
                1,232.00 | 
                 | 
             
            
                | R1 | 
                1,244.50 | 
                1,244.50 | 
                1,229.00 | 
                1,238.00 | 
             
            
                | PP | 
                1,231.50 | 
                1,231.50 | 
                1,231.50 | 
                1,228.25 | 
             
            
                | S1 | 
                1,213.25 | 
                1,213.25 | 
                1,223.50 | 
                1,206.75 | 
             
            
                | S2 | 
                1,200.25 | 
                1,200.25 | 
                1,220.50 | 
                 | 
             
            
                | S3 | 
                1,169.00 | 
                1,182.00 | 
                1,217.75 | 
                 | 
             
            
                | S4 | 
                1,137.75 | 
                1,150.75 | 
                1,209.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,383.50 | 
                1,364.75 | 
                1,282.75 | 
                 | 
             
            
                | R3 | 
                1,340.00 | 
                1,321.25 | 
                1,270.75 | 
                 | 
             
            
                | R2 | 
                1,296.50 | 
                1,296.50 | 
                1,266.75 | 
                 | 
             
            
                | R1 | 
                1,277.75 | 
                1,277.75 | 
                1,262.75 | 
                1,287.00 | 
             
            
                | PP | 
                1,253.00 | 
                1,253.00 | 
                1,253.00 | 
                1,257.75 | 
             
            
                | S1 | 
                1,234.25 | 
                1,234.25 | 
                1,254.75 | 
                1,243.50 | 
             
            
                | S2 | 
                1,209.50 | 
                1,209.50 | 
                1,250.75 | 
                 | 
             
            
                | S3 | 
                1,166.00 | 
                1,190.75 | 
                1,246.75 | 
                 | 
             
            
                | S4 | 
                1,122.50 | 
                1,147.25 | 
                1,234.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,272.00 | 
                1,218.50 | 
                53.50 | 
                4.4% | 
                32.50 | 
                2.7% | 
                14% | 
                False | 
                True | 
                1,642,738 | 
                 
                
                | 10 | 
                1,272.00 | 
                1,183.00 | 
                89.00 | 
                7.3% | 
                30.25 | 
                2.5% | 
                49% | 
                False | 
                False | 
                2,031,158 | 
                 
                
                | 20 | 
                1,272.00 | 
                1,147.50 | 
                124.50 | 
                10.2% | 
                28.00 | 
                2.3% | 
                63% | 
                False | 
                False | 
                2,182,138 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,147.50 | 
                141.75 | 
                11.6% | 
                29.75 | 
                2.4% | 
                56% | 
                False | 
                False | 
                2,332,253 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.0% | 
                32.00 | 
                2.6% | 
                72% | 
                False | 
                False | 
                2,532,244 | 
                 
                
                | 80 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.0% | 
                32.25 | 
                2.6% | 
                72% | 
                False | 
                False | 
                2,198,475 | 
                 
                
                | 100 | 
                1,334.25 | 
                1,068.00 | 
                266.25 | 
                21.7% | 
                34.25 | 
                2.8% | 
                59% | 
                False | 
                False | 
                1,759,911 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.9% | 
                32.00 | 
                2.6% | 
                56% | 
                False | 
                False | 
                1,466,837 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,382.50 | 
         
        
            | 
2.618             | 
            1,331.50 | 
         
        
            | 
1.618             | 
            1,300.25 | 
         
        
            | 
1.000             | 
            1,281.00 | 
         
        
            | 
0.618             | 
            1,269.00 | 
         
        
            | 
HIGH             | 
            1,249.75 | 
         
        
            | 
0.618             | 
            1,237.75 | 
         
        
            | 
0.500             | 
            1,234.00 | 
         
        
            | 
0.382             | 
            1,230.50 | 
         
        
            | 
LOW             | 
            1,218.50 | 
         
        
            | 
0.618             | 
            1,199.25 | 
         
        
            | 
1.000             | 
            1,187.25 | 
         
        
            | 
1.618             | 
            1,168.00 | 
         
        
            | 
2.618             | 
            1,136.75 | 
         
        
            | 
4.250             | 
            1,085.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,234.00 | 
                                1,239.50 | 
                             
                            
                                | PP | 
                                1,231.50 | 
                                1,235.00 | 
                             
                            
                                | S1 | 
                                1,229.00 | 
                                1,230.75 | 
                             
             
         |