| Trading Metrics calculated at close of trading on 16-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Dec-2011 | 
                    16-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,212.75 | 
                        1,218.25 | 
                        5.50 | 
                        0.5% | 
                        1,256.00 | 
                     
                    
                        | High | 
                        1,227.00 | 
                        1,229.25 | 
                        2.25 | 
                        0.2% | 
                        1,260.50 | 
                     
                    
                        | Low | 
                        1,204.75 | 
                        1,217.25 | 
                        12.50 | 
                        1.0% | 
                        1,204.75 | 
                     
                    
                        | Close | 
                        1,218.00 | 
                        1,225.05 | 
                        7.05 | 
                        0.6% | 
                        1,225.05 | 
                     
                    
                        | Range | 
                        22.25 | 
                        12.00 | 
                        -10.25 | 
                        -46.1% | 
                        55.75 | 
                     
                    
                        | ATR | 
                        29.28 | 
                        28.04 | 
                        -1.23 | 
                        -4.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        267,129 | 
                        75,185 | 
                        -191,944 | 
                        -71.9% | 
                        2,843,828 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,259.75 | 
                1,254.50 | 
                1,231.75 | 
                 | 
             
            
                | R3 | 
                1,247.75 | 
                1,242.50 | 
                1,228.25 | 
                 | 
             
            
                | R2 | 
                1,235.75 | 
                1,235.75 | 
                1,227.25 | 
                 | 
             
            
                | R1 | 
                1,230.50 | 
                1,230.50 | 
                1,226.25 | 
                1,233.25 | 
             
            
                | PP | 
                1,223.75 | 
                1,223.75 | 
                1,223.75 | 
                1,225.25 | 
             
            
                | S1 | 
                1,218.50 | 
                1,218.50 | 
                1,224.00 | 
                1,221.25 | 
             
            
                | S2 | 
                1,211.75 | 
                1,211.75 | 
                1,222.75 | 
                 | 
             
            
                | S3 | 
                1,199.75 | 
                1,206.50 | 
                1,221.75 | 
                 | 
             
            
                | S4 | 
                1,187.75 | 
                1,194.50 | 
                1,218.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,397.25 | 
                1,367.00 | 
                1,255.75 | 
                 | 
             
            
                | R3 | 
                1,341.50 | 
                1,311.25 | 
                1,240.50 | 
                 | 
             
            
                | R2 | 
                1,285.75 | 
                1,285.75 | 
                1,235.25 | 
                 | 
             
            
                | R1 | 
                1,255.50 | 
                1,255.50 | 
                1,230.25 | 
                1,242.75 | 
             
            
                | PP | 
                1,230.00 | 
                1,230.00 | 
                1,230.00 | 
                1,223.75 | 
             
            
                | S1 | 
                1,199.75 | 
                1,199.75 | 
                1,220.00 | 
                1,187.00 | 
             
            
                | S2 | 
                1,174.25 | 
                1,174.25 | 
                1,214.75 | 
                 | 
             
            
                | S3 | 
                1,118.50 | 
                1,144.00 | 
                1,209.75 | 
                 | 
             
            
                | S4 | 
                1,062.75 | 
                1,088.25 | 
                1,194.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,260.50 | 
                1,204.75 | 
                55.75 | 
                4.6% | 
                24.75 | 
                2.0% | 
                36% | 
                False | 
                False | 
                568,765 | 
                 
                
                | 10 | 
                1,272.00 | 
                1,204.75 | 
                67.25 | 
                5.5% | 
                26.00 | 
                2.1% | 
                30% | 
                False | 
                False | 
                1,366,760 | 
                 
                
                | 20 | 
                1,272.00 | 
                1,147.50 | 
                124.50 | 
                10.2% | 
                26.50 | 
                2.2% | 
                62% | 
                False | 
                False | 
                1,826,501 | 
                 
                
                | 40 | 
                1,289.25 | 
                1,147.50 | 
                141.75 | 
                11.6% | 
                28.75 | 
                2.4% | 
                55% | 
                False | 
                False | 
                2,148,060 | 
                 
                
                | 60 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.1% | 
                30.75 | 
                2.5% | 
                71% | 
                False | 
                False | 
                2,371,452 | 
                 
                
                | 80 | 
                1,289.25 | 
                1,068.00 | 
                221.25 | 
                18.1% | 
                31.50 | 
                2.6% | 
                71% | 
                False | 
                False | 
                2,209,821 | 
                 
                
                | 100 | 
                1,307.00 | 
                1,068.00 | 
                239.00 | 
                19.5% | 
                34.25 | 
                2.8% | 
                66% | 
                False | 
                False | 
                1,769,190 | 
                 
                
                | 120 | 
                1,348.75 | 
                1,068.00 | 
                280.75 | 
                22.9% | 
                31.75 | 
                2.6% | 
                56% | 
                False | 
                False | 
                1,474,588 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,280.25 | 
         
        
            | 
2.618             | 
            1,260.75 | 
         
        
            | 
1.618             | 
            1,248.75 | 
         
        
            | 
1.000             | 
            1,241.25 | 
         
        
            | 
0.618             | 
            1,236.75 | 
         
        
            | 
HIGH             | 
            1,229.25 | 
         
        
            | 
0.618             | 
            1,224.75 | 
         
        
            | 
0.500             | 
            1,223.25 | 
         
        
            | 
0.382             | 
            1,221.75 | 
         
        
            | 
LOW             | 
            1,217.25 | 
         
        
            | 
0.618             | 
            1,209.75 | 
         
        
            | 
1.000             | 
            1,205.25 | 
         
        
            | 
1.618             | 
            1,197.75 | 
         
        
            | 
2.618             | 
            1,185.75 | 
         
        
            | 
4.250             | 
            1,166.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,224.50 | 
                                1,223.00 | 
                             
                            
                                | PP | 
                                1,223.75 | 
                                1,220.75 | 
                             
                            
                                | S1 | 
                                1,223.25 | 
                                1,218.50 | 
                             
             
         |