| Trading Metrics calculated at close of trading on 23-Nov-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Nov-2012 | 23-Nov-2012 | Change | Change % | Previous Week |  
                        | Open | 1,727.8 | 1,731.0 | 3.2 | 0.2% | 1,714.4 |  
                        | High | 1,732.0 | 1,755.0 | 23.0 | 1.3% | 1,755.0 |  
                        | Low | 1,718.4 | 1,727.6 | 9.2 | 0.5% | 1,713.4 |  
                        | Close | 1,728.2 | 1,751.4 | 23.2 | 1.3% | 1,751.4 |  
                        | Range | 13.6 | 27.4 | 13.8 | 101.5% | 41.6 |  
                        | ATR | 18.7 | 19.3 | 0.6 | 3.3% | 0.0 |  
                        | Volume | 129,035 | 165,900 | 36,865 | 28.6% | 548,531 |  | 
    
| 
        
            | Daily Pivots for day following 23-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,826.9 | 1,816.5 | 1,766.5 |  |  
                | R3 | 1,799.5 | 1,789.1 | 1,758.9 |  |  
                | R2 | 1,772.1 | 1,772.1 | 1,756.4 |  |  
                | R1 | 1,761.7 | 1,761.7 | 1,753.9 | 1,766.9 |  
                | PP | 1,744.7 | 1,744.7 | 1,744.7 | 1,747.3 |  
                | S1 | 1,734.3 | 1,734.3 | 1,748.9 | 1,739.5 |  
                | S2 | 1,717.3 | 1,717.3 | 1,746.4 |  |  
                | S3 | 1,689.9 | 1,706.9 | 1,743.9 |  |  
                | S4 | 1,662.5 | 1,679.5 | 1,736.3 |  |  | 
        
            | Weekly Pivots for week ending 23-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,864.7 | 1,849.7 | 1,774.3 |  |  
                | R3 | 1,823.1 | 1,808.1 | 1,762.8 |  |  
                | R2 | 1,781.5 | 1,781.5 | 1,759.0 |  |  
                | R1 | 1,766.5 | 1,766.5 | 1,755.2 | 1,774.0 |  
                | PP | 1,739.9 | 1,739.9 | 1,739.9 | 1,743.7 |  
                | S1 | 1,724.9 | 1,724.9 | 1,747.6 | 1,732.4 |  
                | S2 | 1,698.3 | 1,698.3 | 1,743.8 |  |  
                | S3 | 1,656.7 | 1,683.3 | 1,740.0 |  |  
                | S4 | 1,615.1 | 1,641.7 | 1,728.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,755.0 | 1,705.6 | 49.4 | 2.8% | 17.8 | 1.0% | 93% | True | False | 137,096 |  
                | 10 | 1,755.0 | 1,704.5 | 50.5 | 2.9% | 16.7 | 1.0% | 93% | True | False | 140,877 |  
                | 20 | 1,755.0 | 1,672.5 | 82.5 | 4.7% | 19.2 | 1.1% | 96% | True | False | 142,721 |  
                | 40 | 1,798.1 | 1,672.5 | 125.6 | 7.2% | 18.7 | 1.1% | 63% | False | False | 139,378 |  
                | 60 | 1,798.1 | 1,647.1 | 151.0 | 8.6% | 20.4 | 1.2% | 69% | False | False | 147,435 |  
                | 80 | 1,798.1 | 1,586.3 | 211.8 | 12.1% | 19.7 | 1.1% | 78% | False | False | 134,958 |  
                | 100 | 1,798.1 | 1,559.5 | 238.6 | 13.6% | 20.1 | 1.1% | 80% | False | False | 115,380 |  
                | 120 | 1,798.1 | 1,552.0 | 246.1 | 14.1% | 21.2 | 1.2% | 81% | False | False | 96,841 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,871.5 |  
            | 2.618 | 1,826.7 |  
            | 1.618 | 1,799.3 |  
            | 1.000 | 1,782.4 |  
            | 0.618 | 1,771.9 |  
            | HIGH | 1,755.0 |  
            | 0.618 | 1,744.5 |  
            | 0.500 | 1,741.3 |  
            | 0.382 | 1,738.1 |  
            | LOW | 1,727.6 |  
            | 0.618 | 1,710.7 |  
            | 1.000 | 1,700.2 |  
            | 1.618 | 1,683.3 |  
            | 2.618 | 1,655.9 |  
            | 4.250 | 1,611.2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Nov-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,748.0 | 1,746.5 |  
                                | PP | 1,744.7 | 1,741.6 |  
                                | S1 | 1,741.3 | 1,736.7 |  |