| Trading Metrics calculated at close of trading on 27-Nov-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Nov-2012 | 27-Nov-2012 | Change | Change % | Previous Week |  
                        | Open | 1,751.5 | 1,749.3 | -2.2 | -0.1% | 1,714.4 |  
                        | High | 1,752.3 | 1,751.9 | -0.4 | 0.0% | 1,755.0 |  
                        | Low | 1,746.0 | 1,740.4 | -5.6 | -0.3% | 1,713.4 |  
                        | Close | 1,749.6 | 1,742.3 | -7.3 | -0.4% | 1,751.4 |  
                        | Range | 6.3 | 11.5 | 5.2 | 82.5% | 41.6 |  
                        | ATR | 18.4 | 17.9 | -0.5 | -2.7% | 0.0 |  
                        | Volume | 165,966 | 198,873 | 32,907 | 19.8% | 548,531 |  | 
    
| 
        
            | Daily Pivots for day following 27-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,779.4 | 1,772.3 | 1,748.6 |  |  
                | R3 | 1,767.9 | 1,760.8 | 1,745.5 |  |  
                | R2 | 1,756.4 | 1,756.4 | 1,744.4 |  |  
                | R1 | 1,749.3 | 1,749.3 | 1,743.4 | 1,747.1 |  
                | PP | 1,744.9 | 1,744.9 | 1,744.9 | 1,743.8 |  
                | S1 | 1,737.8 | 1,737.8 | 1,741.2 | 1,735.6 |  
                | S2 | 1,733.4 | 1,733.4 | 1,740.2 |  |  
                | S3 | 1,721.9 | 1,726.3 | 1,739.1 |  |  
                | S4 | 1,710.4 | 1,714.8 | 1,736.0 |  |  | 
        
            | 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 | 1,718.4 | 36.6 | 2.1% | 14.6 | 0.8% | 65% | False | False | 157,569 |  
                | 10 | 1,755.0 | 1,704.5 | 50.5 | 2.9% | 15.9 | 0.9% | 75% | False | False | 151,776 |  
                | 20 | 1,755.0 | 1,672.5 | 82.5 | 4.7% | 18.6 | 1.1% | 85% | False | False | 151,757 |  
                | 40 | 1,798.1 | 1,672.5 | 125.6 | 7.2% | 18.0 | 1.0% | 56% | False | False | 139,810 |  
                | 60 | 1,798.1 | 1,672.5 | 125.6 | 7.2% | 19.7 | 1.1% | 56% | False | False | 149,051 |  
                | 80 | 1,798.1 | 1,592.1 | 206.0 | 11.8% | 19.2 | 1.1% | 73% | False | False | 136,200 |  
                | 100 | 1,798.1 | 1,559.5 | 238.6 | 13.7% | 19.7 | 1.1% | 77% | False | False | 118,807 |  
                | 120 | 1,798.1 | 1,552.0 | 246.1 | 14.1% | 20.7 | 1.2% | 77% | False | False | 99,839 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,800.8 |  
            | 2.618 | 1,782.0 |  
            | 1.618 | 1,770.5 |  
            | 1.000 | 1,763.4 |  
            | 0.618 | 1,759.0 |  
            | HIGH | 1,751.9 |  
            | 0.618 | 1,747.5 |  
            | 0.500 | 1,746.2 |  
            | 0.382 | 1,744.8 |  
            | LOW | 1,740.4 |  
            | 0.618 | 1,733.3 |  
            | 1.000 | 1,728.9 |  
            | 1.618 | 1,721.8 |  
            | 2.618 | 1,710.3 |  
            | 4.250 | 1,691.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Nov-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,746.2 | 1,742.0 |  
                                | PP | 1,744.9 | 1,741.6 |  
                                | S1 | 1,743.6 | 1,741.3 |  |