| Trading Metrics calculated at close of trading on 14-Dec-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Dec-2012 | 14-Dec-2012 | Change | Change % | Previous Week |  
                        | Open | 1,707.2 | 1,698.3 | -8.9 | -0.5% | 1,704.2 |  
                        | High | 1,707.2 | 1,699.2 | -8.0 | -0.5% | 1,722.3 |  
                        | Low | 1,689.9 | 1,694.4 | 4.5 | 0.3% | 1,689.9 |  
                        | Close | 1,695.6 | 1,695.8 | 0.2 | 0.0% | 1,695.8 |  
                        | Range | 17.3 | 4.8 | -12.5 | -72.3% | 32.4 |  
                        | ATR | 18.4 | 17.4 | -1.0 | -5.3% | 0.0 |  
                        | Volume | 240 | 72 | -168 | -70.0% | 683 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,710.9 | 1,708.1 | 1,698.4 |  |  
                | R3 | 1,706.1 | 1,703.3 | 1,697.1 |  |  
                | R2 | 1,701.3 | 1,701.3 | 1,696.7 |  |  
                | R1 | 1,698.5 | 1,698.5 | 1,696.2 | 1,697.5 |  
                | PP | 1,696.5 | 1,696.5 | 1,696.5 | 1,696.0 |  
                | S1 | 1,693.7 | 1,693.7 | 1,695.4 | 1,692.7 |  
                | S2 | 1,691.7 | 1,691.7 | 1,694.9 |  |  
                | S3 | 1,686.9 | 1,688.9 | 1,694.5 |  |  
                | S4 | 1,682.1 | 1,684.1 | 1,693.2 |  |  | 
        
            | Weekly Pivots for week ending 14-Dec-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,799.9 | 1,780.2 | 1,713.6 |  |  
                | R3 | 1,767.5 | 1,747.8 | 1,704.7 |  |  
                | R2 | 1,735.1 | 1,735.1 | 1,701.7 |  |  
                | R1 | 1,715.4 | 1,715.4 | 1,698.8 | 1,709.1 |  
                | PP | 1,702.7 | 1,702.7 | 1,702.7 | 1,699.5 |  
                | S1 | 1,683.0 | 1,683.0 | 1,692.8 | 1,676.7 |  
                | S2 | 1,670.3 | 1,670.3 | 1,689.9 |  |  
                | S3 | 1,637.9 | 1,650.6 | 1,686.9 |  |  
                | S4 | 1,605.5 | 1,618.2 | 1,678.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,722.3 | 1,689.9 | 32.4 | 1.9% | 11.5 | 0.7% | 18% | False | False | 136 |  
                | 10 | 1,722.3 | 1,684.0 | 38.3 | 2.3% | 14.7 | 0.9% | 31% | False | False | 530 |  
                | 20 | 1,755.0 | 1,684.0 | 71.0 | 4.2% | 16.3 | 1.0% | 17% | False | False | 70,052 |  
                | 40 | 1,755.0 | 1,672.5 | 82.5 | 4.9% | 18.1 | 1.1% | 28% | False | False | 106,814 |  
                | 60 | 1,798.1 | 1,672.5 | 125.6 | 7.4% | 18.3 | 1.1% | 19% | False | False | 119,511 |  
                | 80 | 1,798.1 | 1,647.1 | 151.0 | 8.9% | 19.3 | 1.1% | 32% | False | False | 125,872 |  
                | 100 | 1,798.1 | 1,586.3 | 211.8 | 12.5% | 19.1 | 1.1% | 52% | False | False | 120,132 |  
                | 120 | 1,798.1 | 1,552.0 | 246.1 | 14.5% | 20.0 | 1.2% | 58% | False | False | 102,385 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,719.6 |  
            | 2.618 | 1,711.8 |  
            | 1.618 | 1,707.0 |  
            | 1.000 | 1,704.0 |  
            | 0.618 | 1,702.2 |  
            | HIGH | 1,699.2 |  
            | 0.618 | 1,697.4 |  
            | 0.500 | 1,696.8 |  
            | 0.382 | 1,696.2 |  
            | LOW | 1,694.4 |  
            | 0.618 | 1,691.4 |  
            | 1.000 | 1,689.6 |  
            | 1.618 | 1,686.6 |  
            | 2.618 | 1,681.8 |  
            | 4.250 | 1,674.0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,696.8 | 1,706.1 |  
                                | PP | 1,696.5 | 1,702.7 |  
                                | S1 | 1,696.1 | 1,699.2 |  |