| Trading Metrics calculated at close of trading on 21-Dec-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Dec-2012 | 21-Dec-2012 | Change | Change % | Previous Week |  
                        | Open | 1,667.9 | 1,648.0 | -19.9 | -1.2% | 1,690.5 |  
                        | High | 1,671.0 | 1,659.1 | -11.9 | -0.7% | 1,702.8 |  
                        | Low | 1,637.6 | 1,635.8 | -1.8 | -0.1% | 1,635.8 |  
                        | Close | 1,644.9 | 1,659.1 | 14.2 | 0.9% | 1,659.1 |  
                        | Range | 33.4 | 23.3 | -10.1 | -30.2% | 67.0 |  
                        | ATR | 19.2 | 19.5 | 0.3 | 1.5% | 0.0 |  
                        | Volume | 158 | 78 | -80 | -50.6% | 878 |  | 
    
| 
        
            | Daily Pivots for day following 21-Dec-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,721.2 | 1,713.5 | 1,671.9 |  |  
                | R3 | 1,697.9 | 1,690.2 | 1,665.5 |  |  
                | R2 | 1,674.6 | 1,674.6 | 1,663.4 |  |  
                | R1 | 1,666.9 | 1,666.9 | 1,661.2 | 1,670.8 |  
                | PP | 1,651.3 | 1,651.3 | 1,651.3 | 1,653.3 |  
                | S1 | 1,643.6 | 1,643.6 | 1,657.0 | 1,647.5 |  
                | S2 | 1,628.0 | 1,628.0 | 1,654.8 |  |  
                | S3 | 1,604.7 | 1,620.3 | 1,652.7 |  |  
                | S4 | 1,581.4 | 1,597.0 | 1,646.3 |  |  | 
        
            | Weekly Pivots for week ending 21-Dec-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,866.9 | 1,830.0 | 1,696.0 |  |  
                | R3 | 1,799.9 | 1,763.0 | 1,677.5 |  |  
                | R2 | 1,732.9 | 1,732.9 | 1,671.4 |  |  
                | R1 | 1,696.0 | 1,696.0 | 1,665.2 | 1,681.0 |  
                | PP | 1,665.9 | 1,665.9 | 1,665.9 | 1,658.4 |  
                | S1 | 1,629.0 | 1,629.0 | 1,653.0 | 1,614.0 |  
                | S2 | 1,598.9 | 1,598.9 | 1,646.8 |  |  
                | S3 | 1,531.9 | 1,562.0 | 1,640.7 |  |  
                | S4 | 1,464.9 | 1,495.0 | 1,622.3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,702.8 | 1,635.8 | 67.0 | 4.0% | 23.8 | 1.4% | 35% | False | True | 175 |  
                | 10 | 1,722.3 | 1,635.8 | 86.5 | 5.2% | 17.6 | 1.1% | 27% | False | True | 156 |  
                | 20 | 1,752.3 | 1,635.8 | 116.5 | 7.0% | 17.8 | 1.1% | 20% | False | True | 35,822 |  
                | 40 | 1,755.0 | 1,635.8 | 119.2 | 7.2% | 18.5 | 1.1% | 20% | False | True | 89,271 |  
                | 60 | 1,798.1 | 1,635.8 | 162.3 | 9.8% | 18.4 | 1.1% | 14% | False | True | 104,859 |  
                | 80 | 1,798.1 | 1,635.8 | 162.3 | 9.8% | 19.7 | 1.2% | 14% | False | True | 119,532 |  
                | 100 | 1,798.1 | 1,586.3 | 211.8 | 12.8% | 19.3 | 1.2% | 34% | False | False | 115,130 |  
                | 120 | 1,798.1 | 1,559.5 | 238.6 | 14.4% | 19.7 | 1.2% | 42% | False | False | 102,120 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,758.1 |  
            | 2.618 | 1,720.1 |  
            | 1.618 | 1,696.8 |  
            | 1.000 | 1,682.4 |  
            | 0.618 | 1,673.5 |  
            | HIGH | 1,659.1 |  
            | 0.618 | 1,650.2 |  
            | 0.500 | 1,647.5 |  
            | 0.382 | 1,644.7 |  
            | LOW | 1,635.8 |  
            | 0.618 | 1,621.4 |  
            | 1.000 | 1,612.5 |  
            | 1.618 | 1,598.1 |  
            | 2.618 | 1,574.8 |  
            | 4.250 | 1,536.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Dec-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,655.2 | 1,658.0 |  
                                | PP | 1,651.3 | 1,657.0 |  
                                | S1 | 1,647.5 | 1,655.9 |  |