| Trading Metrics calculated at close of trading on 07-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Nov-2012 | 
                    07-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,403.50 | 
                        1,419.00 | 
                        15.50 | 
                        1.1% | 
                        1,399.75 | 
                     
                    
                        | High | 
                        1,422.00 | 
                        1,424.00 | 
                        2.00 | 
                        0.1% | 
                        1,424.00 | 
                     
                    
                        | Low | 
                        1,403.50 | 
                        1,377.25 | 
                        -26.25 | 
                        -1.9% | 
                        1,386.75 | 
                     
                    
                        | Close | 
                        1,418.50 | 
                        1,382.25 | 
                        -36.25 | 
                        -2.6% | 
                        1,398.75 | 
                     
                    
                        | Range | 
                        18.50 | 
                        46.75 | 
                        28.25 | 
                        152.7% | 
                        37.25 | 
                     
                    
                        | ATR | 
                        16.74 | 
                        18.88 | 
                        2.14 | 
                        12.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,714 | 
                        516 | 
                        -4,198 | 
                        -89.1% | 
                        6,710 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,534.75 | 
                1,505.25 | 
                1,408.00 | 
                 | 
             
            
                | R3 | 
                1,488.00 | 
                1,458.50 | 
                1,395.00 | 
                 | 
             
            
                | R2 | 
                1,441.25 | 
                1,441.25 | 
                1,390.75 | 
                 | 
             
            
                | R1 | 
                1,411.75 | 
                1,411.75 | 
                1,386.50 | 
                1,403.00 | 
             
            
                | PP | 
                1,394.50 | 
                1,394.50 | 
                1,394.50 | 
                1,390.25 | 
             
            
                | S1 | 
                1,365.00 | 
                1,365.00 | 
                1,378.00 | 
                1,356.50 | 
             
            
                | S2 | 
                1,347.75 | 
                1,347.75 | 
                1,373.75 | 
                 | 
             
            
                | S3 | 
                1,301.00 | 
                1,318.25 | 
                1,369.50 | 
                 | 
             
            
                | S4 | 
                1,254.25 | 
                1,271.50 | 
                1,356.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,515.00 | 
                1,494.00 | 
                1,419.25 | 
                 | 
             
            
                | R3 | 
                1,477.75 | 
                1,456.75 | 
                1,409.00 | 
                 | 
             
            
                | R2 | 
                1,440.50 | 
                1,440.50 | 
                1,405.50 | 
                 | 
             
            
                | R1 | 
                1,419.50 | 
                1,419.50 | 
                1,402.25 | 
                1,411.50 | 
             
            
                | PP | 
                1,403.25 | 
                1,403.25 | 
                1,403.25 | 
                1,399.00 | 
             
            
                | S1 | 
                1,382.25 | 
                1,382.25 | 
                1,395.25 | 
                1,374.00 | 
             
            
                | S2 | 
                1,366.00 | 
                1,366.00 | 
                1,392.00 | 
                 | 
             
            
                | S3 | 
                1,328.75 | 
                1,345.00 | 
                1,388.50 | 
                 | 
             
            
                | S4 | 
                1,291.50 | 
                1,307.75 | 
                1,378.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,424.00 | 
                1,377.25 | 
                46.75 | 
                3.4% | 
                25.50 | 
                1.9% | 
                11% | 
                True | 
                True | 
                2,285 | 
                 
                
                | 10 | 
                1,424.00 | 
                1,377.25 | 
                46.75 | 
                3.4% | 
                20.75 | 
                1.5% | 
                11% | 
                True | 
                True | 
                1,508 | 
                 
                
                | 20 | 
                1,452.50 | 
                1,377.25 | 
                75.25 | 
                5.4% | 
                19.00 | 
                1.4% | 
                7% | 
                False | 
                True | 
                1,391 | 
                 
                
                | 40 | 
                1,461.00 | 
                1,377.25 | 
                83.75 | 
                6.1% | 
                16.25 | 
                1.2% | 
                6% | 
                False | 
                True | 
                1,487 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,377.25 | 
                83.75 | 
                6.1% | 
                14.00 | 
                1.0% | 
                6% | 
                False | 
                True | 
                1,119 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.7% | 
                13.50 | 
                1.0% | 
                47% | 
                False | 
                False | 
                858 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,293.00 | 
                168.00 | 
                12.2% | 
                12.25 | 
                0.9% | 
                53% | 
                False | 
                False | 
                711 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,246.50 | 
                214.50 | 
                15.5% | 
                11.50 | 
                0.8% | 
                63% | 
                False | 
                False | 
                594 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,622.75 | 
         
        
            | 
2.618             | 
            1,546.50 | 
         
        
            | 
1.618             | 
            1,499.75 | 
         
        
            | 
1.000             | 
            1,470.75 | 
         
        
            | 
0.618             | 
            1,453.00 | 
         
        
            | 
HIGH             | 
            1,424.00 | 
         
        
            | 
0.618             | 
            1,406.25 | 
         
        
            | 
0.500             | 
            1,400.50 | 
         
        
            | 
0.382             | 
            1,395.00 | 
         
        
            | 
LOW             | 
            1,377.25 | 
         
        
            | 
0.618             | 
            1,348.25 | 
         
        
            | 
1.000             | 
            1,330.50 | 
         
        
            | 
1.618             | 
            1,301.50 | 
         
        
            | 
2.618             | 
            1,254.75 | 
         
        
            | 
4.250             | 
            1,178.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,400.50 | 
                                1,400.50 | 
                             
                            
                                | PP | 
                                1,394.50 | 
                                1,394.50 | 
                             
                            
                                | S1 | 
                                1,388.50 | 
                                1,388.50 | 
                             
             
         |