| Trading Metrics calculated at close of trading on 09-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Nov-2012 | 
                    09-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,385.00 | 
                        1,369.25 | 
                        -15.75 | 
                        -1.1% | 
                        1,395.75 | 
                     
                    
                        | High | 
                        1,390.75 | 
                        1,381.25 | 
                        -9.50 | 
                        -0.7% | 
                        1,424.00 | 
                     
                    
                        | Low | 
                        1,366.00 | 
                        1,357.00 | 
                        -9.00 | 
                        -0.7% | 
                        1,357.00 | 
                     
                    
                        | Close | 
                        1,368.50 | 
                        1,369.00 | 
                        0.50 | 
                        0.0% | 
                        1,369.00 | 
                     
                    
                        | Range | 
                        24.75 | 
                        24.25 | 
                        -0.50 | 
                        -2.0% | 
                        67.00 | 
                     
                    
                        | ATR | 
                        19.30 | 
                        19.66 | 
                        0.35 | 
                        1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,842 | 
                        4,059 | 
                        217 | 
                        5.6% | 
                        14,277 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,441.75 | 
                1,429.75 | 
                1,382.25 | 
                 | 
             
            
                | R3 | 
                1,417.50 | 
                1,405.50 | 
                1,375.75 | 
                 | 
             
            
                | R2 | 
                1,393.25 | 
                1,393.25 | 
                1,373.50 | 
                 | 
             
            
                | R1 | 
                1,381.25 | 
                1,381.25 | 
                1,371.25 | 
                1,375.00 | 
             
            
                | PP | 
                1,369.00 | 
                1,369.00 | 
                1,369.00 | 
                1,366.00 | 
             
            
                | S1 | 
                1,357.00 | 
                1,357.00 | 
                1,366.75 | 
                1,351.00 | 
             
            
                | S2 | 
                1,344.75 | 
                1,344.75 | 
                1,364.50 | 
                 | 
             
            
                | S3 | 
                1,320.50 | 
                1,332.75 | 
                1,362.25 | 
                 | 
             
            
                | S4 | 
                1,296.25 | 
                1,308.50 | 
                1,355.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,584.25 | 
                1,543.75 | 
                1,405.75 | 
                 | 
             
            
                | R3 | 
                1,517.25 | 
                1,476.75 | 
                1,387.50 | 
                 | 
             
            
                | R2 | 
                1,450.25 | 
                1,450.25 | 
                1,381.25 | 
                 | 
             
            
                | R1 | 
                1,409.75 | 
                1,409.75 | 
                1,375.25 | 
                1,396.50 | 
             
            
                | PP | 
                1,383.25 | 
                1,383.25 | 
                1,383.25 | 
                1,376.75 | 
             
            
                | S1 | 
                1,342.75 | 
                1,342.75 | 
                1,362.75 | 
                1,329.50 | 
             
            
                | S2 | 
                1,316.25 | 
                1,316.25 | 
                1,356.75 | 
                 | 
             
            
                | S3 | 
                1,249.25 | 
                1,275.75 | 
                1,350.50 | 
                 | 
             
            
                | S4 | 
                1,182.25 | 
                1,208.75 | 
                1,332.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,357.00 | 
                67.00 | 
                4.9% | 
                25.00 | 
                1.8% | 
                18% | 
                False | 
                True | 
                2,855 | 
                 
                
                | 10 | 
                1,424.00 | 
                1,357.00 | 
                67.00 | 
                4.9% | 
                22.25 | 
                1.6% | 
                18% | 
                False | 
                True | 
                2,098 | 
                 
                
                | 20 | 
                1,452.50 | 
                1,357.00 | 
                95.50 | 
                7.0% | 
                20.00 | 
                1.5% | 
                13% | 
                False | 
                True | 
                1,697 | 
                 
                
                | 40 | 
                1,459.00 | 
                1,357.00 | 
                102.00 | 
                7.5% | 
                16.50 | 
                1.2% | 
                12% | 
                False | 
                True | 
                1,679 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,357.00 | 
                104.00 | 
                7.6% | 
                14.75 | 
                1.1% | 
                12% | 
                False | 
                True | 
                1,224 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.8% | 
                13.75 | 
                1.0% | 
                38% | 
                False | 
                False | 
                956 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,293.00 | 
                168.00 | 
                12.3% | 
                12.75 | 
                0.9% | 
                45% | 
                False | 
                False | 
                790 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,246.50 | 
                214.50 | 
                15.7% | 
                11.75 | 
                0.9% | 
                57% | 
                False | 
                False | 
                660 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,484.25 | 
         
        
            | 
2.618             | 
            1,444.75 | 
         
        
            | 
1.618             | 
            1,420.50 | 
         
        
            | 
1.000             | 
            1,405.50 | 
         
        
            | 
0.618             | 
            1,396.25 | 
         
        
            | 
HIGH             | 
            1,381.25 | 
         
        
            | 
0.618             | 
            1,372.00 | 
         
        
            | 
0.500             | 
            1,369.00 | 
         
        
            | 
0.382             | 
            1,366.25 | 
         
        
            | 
LOW             | 
            1,357.00 | 
         
        
            | 
0.618             | 
            1,342.00 | 
         
        
            | 
1.000             | 
            1,332.75 | 
         
        
            | 
1.618             | 
            1,317.75 | 
         
        
            | 
2.618             | 
            1,293.50 | 
         
        
            | 
4.250             | 
            1,254.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,369.00 | 
                                1,390.50 | 
                             
                            
                                | PP | 
                                1,369.00 | 
                                1,383.25 | 
                             
                            
                                | S1 | 
                                1,369.00 | 
                                1,376.25 | 
                             
             
         |