| 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 | 
                        1,395.25 | 
                        1,397.75 | 
                        2.50 | 
                        0.2% | 
                        1,354.25 | 
                     
                    
                        | High | 
                        1,398.25 | 
                        1,401.00 | 
                        2.75 | 
                        0.2% | 
                        1,400.50 | 
                     
                    
                        | Low | 
                        1,388.75 | 
                        1,389.00 | 
                        0.25 | 
                        0.0% | 
                        1,353.75 | 
                     
                    
                        | Close | 
                        1,396.75 | 
                        1,390.75 | 
                        -6.00 | 
                        -0.4% | 
                        1,398.75 | 
                     
                    
                        | Range | 
                        9.50 | 
                        12.00 | 
                        2.50 | 
                        26.3% | 
                        46.75 | 
                     
                    
                        | ATR | 
                        18.18 | 
                        17.74 | 
                        -0.44 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,721 | 
                        4,936 | 
                        1,215 | 
                        32.7% | 
                        27,381 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,429.50 | 
                1,422.25 | 
                1,397.25 | 
                 | 
             
            
                | R3 | 
                1,417.50 | 
                1,410.25 | 
                1,394.00 | 
                 | 
             
            
                | R2 | 
                1,405.50 | 
                1,405.50 | 
                1,393.00 | 
                 | 
             
            
                | R1 | 
                1,398.25 | 
                1,398.25 | 
                1,391.75 | 
                1,396.00 | 
             
            
                | PP | 
                1,393.50 | 
                1,393.50 | 
                1,393.50 | 
                1,392.50 | 
             
            
                | S1 | 
                1,386.25 | 
                1,386.25 | 
                1,389.75 | 
                1,384.00 | 
             
            
                | S2 | 
                1,381.50 | 
                1,381.50 | 
                1,388.50 | 
                 | 
             
            
                | S3 | 
                1,369.50 | 
                1,374.25 | 
                1,387.50 | 
                 | 
             
            
                | S4 | 
                1,357.50 | 
                1,362.25 | 
                1,384.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,524.50 | 
                1,508.50 | 
                1,424.50 | 
                 | 
             
            
                | R3 | 
                1,477.75 | 
                1,461.75 | 
                1,411.50 | 
                 | 
             
            
                | R2 | 
                1,431.00 | 
                1,431.00 | 
                1,407.25 | 
                 | 
             
            
                | R1 | 
                1,415.00 | 
                1,415.00 | 
                1,403.00 | 
                1,423.00 | 
             
            
                | PP | 
                1,384.25 | 
                1,384.25 | 
                1,384.25 | 
                1,388.50 | 
             
            
                | S1 | 
                1,368.25 | 
                1,368.25 | 
                1,394.50 | 
                1,376.25 | 
             
            
                | S2 | 
                1,337.50 | 
                1,337.50 | 
                1,390.25 | 
                 | 
             
            
                | S3 | 
                1,290.75 | 
                1,321.50 | 
                1,386.00 | 
                 | 
             
            
                | S4 | 
                1,244.00 | 
                1,274.75 | 
                1,373.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,401.00 | 
                1,367.75 | 
                33.25 | 
                2.4% | 
                13.25 | 
                1.0% | 
                69% | 
                True | 
                False | 
                5,442 | 
                 
                
                | 10 | 
                1,401.00 | 
                1,333.75 | 
                67.25 | 
                4.8% | 
                17.50 | 
                1.3% | 
                85% | 
                True | 
                False | 
                5,295 | 
                 
                
                | 20 | 
                1,424.00 | 
                1,333.75 | 
                90.25 | 
                6.5% | 
                19.75 | 
                1.4% | 
                63% | 
                False | 
                False | 
                3,728 | 
                 
                
                | 40 | 
                1,459.00 | 
                1,333.75 | 
                125.25 | 
                9.0% | 
                17.50 | 
                1.3% | 
                46% | 
                False | 
                False | 
                2,556 | 
                 
                
                | 60 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.1% | 
                16.25 | 
                1.2% | 
                45% | 
                False | 
                False | 
                2,094 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.1% | 
                14.00 | 
                1.0% | 
                45% | 
                False | 
                False | 
                1,627 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.6% | 
                13.50 | 
                1.0% | 
                53% | 
                False | 
                False | 
                1,331 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,287.50 | 
                173.50 | 
                12.5% | 
                13.00 | 
                0.9% | 
                60% | 
                False | 
                False | 
                1,116 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,452.00 | 
         
        
            | 
2.618             | 
            1,432.50 | 
         
        
            | 
1.618             | 
            1,420.50 | 
         
        
            | 
1.000             | 
            1,413.00 | 
         
        
            | 
0.618             | 
            1,408.50 | 
         
        
            | 
HIGH             | 
            1,401.00 | 
         
        
            | 
0.618             | 
            1,396.50 | 
         
        
            | 
0.500             | 
            1,395.00 | 
         
        
            | 
0.382             | 
            1,393.50 | 
         
        
            | 
LOW             | 
            1,389.00 | 
         
        
            | 
0.618             | 
            1,381.50 | 
         
        
            | 
1.000             | 
            1,377.00 | 
         
        
            | 
1.618             | 
            1,369.50 | 
         
        
            | 
2.618             | 
            1,357.50 | 
         
        
            | 
4.250             | 
            1,338.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,395.00 | 
                                1,391.00 | 
                             
                            
                                | PP | 
                                1,393.50 | 
                                1,391.00 | 
                             
                            
                                | S1 | 
                                1,392.25 | 
                                1,390.75 | 
                             
             
         |