| 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 | 
                        1,419.75 | 
                        1,410.50 | 
                        -9.25 | 
                        -0.7% | 
                        1,410.00 | 
                     
                    
                        | High | 
                        1,425.25 | 
                        1,419.25 | 
                        -6.00 | 
                        -0.4% | 
                        1,432.50 | 
                     
                    
                        | Low | 
                        1,409.75 | 
                        1,405.75 | 
                        -4.00 | 
                        -0.3% | 
                        1,404.50 | 
                     
                    
                        | Close | 
                        1,412.00 | 
                        1,409.25 | 
                        -2.75 | 
                        -0.2% | 
                        1,409.25 | 
                     
                    
                        | Range | 
                        15.50 | 
                        13.50 | 
                        -2.00 | 
                        -12.9% | 
                        28.00 | 
                     
                    
                        | ATR | 
                        15.79 | 
                        15.62 | 
                        -0.16 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        967,938 | 
                        1,689,033 | 
                        721,095 | 
                        74.5% | 
                        3,120,042 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,452.00 | 
                1,444.00 | 
                1,416.75 | 
                 | 
             
            
                | R3 | 
                1,438.50 | 
                1,430.50 | 
                1,413.00 | 
                 | 
             
            
                | R2 | 
                1,425.00 | 
                1,425.00 | 
                1,411.75 | 
                 | 
             
            
                | R1 | 
                1,417.00 | 
                1,417.00 | 
                1,410.50 | 
                1,414.25 | 
             
            
                | PP | 
                1,411.50 | 
                1,411.50 | 
                1,411.50 | 
                1,410.00 | 
             
            
                | S1 | 
                1,403.50 | 
                1,403.50 | 
                1,408.00 | 
                1,400.75 | 
             
            
                | S2 | 
                1,398.00 | 
                1,398.00 | 
                1,406.75 | 
                 | 
             
            
                | S3 | 
                1,384.50 | 
                1,390.00 | 
                1,405.50 | 
                 | 
             
            
                | S4 | 
                1,371.00 | 
                1,376.50 | 
                1,401.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,499.50 | 
                1,482.25 | 
                1,424.75 | 
                 | 
             
            
                | R3 | 
                1,471.50 | 
                1,454.25 | 
                1,417.00 | 
                 | 
             
            
                | R2 | 
                1,443.50 | 
                1,443.50 | 
                1,414.50 | 
                 | 
             
            
                | R1 | 
                1,426.25 | 
                1,426.25 | 
                1,411.75 | 
                1,421.00 | 
             
            
                | PP | 
                1,415.50 | 
                1,415.50 | 
                1,415.50 | 
                1,412.75 | 
             
            
                | S1 | 
                1,398.25 | 
                1,398.25 | 
                1,406.75 | 
                1,393.00 | 
             
            
                | S2 | 
                1,387.50 | 
                1,387.50 | 
                1,404.00 | 
                 | 
             
            
                | S3 | 
                1,359.50 | 
                1,370.25 | 
                1,401.50 | 
                 | 
             
            
                | S4 | 
                1,331.50 | 
                1,342.25 | 
                1,393.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,432.50 | 
                1,404.50 | 
                28.00 | 
                2.0% | 
                14.25 | 
                1.0% | 
                17% | 
                False | 
                False | 
                624,008 | 
                 
                
                | 10 | 
                1,432.50 | 
                1,390.50 | 
                42.00 | 
                3.0% | 
                14.00 | 
                1.0% | 
                45% | 
                False | 
                False | 
                328,329 | 
                 
                
                | 20 | 
                1,432.50 | 
                1,333.75 | 
                98.75 | 
                7.0% | 
                15.00 | 
                1.1% | 
                76% | 
                False | 
                False | 
                167,959 | 
                 
                
                | 40 | 
                1,445.50 | 
                1,333.75 | 
                111.75 | 
                7.9% | 
                17.75 | 
                1.3% | 
                68% | 
                False | 
                False | 
                84,994 | 
                 
                
                | 60 | 
                1,459.00 | 
                1,333.75 | 
                125.25 | 
                8.9% | 
                16.75 | 
                1.2% | 
                60% | 
                False | 
                False | 
                57,263 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                15.25 | 
                1.1% | 
                59% | 
                False | 
                False | 
                43,050 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,319.00 | 
                142.00 | 
                10.1% | 
                14.25 | 
                1.0% | 
                64% | 
                False | 
                False | 
                34,471 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,295.00 | 
                166.00 | 
                11.8% | 
                13.50 | 
                1.0% | 
                69% | 
                False | 
                False | 
                28,746 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,476.50 | 
         
        
            | 
2.618             | 
            1,454.50 | 
         
        
            | 
1.618             | 
            1,441.00 | 
         
        
            | 
1.000             | 
            1,432.75 | 
         
        
            | 
0.618             | 
            1,427.50 | 
         
        
            | 
HIGH             | 
            1,419.25 | 
         
        
            | 
0.618             | 
            1,414.00 | 
         
        
            | 
0.500             | 
            1,412.50 | 
         
        
            | 
0.382             | 
            1,411.00 | 
         
        
            | 
LOW             | 
            1,405.75 | 
         
        
            | 
0.618             | 
            1,397.50 | 
         
        
            | 
1.000             | 
            1,392.25 | 
         
        
            | 
1.618             | 
            1,384.00 | 
         
        
            | 
2.618             | 
            1,370.50 | 
         
        
            | 
4.250             | 
            1,348.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,412.50 | 
                                1,419.00 | 
                             
                            
                                | PP | 
                                1,411.50 | 
                                1,415.75 | 
                             
                            
                                | S1 | 
                                1,410.25 | 
                                1,412.50 | 
                             
             
         |