| Trading Metrics calculated at close of trading on 20-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Dec-2012 | 
                    20-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,440.50 | 
                        1,429.00 | 
                        -11.50 | 
                        -0.8% | 
                        1,410.00 | 
                     
                    
                        | High | 
                        1,446.00 | 
                        1,441.25 | 
                        -4.75 | 
                        -0.3% | 
                        1,432.50 | 
                     
                    
                        | Low | 
                        1,428.25 | 
                        1,427.25 | 
                        -1.00 | 
                        -0.1% | 
                        1,404.50 | 
                     
                    
                        | Close | 
                        1,433.00 | 
                        1,440.50 | 
                        7.50 | 
                        0.5% | 
                        1,409.25 | 
                     
                    
                        | Range | 
                        17.75 | 
                        14.00 | 
                        -3.75 | 
                        -21.1% | 
                        28.00 | 
                     
                    
                        | ATR | 
                        16.20 | 
                        16.05 | 
                        -0.16 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,013,922 | 
                        1,647,010 | 
                        -366,912 | 
                        -18.2% | 
                        3,120,042 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,478.25 | 
                1,473.50 | 
                1,448.25 | 
                 | 
             
            
                | R3 | 
                1,464.25 | 
                1,459.50 | 
                1,444.25 | 
                 | 
             
            
                | R2 | 
                1,450.25 | 
                1,450.25 | 
                1,443.00 | 
                 | 
             
            
                | R1 | 
                1,445.50 | 
                1,445.50 | 
                1,441.75 | 
                1,448.00 | 
             
            
                | PP | 
                1,436.25 | 
                1,436.25 | 
                1,436.25 | 
                1,437.50 | 
             
            
                | S1 | 
                1,431.50 | 
                1,431.50 | 
                1,439.25 | 
                1,434.00 | 
             
            
                | S2 | 
                1,422.25 | 
                1,422.25 | 
                1,438.00 | 
                 | 
             
            
                | S3 | 
                1,408.25 | 
                1,417.50 | 
                1,436.75 | 
                 | 
             
            
                | S4 | 
                1,394.25 | 
                1,403.50 | 
                1,432.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,446.00 | 
                1,405.75 | 
                40.25 | 
                2.8% | 
                16.75 | 
                1.2% | 
                86% | 
                False | 
                False | 
                1,981,025 | 
                 
                
                | 10 | 
                1,446.00 | 
                1,402.25 | 
                43.75 | 
                3.0% | 
                15.50 | 
                1.1% | 
                87% | 
                False | 
                False | 
                1,140,386 | 
                 
                
                | 20 | 
                1,446.00 | 
                1,376.50 | 
                69.50 | 
                4.8% | 
                15.00 | 
                1.0% | 
                92% | 
                False | 
                False | 
                577,247 | 
                 
                
                | 40 | 
                1,446.00 | 
                1,333.75 | 
                112.25 | 
                7.8% | 
                17.50 | 
                1.2% | 
                95% | 
                False | 
                False | 
                290,247 | 
                 
                
                | 60 | 
                1,459.00 | 
                1,333.75 | 
                125.25 | 
                8.7% | 
                17.00 | 
                1.2% | 
                85% | 
                False | 
                False | 
                194,152 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                8.8% | 
                15.75 | 
                1.1% | 
                84% | 
                False | 
                False | 
                145,742 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                8.8% | 
                14.25 | 
                1.0% | 
                84% | 
                False | 
                False | 
                116,627 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.3% | 
                13.50 | 
                0.9% | 
                86% | 
                False | 
                False | 
                97,210 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,500.75 | 
         
        
            | 
2.618             | 
            1,478.00 | 
         
        
            | 
1.618             | 
            1,464.00 | 
         
        
            | 
1.000             | 
            1,455.25 | 
         
        
            | 
0.618             | 
            1,450.00 | 
         
        
            | 
HIGH             | 
            1,441.25 | 
         
        
            | 
0.618             | 
            1,436.00 | 
         
        
            | 
0.500             | 
            1,434.25 | 
         
        
            | 
0.382             | 
            1,432.50 | 
         
        
            | 
LOW             | 
            1,427.25 | 
         
        
            | 
0.618             | 
            1,418.50 | 
         
        
            | 
1.000             | 
            1,413.25 | 
         
        
            | 
1.618             | 
            1,404.50 | 
         
        
            | 
2.618             | 
            1,390.50 | 
         
        
            | 
4.250             | 
            1,367.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,438.50 | 
                                1,439.00 | 
                             
                            
                                | PP | 
                                1,436.25 | 
                                1,437.25 | 
                             
                            
                                | S1 | 
                                1,434.25 | 
                                1,435.50 | 
                             
             
         |