| Trading Metrics calculated at close of trading on 24-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Dec-2012 | 
                    24-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,441.00 | 
                        1,424.25 | 
                        -16.75 | 
                        -1.2% | 
                        1,415.25 | 
                     
                    
                        | High | 
                        1,441.25 | 
                        1,424.50 | 
                        -16.75 | 
                        -1.2% | 
                        1,446.00 | 
                     
                    
                        | Low | 
                        1,391.25 | 
                        1,417.50 | 
                        26.25 | 
                        1.9% | 
                        1,391.25 | 
                     
                    
                        | Close | 
                        1,426.00 | 
                        1,419.75 | 
                        -6.25 | 
                        -0.4% | 
                        1,426.00 | 
                     
                    
                        | Range | 
                        50.00 | 
                        7.00 | 
                        -43.00 | 
                        -86.0% | 
                        54.75 | 
                     
                    
                        | ATR | 
                        18.47 | 
                        17.76 | 
                        -0.71 | 
                        -3.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,112,856 | 
                        318,126 | 
                        -1,794,730 | 
                        -84.9% | 
                        10,328,948 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,441.50 | 
                1,437.75 | 
                1,423.50 | 
                 | 
             
            
                | R3 | 
                1,434.50 | 
                1,430.75 | 
                1,421.75 | 
                 | 
             
            
                | R2 | 
                1,427.50 | 
                1,427.50 | 
                1,421.00 | 
                 | 
             
            
                | R1 | 
                1,423.75 | 
                1,423.75 | 
                1,420.50 | 
                1,422.00 | 
             
            
                | PP | 
                1,420.50 | 
                1,420.50 | 
                1,420.50 | 
                1,419.75 | 
             
            
                | S1 | 
                1,416.75 | 
                1,416.75 | 
                1,419.00 | 
                1,415.00 | 
             
            
                | S2 | 
                1,413.50 | 
                1,413.50 | 
                1,418.50 | 
                 | 
             
            
                | S3 | 
                1,406.50 | 
                1,409.75 | 
                1,417.75 | 
                 | 
             
            
                | S4 | 
                1,399.50 | 
                1,402.75 | 
                1,416.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,585.25 | 
                1,560.50 | 
                1,456.00 | 
                 | 
             
            
                | R3 | 
                1,530.50 | 
                1,505.75 | 
                1,441.00 | 
                 | 
             
            
                | R2 | 
                1,475.75 | 
                1,475.75 | 
                1,436.00 | 
                 | 
             
            
                | R1 | 
                1,451.00 | 
                1,451.00 | 
                1,431.00 | 
                1,463.50 | 
             
            
                | PP | 
                1,421.00 | 
                1,421.00 | 
                1,421.00 | 
                1,427.25 | 
             
            
                | S1 | 
                1,396.25 | 
                1,396.25 | 
                1,421.00 | 
                1,408.50 | 
             
            
                | S2 | 
                1,366.25 | 
                1,366.25 | 
                1,416.00 | 
                 | 
             
            
                | S3 | 
                1,311.50 | 
                1,341.50 | 
                1,411.00 | 
                 | 
             
            
                | S4 | 
                1,256.75 | 
                1,286.75 | 
                1,396.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,391.25 | 
                54.75 | 
                3.9% | 
                21.50 | 
                1.5% | 
                52% | 
                False | 
                False | 
                1,717,937 | 
                 
                
                | 10 | 
                1,446.00 | 
                1,391.25 | 
                54.75 | 
                3.9% | 
                18.75 | 
                1.3% | 
                52% | 
                False | 
                False | 
                1,370,092 | 
                 
                
                | 20 | 
                1,446.00 | 
                1,376.50 | 
                69.50 | 
                4.9% | 
                16.50 | 
                1.2% | 
                62% | 
                False | 
                False | 
                698,402 | 
                 
                
                | 40 | 
                1,446.00 | 
                1,333.75 | 
                112.25 | 
                7.9% | 
                18.00 | 
                1.3% | 
                77% | 
                False | 
                False | 
                350,971 | 
                 
                
                | 60 | 
                1,459.00 | 
                1,333.75 | 
                125.25 | 
                8.8% | 
                17.25 | 
                1.2% | 
                69% | 
                False | 
                False | 
                234,584 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                16.25 | 
                1.1% | 
                68% | 
                False | 
                False | 
                176,129 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                14.50 | 
                1.0% | 
                68% | 
                False | 
                False | 
                140,933 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.4% | 
                14.00 | 
                1.0% | 
                72% | 
                False | 
                False | 
                117,468 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,454.25 | 
         
        
            | 
2.618             | 
            1,442.75 | 
         
        
            | 
1.618             | 
            1,435.75 | 
         
        
            | 
1.000             | 
            1,431.50 | 
         
        
            | 
0.618             | 
            1,428.75 | 
         
        
            | 
HIGH             | 
            1,424.50 | 
         
        
            | 
0.618             | 
            1,421.75 | 
         
        
            | 
0.500             | 
            1,421.00 | 
         
        
            | 
0.382             | 
            1,420.25 | 
         
        
            | 
LOW             | 
            1,417.50 | 
         
        
            | 
0.618             | 
            1,413.25 | 
         
        
            | 
1.000             | 
            1,410.50 | 
         
        
            | 
1.618             | 
            1,406.25 | 
         
        
            | 
2.618             | 
            1,399.25 | 
         
        
            | 
4.250             | 
            1,387.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,421.00 | 
                                1,418.50 | 
                             
                            
                                | PP | 
                                1,420.50 | 
                                1,417.50 | 
                             
                            
                                | S1 | 
                                1,420.25 | 
                                1,416.25 | 
                             
             
         |