| Trading Metrics calculated at close of trading on 27-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Dec-2012 | 
                    27-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,424.00 | 
                        1,413.25 | 
                        -10.75 | 
                        -0.8% | 
                        1,415.25 | 
                     
                    
                        | High | 
                        1,425.50 | 
                        1,418.50 | 
                        -7.00 | 
                        -0.5% | 
                        1,446.00 | 
                     
                    
                        | Low | 
                        1,410.75 | 
                        1,396.00 | 
                        -14.75 | 
                        -1.0% | 
                        1,391.25 | 
                     
                    
                        | Close | 
                        1,413.50 | 
                        1,410.75 | 
                        -2.75 | 
                        -0.2% | 
                        1,426.00 | 
                     
                    
                        | Range | 
                        14.75 | 
                        22.50 | 
                        7.75 | 
                        52.5% | 
                        54.75 | 
                     
                    
                        | ATR | 
                        17.54 | 
                        17.90 | 
                        0.35 | 
                        2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        578,176 | 
                        1,470,310 | 
                        892,134 | 
                        154.3% | 
                        10,328,948 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,476.00 | 
                1,465.75 | 
                1,423.00 | 
                 | 
             
            
                | R3 | 
                1,453.50 | 
                1,443.25 | 
                1,417.00 | 
                 | 
             
            
                | R2 | 
                1,431.00 | 
                1,431.00 | 
                1,415.00 | 
                 | 
             
            
                | R1 | 
                1,420.75 | 
                1,420.75 | 
                1,412.75 | 
                1,414.50 | 
             
            
                | PP | 
                1,408.50 | 
                1,408.50 | 
                1,408.50 | 
                1,405.25 | 
             
            
                | S1 | 
                1,398.25 | 
                1,398.25 | 
                1,408.75 | 
                1,392.00 | 
             
            
                | S2 | 
                1,386.00 | 
                1,386.00 | 
                1,406.50 | 
                 | 
             
            
                | S3 | 
                1,363.50 | 
                1,375.75 | 
                1,404.50 | 
                 | 
             
            
                | S4 | 
                1,341.00 | 
                1,353.25 | 
                1,398.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,441.25 | 
                1,391.25 | 
                50.00 | 
                3.5% | 
                21.75 | 
                1.5% | 
                39% | 
                False | 
                False | 
                1,225,295 | 
                 
                
                | 10 | 
                1,446.00 | 
                1,391.25 | 
                54.75 | 
                3.9% | 
                19.25 | 
                1.4% | 
                36% | 
                False | 
                False | 
                1,535,253 | 
                 
                
                | 20 | 
                1,446.00 | 
                1,390.50 | 
                55.50 | 
                3.9% | 
                16.50 | 
                1.2% | 
                36% | 
                False | 
                False | 
                800,241 | 
                 
                
                | 40 | 
                1,446.00 | 
                1,333.75 | 
                112.25 | 
                8.0% | 
                18.25 | 
                1.3% | 
                69% | 
                False | 
                False | 
                402,148 | 
                 
                
                | 60 | 
                1,459.00 | 
                1,333.75 | 
                125.25 | 
                8.9% | 
                17.50 | 
                1.2% | 
                61% | 
                False | 
                False | 
                268,551 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                16.50 | 
                1.2% | 
                61% | 
                False | 
                False | 
                201,698 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                14.75 | 
                1.0% | 
                61% | 
                False | 
                False | 
                161,417 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.5% | 
                14.25 | 
                1.0% | 
                66% | 
                False | 
                False | 
                134,539 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,514.00 | 
         
        
            | 
2.618             | 
            1,477.50 | 
         
        
            | 
1.618             | 
            1,455.00 | 
         
        
            | 
1.000             | 
            1,441.00 | 
         
        
            | 
0.618             | 
            1,432.50 | 
         
        
            | 
HIGH             | 
            1,418.50 | 
         
        
            | 
0.618             | 
            1,410.00 | 
         
        
            | 
0.500             | 
            1,407.25 | 
         
        
            | 
0.382             | 
            1,404.50 | 
         
        
            | 
LOW             | 
            1,396.00 | 
         
        
            | 
0.618             | 
            1,382.00 | 
         
        
            | 
1.000             | 
            1,373.50 | 
         
        
            | 
1.618             | 
            1,359.50 | 
         
        
            | 
2.618             | 
            1,337.00 | 
         
        
            | 
4.250             | 
            1,300.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,409.50 | 
                                1,410.75 | 
                             
                            
                                | PP | 
                                1,408.50 | 
                                1,410.75 | 
                             
                            
                                | S1 | 
                                1,407.25 | 
                                1,410.75 | 
                             
             
         |