| Trading Metrics calculated at close of trading on 31-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2012 | 
                    31-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,413.25 | 
                        1,388.25 | 
                        -25.00 | 
                        -1.8% | 
                        1,424.25 | 
                     
                    
                        | High | 
                        1,416.75 | 
                        1,425.75 | 
                        9.00 | 
                        0.6% | 
                        1,425.50 | 
                     
                    
                        | Low | 
                        1,382.25 | 
                        1,383.50 | 
                        1.25 | 
                        0.1% | 
                        1,382.25 | 
                     
                    
                        | Close | 
                        1,384.00 | 
                        1,420.00 | 
                        36.00 | 
                        2.6% | 
                        1,384.00 | 
                     
                    
                        | Range | 
                        34.50 | 
                        42.25 | 
                        7.75 | 
                        22.5% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        19.08 | 
                        20.74 | 
                        1.65 | 
                        8.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,061,849 | 
                        1,480,199 | 
                        418,350 | 
                        39.4% | 
                        3,428,461 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,536.50 | 
                1,520.50 | 
                1,443.25 | 
                 | 
             
            
                | R3 | 
                1,494.25 | 
                1,478.25 | 
                1,431.50 | 
                 | 
             
            
                | R2 | 
                1,452.00 | 
                1,452.00 | 
                1,427.75 | 
                 | 
             
            
                | R1 | 
                1,436.00 | 
                1,436.00 | 
                1,423.75 | 
                1,444.00 | 
             
            
                | PP | 
                1,409.75 | 
                1,409.75 | 
                1,409.75 | 
                1,413.75 | 
             
            
                | S1 | 
                1,393.75 | 
                1,393.75 | 
                1,416.25 | 
                1,401.75 | 
             
            
                | S2 | 
                1,367.50 | 
                1,367.50 | 
                1,412.25 | 
                 | 
             
            
                | S3 | 
                1,325.25 | 
                1,351.50 | 
                1,408.50 | 
                 | 
             
            
                | S4 | 
                1,283.00 | 
                1,309.25 | 
                1,396.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,527.00 | 
                1,498.75 | 
                1,407.75 | 
                 | 
             
            
                | R3 | 
                1,483.75 | 
                1,455.50 | 
                1,396.00 | 
                 | 
             
            
                | R2 | 
                1,440.50 | 
                1,440.50 | 
                1,392.00 | 
                 | 
             
            
                | R1 | 
                1,412.25 | 
                1,412.25 | 
                1,388.00 | 
                1,404.75 | 
             
            
                | PP | 
                1,397.25 | 
                1,397.25 | 
                1,397.25 | 
                1,393.50 | 
             
            
                | S1 | 
                1,369.00 | 
                1,369.00 | 
                1,380.00 | 
                1,361.50 | 
             
            
                | S2 | 
                1,354.00 | 
                1,354.00 | 
                1,376.00 | 
                 | 
             
            
                | S3 | 
                1,310.75 | 
                1,325.75 | 
                1,372.00 | 
                 | 
             
            
                | S4 | 
                1,267.50 | 
                1,282.50 | 
                1,360.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,425.75 | 
                1,382.25 | 
                43.50 | 
                3.1% | 
                24.25 | 
                1.7% | 
                87% | 
                True | 
                False | 
                981,732 | 
                 
                
                | 10 | 
                1,446.00 | 
                1,382.25 | 
                63.75 | 
                4.5% | 
                24.00 | 
                1.7% | 
                59% | 
                False | 
                False | 
                1,523,760 | 
                 
                
                | 20 | 
                1,446.00 | 
                1,382.25 | 
                63.75 | 
                4.5% | 
                19.00 | 
                1.3% | 
                59% | 
                False | 
                False | 
                926,044 | 
                 
                
                | 40 | 
                1,446.00 | 
                1,333.75 | 
                112.25 | 
                7.9% | 
                19.00 | 
                1.3% | 
                77% | 
                False | 
                False | 
                465,591 | 
                 
                
                | 60 | 
                1,459.00 | 
                1,333.75 | 
                125.25 | 
                8.8% | 
                18.25 | 
                1.3% | 
                69% | 
                False | 
                False | 
                310,820 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                17.00 | 
                1.2% | 
                68% | 
                False | 
                False | 
                233,471 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                9.0% | 
                15.25 | 
                1.1% | 
                68% | 
                False | 
                False | 
                186,837 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.4% | 
                14.75 | 
                1.0% | 
                72% | 
                False | 
                False | 
                155,719 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,605.25 | 
         
        
            | 
2.618             | 
            1,536.25 | 
         
        
            | 
1.618             | 
            1,494.00 | 
         
        
            | 
1.000             | 
            1,468.00 | 
         
        
            | 
0.618             | 
            1,451.75 | 
         
        
            | 
HIGH             | 
            1,425.75 | 
         
        
            | 
0.618             | 
            1,409.50 | 
         
        
            | 
0.500             | 
            1,404.50 | 
         
        
            | 
0.382             | 
            1,399.75 | 
         
        
            | 
LOW             | 
            1,383.50 | 
         
        
            | 
0.618             | 
            1,357.50 | 
         
        
            | 
1.000             | 
            1,341.25 | 
         
        
            | 
1.618             | 
            1,315.25 | 
         
        
            | 
2.618             | 
            1,273.00 | 
         
        
            | 
4.250             | 
            1,204.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,415.00 | 
                                1,414.75 | 
                             
                            
                                | PP | 
                                1,409.75 | 
                                1,409.25 | 
                             
                            
                                | S1 | 
                                1,404.50 | 
                                1,404.00 | 
                             
             
         |