| Trading Metrics calculated at close of trading on 02-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2012 | 
                    02-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,388.25 | 
                        1,443.00 | 
                        54.75 | 
                        3.9% | 
                        1,424.25 | 
                     
                    
                        | High | 
                        1,425.75 | 
                        1,458.00 | 
                        32.25 | 
                        2.3% | 
                        1,425.50 | 
                     
                    
                        | Low | 
                        1,383.50 | 
                        1,438.25 | 
                        54.75 | 
                        4.0% | 
                        1,382.25 | 
                     
                    
                        | Close | 
                        1,420.00 | 
                        1,457.00 | 
                        37.00 | 
                        2.6% | 
                        1,384.00 | 
                     
                    
                        | Range | 
                        42.25 | 
                        19.75 | 
                        -22.50 | 
                        -53.3% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        20.74 | 
                        21.97 | 
                        1.23 | 
                        5.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,480,199 | 
                        1,939,767 | 
                        459,568 | 
                        31.0% | 
                        3,428,461 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,510.25 | 
                1,503.50 | 
                1,467.75 | 
                 | 
             
            
                | R3 | 
                1,490.50 | 
                1,483.75 | 
                1,462.50 | 
                 | 
             
            
                | R2 | 
                1,470.75 | 
                1,470.75 | 
                1,460.50 | 
                 | 
             
            
                | R1 | 
                1,464.00 | 
                1,464.00 | 
                1,458.75 | 
                1,467.50 | 
             
            
                | PP | 
                1,451.00 | 
                1,451.00 | 
                1,451.00 | 
                1,452.75 | 
             
            
                | S1 | 
                1,444.25 | 
                1,444.25 | 
                1,455.25 | 
                1,447.50 | 
             
            
                | S2 | 
                1,431.25 | 
                1,431.25 | 
                1,453.50 | 
                 | 
             
            
                | S3 | 
                1,411.50 | 
                1,424.50 | 
                1,451.50 | 
                 | 
             
            
                | S4 | 
                1,391.75 | 
                1,404.75 | 
                1,446.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,458.00 | 
                1,382.25 | 
                75.75 | 
                5.2% | 
                26.75 | 
                1.8% | 
                99% | 
                True | 
                False | 
                1,306,060 | 
                 
                
                | 10 | 
                1,458.00 | 
                1,382.25 | 
                75.75 | 
                5.2% | 
                24.00 | 
                1.7% | 
                99% | 
                True | 
                False | 
                1,511,999 | 
                 
                
                | 20 | 
                1,458.00 | 
                1,382.25 | 
                75.75 | 
                5.2% | 
                19.00 | 
                1.3% | 
                99% | 
                True | 
                False | 
                1,022,710 | 
                 
                
                | 40 | 
                1,458.00 | 
                1,333.75 | 
                124.25 | 
                8.5% | 
                19.00 | 
                1.3% | 
                99% | 
                True | 
                False | 
                514,061 | 
                 
                
                | 60 | 
                1,458.00 | 
                1,333.75 | 
                124.25 | 
                8.5% | 
                18.25 | 
                1.3% | 
                99% | 
                True | 
                False | 
                343,138 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                8.7% | 
                17.00 | 
                1.2% | 
                97% | 
                False | 
                False | 
                257,696 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                8.7% | 
                15.50 | 
                1.1% | 
                97% | 
                False | 
                False | 
                206,234 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.2% | 
                14.75 | 
                1.0% | 
                97% | 
                False | 
                False | 
                171,876 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,542.00 | 
         
        
            | 
2.618             | 
            1,509.75 | 
         
        
            | 
1.618             | 
            1,490.00 | 
         
        
            | 
1.000             | 
            1,477.75 | 
         
        
            | 
0.618             | 
            1,470.25 | 
         
        
            | 
HIGH             | 
            1,458.00 | 
         
        
            | 
0.618             | 
            1,450.50 | 
         
        
            | 
0.500             | 
            1,448.00 | 
         
        
            | 
0.382             | 
            1,445.75 | 
         
        
            | 
LOW             | 
            1,438.25 | 
         
        
            | 
0.618             | 
            1,426.00 | 
         
        
            | 
1.000             | 
            1,418.50 | 
         
        
            | 
1.618             | 
            1,406.25 | 
         
        
            | 
2.618             | 
            1,386.50 | 
         
        
            | 
4.250             | 
            1,354.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,454.00 | 
                                1,444.75 | 
                             
                            
                                | PP | 
                                1,451.00 | 
                                1,432.50 | 
                             
                            
                                | S1 | 
                                1,448.00 | 
                                1,420.00 | 
                             
             
         |