| Trading Metrics calculated at close of trading on 03-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jan-2013 | 
                    03-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,443.00 | 
                        1,456.00 | 
                        13.00 | 
                        0.9% | 
                        1,424.25 | 
                     
                    
                        | High | 
                        1,458.00 | 
                        1,460.50 | 
                        2.50 | 
                        0.2% | 
                        1,425.50 | 
                     
                    
                        | Low | 
                        1,438.25 | 
                        1,450.00 | 
                        11.75 | 
                        0.8% | 
                        1,382.25 | 
                     
                    
                        | Close | 
                        1,457.00 | 
                        1,453.50 | 
                        -3.50 | 
                        -0.2% | 
                        1,384.00 | 
                     
                    
                        | Range | 
                        19.75 | 
                        10.50 | 
                        -9.25 | 
                        -46.8% | 
                        43.25 | 
                     
                    
                        | ATR | 
                        21.97 | 
                        21.15 | 
                        -0.82 | 
                        -3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,939,767 | 
                        1,598,235 | 
                        -341,532 | 
                        -17.6% | 
                        3,428,461 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,486.25 | 
                1,480.25 | 
                1,459.25 | 
                 | 
             
            
                | R3 | 
                1,475.75 | 
                1,469.75 | 
                1,456.50 | 
                 | 
             
            
                | R2 | 
                1,465.25 | 
                1,465.25 | 
                1,455.50 | 
                 | 
             
            
                | R1 | 
                1,459.25 | 
                1,459.25 | 
                1,454.50 | 
                1,457.00 | 
             
            
                | PP | 
                1,454.75 | 
                1,454.75 | 
                1,454.75 | 
                1,453.50 | 
             
            
                | S1 | 
                1,448.75 | 
                1,448.75 | 
                1,452.50 | 
                1,446.50 | 
             
            
                | S2 | 
                1,444.25 | 
                1,444.25 | 
                1,451.50 | 
                 | 
             
            
                | S3 | 
                1,433.75 | 
                1,438.25 | 
                1,450.50 | 
                 | 
             
            
                | S4 | 
                1,423.25 | 
                1,427.75 | 
                1,447.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,460.50 | 
                1,382.25 | 
                78.25 | 
                5.4% | 
                26.00 | 
                1.8% | 
                91% | 
                True | 
                False | 
                1,510,072 | 
                 
                
                | 10 | 
                1,460.50 | 
                1,382.25 | 
                78.25 | 
                5.4% | 
                23.25 | 
                1.6% | 
                91% | 
                True | 
                False | 
                1,422,045 | 
                 
                
                | 20 | 
                1,460.50 | 
                1,382.25 | 
                78.25 | 
                5.4% | 
                19.25 | 
                1.3% | 
                91% | 
                True | 
                False | 
                1,100,831 | 
                 
                
                | 40 | 
                1,460.50 | 
                1,333.75 | 
                126.75 | 
                8.7% | 
                19.00 | 
                1.3% | 
                94% | 
                True | 
                False | 
                553,988 | 
                 
                
                | 60 | 
                1,460.50 | 
                1,333.75 | 
                126.75 | 
                8.7% | 
                18.50 | 
                1.3% | 
                94% | 
                True | 
                False | 
                369,761 | 
                 
                
                | 80 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                8.8% | 
                17.00 | 
                1.2% | 
                94% | 
                False | 
                False | 
                277,674 | 
                 
                
                | 100 | 
                1,461.00 | 
                1,333.75 | 
                127.25 | 
                8.8% | 
                15.50 | 
                1.1% | 
                94% | 
                False | 
                False | 
                222,217 | 
                 
                
                | 120 | 
                1,461.00 | 
                1,313.00 | 
                148.00 | 
                10.2% | 
                14.75 | 
                1.0% | 
                95% | 
                False | 
                False | 
                185,191 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,505.00 | 
         
        
            | 
2.618             | 
            1,488.00 | 
         
        
            | 
1.618             | 
            1,477.50 | 
         
        
            | 
1.000             | 
            1,471.00 | 
         
        
            | 
0.618             | 
            1,467.00 | 
         
        
            | 
HIGH             | 
            1,460.50 | 
         
        
            | 
0.618             | 
            1,456.50 | 
         
        
            | 
0.500             | 
            1,455.25 | 
         
        
            | 
0.382             | 
            1,454.00 | 
         
        
            | 
LOW             | 
            1,450.00 | 
         
        
            | 
0.618             | 
            1,443.50 | 
         
        
            | 
1.000             | 
            1,439.50 | 
         
        
            | 
1.618             | 
            1,433.00 | 
         
        
            | 
2.618             | 
            1,422.50 | 
         
        
            | 
4.250             | 
            1,405.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,455.25 | 
                                1,443.00 | 
                             
                            
                                | PP | 
                                1,454.75 | 
                                1,432.50 | 
                             
                            
                                | S1 | 
                                1,454.00 | 
                                1,422.00 | 
                             
             
         |