| Trading Metrics calculated at close of trading on 04-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jan-2013 | 
                    04-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,456.00 | 
                        1,454.00 | 
                        -2.00 | 
                        -0.1% | 
                        1,388.25 | 
                     
                    
                        | High | 
                        1,460.50 | 
                        1,463.00 | 
                        2.50 | 
                        0.2% | 
                        1,463.00 | 
                     
                    
                        | Low | 
                        1,450.00 | 
                        1,451.25 | 
                        1.25 | 
                        0.1% | 
                        1,383.50 | 
                     
                    
                        | Close | 
                        1,453.50 | 
                        1,457.75 | 
                        4.25 | 
                        0.3% | 
                        1,457.75 | 
                     
                    
                        | Range | 
                        10.50 | 
                        11.75 | 
                        1.25 | 
                        11.9% | 
                        79.50 | 
                     
                    
                        | ATR | 
                        21.15 | 
                        20.48 | 
                        -0.67 | 
                        -3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,598,235 | 
                        1,514,786 | 
                        -83,449 | 
                        -5.2% | 
                        6,532,987 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,492.50 | 
                1,487.00 | 
                1,464.25 | 
                 | 
             
            
                | R3 | 
                1,480.75 | 
                1,475.25 | 
                1,461.00 | 
                 | 
             
            
                | R2 | 
                1,469.00 | 
                1,469.00 | 
                1,460.00 | 
                 | 
             
            
                | R1 | 
                1,463.50 | 
                1,463.50 | 
                1,458.75 | 
                1,466.25 | 
             
            
                | PP | 
                1,457.25 | 
                1,457.25 | 
                1,457.25 | 
                1,458.75 | 
             
            
                | S1 | 
                1,451.75 | 
                1,451.75 | 
                1,456.75 | 
                1,454.50 | 
             
            
                | S2 | 
                1,445.50 | 
                1,445.50 | 
                1,455.50 | 
                 | 
             
            
                | S3 | 
                1,433.75 | 
                1,440.00 | 
                1,454.50 | 
                 | 
             
            
                | S4 | 
                1,422.00 | 
                1,428.25 | 
                1,451.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,673.25 | 
                1,645.00 | 
                1,501.50 | 
                 | 
             
            
                | R3 | 
                1,593.75 | 
                1,565.50 | 
                1,479.50 | 
                 | 
             
            
                | R2 | 
                1,514.25 | 
                1,514.25 | 
                1,472.25 | 
                 | 
             
            
                | R1 | 
                1,486.00 | 
                1,486.00 | 
                1,465.00 | 
                1,500.00 | 
             
            
                | PP | 
                1,434.75 | 
                1,434.75 | 
                1,434.75 | 
                1,441.75 | 
             
            
                | S1 | 
                1,406.50 | 
                1,406.50 | 
                1,450.50 | 
                1,420.50 | 
             
            
                | S2 | 
                1,355.25 | 
                1,355.25 | 
                1,443.25 | 
                 | 
             
            
                | S3 | 
                1,275.75 | 
                1,327.00 | 
                1,436.00 | 
                 | 
             
            
                | S4 | 
                1,196.25 | 
                1,247.50 | 
                1,414.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,463.00 | 
                1,382.25 | 
                80.75 | 
                5.5% | 
                23.75 | 
                1.6% | 
                93% | 
                True | 
                False | 
                1,518,967 | 
                 
                
                | 10 | 
                1,463.00 | 
                1,382.25 | 
                80.75 | 
                5.5% | 
                22.75 | 
                1.6% | 
                93% | 
                True | 
                False | 
                1,372,131 | 
                 
                
                | 20 | 
                1,463.00 | 
                1,382.25 | 
                80.75 | 
                5.5% | 
                18.75 | 
                1.3% | 
                93% | 
                True | 
                False | 
                1,175,057 | 
                 
                
                | 40 | 
                1,463.00 | 
                1,333.75 | 
                129.25 | 
                8.9% | 
                18.75 | 
                1.3% | 
                96% | 
                True | 
                False | 
                591,740 | 
                 
                
                | 60 | 
                1,463.00 | 
                1,333.75 | 
                129.25 | 
                8.9% | 
                18.25 | 
                1.3% | 
                96% | 
                True | 
                False | 
                394,987 | 
                 
                
                | 80 | 
                1,463.00 | 
                1,333.75 | 
                129.25 | 
                8.9% | 
                17.00 | 
                1.2% | 
                96% | 
                True | 
                False | 
                296,608 | 
                 
                
                | 100 | 
                1,463.00 | 
                1,333.75 | 
                129.25 | 
                8.9% | 
                15.50 | 
                1.1% | 
                96% | 
                True | 
                False | 
                237,363 | 
                 
                
                | 120 | 
                1,463.00 | 
                1,313.00 | 
                150.00 | 
                10.3% | 
                15.00 | 
                1.0% | 
                97% | 
                True | 
                False | 
                197,814 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,513.00 | 
         
        
            | 
2.618             | 
            1,493.75 | 
         
        
            | 
1.618             | 
            1,482.00 | 
         
        
            | 
1.000             | 
            1,474.75 | 
         
        
            | 
0.618             | 
            1,470.25 | 
         
        
            | 
HIGH             | 
            1,463.00 | 
         
        
            | 
0.618             | 
            1,458.50 | 
         
        
            | 
0.500             | 
            1,457.00 | 
         
        
            | 
0.382             | 
            1,455.75 | 
         
        
            | 
LOW             | 
            1,451.25 | 
         
        
            | 
0.618             | 
            1,444.00 | 
         
        
            | 
1.000             | 
            1,439.50 | 
         
        
            | 
1.618             | 
            1,432.25 | 
         
        
            | 
2.618             | 
            1,420.50 | 
         
        
            | 
4.250             | 
            1,401.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,457.50 | 
                                1,455.50 | 
                             
                            
                                | PP | 
                                1,457.25 | 
                                1,453.00 | 
                             
                            
                                | S1 | 
                                1,457.00 | 
                                1,450.50 | 
                             
             
         |