| Trading Metrics calculated at close of trading on 14-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jan-2013 | 
                    14-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,469.75 | 
                        1,466.75 | 
                        -3.00 | 
                        -0.2% | 
                        1,460.25 | 
                     
                    
                        | High | 
                        1,471.50 | 
                        1,471.25 | 
                        -0.25 | 
                        0.0% | 
                        1,471.50 | 
                     
                    
                        | Low | 
                        1,462.25 | 
                        1,460.25 | 
                        -2.00 | 
                        -0.1% | 
                        1,446.00 | 
                     
                    
                        | Close | 
                        1,467.25 | 
                        1,464.25 | 
                        -3.00 | 
                        -0.2% | 
                        1,467.25 | 
                     
                    
                        | Range | 
                        9.25 | 
                        11.00 | 
                        1.75 | 
                        18.9% | 
                        25.50 | 
                     
                    
                        | ATR | 
                        17.50 | 
                        17.03 | 
                        -0.46 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,150,333 | 
                        1,168,502 | 
                        18,169 | 
                        1.6% | 
                        6,451,640 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,498.25 | 
                1,492.25 | 
                1,470.25 | 
                 | 
             
            
                | R3 | 
                1,487.25 | 
                1,481.25 | 
                1,467.25 | 
                 | 
             
            
                | R2 | 
                1,476.25 | 
                1,476.25 | 
                1,466.25 | 
                 | 
             
            
                | R1 | 
                1,470.25 | 
                1,470.25 | 
                1,465.25 | 
                1,467.75 | 
             
            
                | PP | 
                1,465.25 | 
                1,465.25 | 
                1,465.25 | 
                1,464.00 | 
             
            
                | S1 | 
                1,459.25 | 
                1,459.25 | 
                1,463.25 | 
                1,456.75 | 
             
            
                | S2 | 
                1,454.25 | 
                1,454.25 | 
                1,462.25 | 
                 | 
             
            
                | S3 | 
                1,443.25 | 
                1,448.25 | 
                1,461.25 | 
                 | 
             
            
                | S4 | 
                1,432.25 | 
                1,437.25 | 
                1,458.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,538.00 | 
                1,528.25 | 
                1,481.25 | 
                 | 
             
            
                | R3 | 
                1,512.50 | 
                1,502.75 | 
                1,474.25 | 
                 | 
             
            
                | R2 | 
                1,487.00 | 
                1,487.00 | 
                1,472.00 | 
                 | 
             
            
                | R1 | 
                1,477.25 | 
                1,477.25 | 
                1,469.50 | 
                1,482.00 | 
             
            
                | PP | 
                1,461.50 | 
                1,461.50 | 
                1,461.50 | 
                1,464.00 | 
             
            
                | S1 | 
                1,451.75 | 
                1,451.75 | 
                1,465.00 | 
                1,456.50 | 
             
            
                | S2 | 
                1,436.00 | 
                1,436.00 | 
                1,462.50 | 
                 | 
             
            
                | S3 | 
                1,410.50 | 
                1,426.25 | 
                1,460.25 | 
                 | 
             
            
                | S4 | 
                1,385.00 | 
                1,400.75 | 
                1,453.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,471.50 | 
                1,446.00 | 
                25.50 | 
                1.7% | 
                11.00 | 
                0.8% | 
                72% | 
                False | 
                False | 
                1,284,061 | 
                 
                
                | 10 | 
                1,471.50 | 
                1,383.50 | 
                88.00 | 
                6.0% | 
                15.00 | 
                1.0% | 
                92% | 
                False | 
                False | 
                1,415,312 | 
                 
                
                | 20 | 
                1,471.50 | 
                1,382.25 | 
                89.25 | 
                6.1% | 
                18.00 | 
                1.2% | 
                92% | 
                False | 
                False | 
                1,479,978 | 
                 
                
                | 40 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                16.50 | 
                1.1% | 
                95% | 
                False | 
                False | 
                781,910 | 
                 
                
                | 60 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                17.75 | 
                1.2% | 
                95% | 
                False | 
                False | 
                521,853 | 
                 
                
                | 80 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                17.00 | 
                1.2% | 
                95% | 
                False | 
                False | 
                391,851 | 
                 
                
                | 100 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                15.75 | 
                1.1% | 
                95% | 
                False | 
                False | 
                313,546 | 
                 
                
                | 120 | 
                1,471.50 | 
                1,316.50 | 
                155.00 | 
                10.6% | 
                14.75 | 
                1.0% | 
                95% | 
                False | 
                False | 
                261,314 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,518.00 | 
         
        
            | 
2.618             | 
            1,500.00 | 
         
        
            | 
1.618             | 
            1,489.00 | 
         
        
            | 
1.000             | 
            1,482.25 | 
         
        
            | 
0.618             | 
            1,478.00 | 
         
        
            | 
HIGH             | 
            1,471.25 | 
         
        
            | 
0.618             | 
            1,467.00 | 
         
        
            | 
0.500             | 
            1,465.75 | 
         
        
            | 
0.382             | 
            1,464.50 | 
         
        
            | 
LOW             | 
            1,460.25 | 
         
        
            | 
0.618             | 
            1,453.50 | 
         
        
            | 
1.000             | 
            1,449.25 | 
         
        
            | 
1.618             | 
            1,442.50 | 
         
        
            | 
2.618             | 
            1,431.50 | 
         
        
            | 
4.250             | 
            1,413.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,465.75 | 
                                1,464.00 | 
                             
                            
                                | PP | 
                                1,465.25 | 
                                1,463.50 | 
                             
                            
                                | S1 | 
                                1,464.75 | 
                                1,463.00 | 
                             
             
         |