| Trading Metrics calculated at close of trading on 15-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2013 | 
                    15-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,466.75 | 
                        1,465.00 | 
                        -1.75 | 
                        -0.1% | 
                        1,460.25 | 
                     
                    
                        | High | 
                        1,471.25 | 
                        1,468.25 | 
                        -3.00 | 
                        -0.2% | 
                        1,471.50 | 
                     
                    
                        | Low | 
                        1,460.25 | 
                        1,456.50 | 
                        -3.75 | 
                        -0.3% | 
                        1,446.00 | 
                     
                    
                        | Close | 
                        1,464.25 | 
                        1,465.25 | 
                        1.00 | 
                        0.1% | 
                        1,467.25 | 
                     
                    
                        | Range | 
                        11.00 | 
                        11.75 | 
                        0.75 | 
                        6.8% | 
                        25.50 | 
                     
                    
                        | ATR | 
                        17.03 | 
                        16.65 | 
                        -0.38 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,168,502 | 
                        1,324,056 | 
                        155,554 | 
                        13.3% | 
                        6,451,640 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,498.50 | 
                1,493.75 | 
                1,471.75 | 
                 | 
             
            
                | R3 | 
                1,486.75 | 
                1,482.00 | 
                1,468.50 | 
                 | 
             
            
                | R2 | 
                1,475.00 | 
                1,475.00 | 
                1,467.50 | 
                 | 
             
            
                | R1 | 
                1,470.25 | 
                1,470.25 | 
                1,466.25 | 
                1,472.50 | 
             
            
                | PP | 
                1,463.25 | 
                1,463.25 | 
                1,463.25 | 
                1,464.50 | 
             
            
                | S1 | 
                1,458.50 | 
                1,458.50 | 
                1,464.25 | 
                1,461.00 | 
             
            
                | S2 | 
                1,451.50 | 
                1,451.50 | 
                1,463.00 | 
                 | 
             
            
                | S3 | 
                1,439.75 | 
                1,446.75 | 
                1,462.00 | 
                 | 
             
            
                | S4 | 
                1,428.00 | 
                1,435.00 | 
                1,458.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,451.25 | 
                20.25 | 
                1.4% | 
                11.25 | 
                0.8% | 
                69% | 
                False | 
                False | 
                1,275,473 | 
                 
                
                | 10 | 
                1,471.50 | 
                1,438.25 | 
                33.25 | 
                2.3% | 
                12.00 | 
                0.8% | 
                81% | 
                False | 
                False | 
                1,399,698 | 
                 
                
                | 20 | 
                1,471.50 | 
                1,382.25 | 
                89.25 | 
                6.1% | 
                18.00 | 
                1.2% | 
                93% | 
                False | 
                False | 
                1,461,729 | 
                 
                
                | 40 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                16.50 | 
                1.1% | 
                95% | 
                False | 
                False | 
                814,844 | 
                 
                
                | 60 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                17.75 | 
                1.2% | 
                95% | 
                False | 
                False | 
                543,906 | 
                 
                
                | 80 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                17.00 | 
                1.2% | 
                95% | 
                False | 
                False | 
                408,380 | 
                 
                
                | 100 | 
                1,471.50 | 
                1,333.75 | 
                137.75 | 
                9.4% | 
                15.75 | 
                1.1% | 
                95% | 
                False | 
                False | 
                326,785 | 
                 
                
                | 120 | 
                1,471.50 | 
                1,319.00 | 
                152.50 | 
                10.4% | 
                15.00 | 
                1.0% | 
                96% | 
                False | 
                False | 
                272,348 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,518.25 | 
         
        
            | 
2.618             | 
            1,499.00 | 
         
        
            | 
1.618             | 
            1,487.25 | 
         
        
            | 
1.000             | 
            1,480.00 | 
         
        
            | 
0.618             | 
            1,475.50 | 
         
        
            | 
HIGH             | 
            1,468.25 | 
         
        
            | 
0.618             | 
            1,463.75 | 
         
        
            | 
0.500             | 
            1,462.50 | 
         
        
            | 
0.382             | 
            1,461.00 | 
         
        
            | 
LOW             | 
            1,456.50 | 
         
        
            | 
0.618             | 
            1,449.25 | 
         
        
            | 
1.000             | 
            1,444.75 | 
         
        
            | 
1.618             | 
            1,437.50 | 
         
        
            | 
2.618             | 
            1,425.75 | 
         
        
            | 
4.250             | 
            1,406.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,464.25 | 
                                1,464.75 | 
                             
                            
                                | PP | 
                                1,463.25 | 
                                1,464.50 | 
                             
                            
                                | S1 | 
                                1,462.50 | 
                                1,464.00 | 
                             
             
         |