| Trading Metrics calculated at close of trading on 22-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jan-2013 | 
                    22-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,475.50 | 
                        1,478.00 | 
                        2.50 | 
                        0.2% | 
                        1,466.75 | 
                     
                    
                        | High | 
                        1,481.00 | 
                        1,491.50 | 
                        10.50 | 
                        0.7% | 
                        1,481.00 | 
                     
                    
                        | Low | 
                        1,470.50 | 
                        1,475.00 | 
                        4.50 | 
                        0.3% | 
                        1,456.50 | 
                     
                    
                        | Close | 
                        1,479.00 | 
                        1,489.50 | 
                        10.50 | 
                        0.7% | 
                        1,479.00 | 
                     
                    
                        | Range | 
                        10.50 | 
                        16.50 | 
                        6.00 | 
                        57.1% | 
                        24.50 | 
                     
                    
                        | ATR | 
                        15.97 | 
                        16.00 | 
                        0.04 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,487,277 | 
                        1,474,784 | 
                        -12,493 | 
                        -0.8% | 
                        6,957,578 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,534.75 | 
                1,528.75 | 
                1,498.50 | 
                 | 
             
            
                | R3 | 
                1,518.25 | 
                1,512.25 | 
                1,494.00 | 
                 | 
             
            
                | R2 | 
                1,501.75 | 
                1,501.75 | 
                1,492.50 | 
                 | 
             
            
                | R1 | 
                1,495.75 | 
                1,495.75 | 
                1,491.00 | 
                1,498.75 | 
             
            
                | PP | 
                1,485.25 | 
                1,485.25 | 
                1,485.25 | 
                1,487.00 | 
             
            
                | S1 | 
                1,479.25 | 
                1,479.25 | 
                1,488.00 | 
                1,482.25 | 
             
            
                | S2 | 
                1,468.75 | 
                1,468.75 | 
                1,486.50 | 
                 | 
             
            
                | S3 | 
                1,452.25 | 
                1,462.75 | 
                1,485.00 | 
                 | 
             
            
                | S4 | 
                1,435.75 | 
                1,446.25 | 
                1,480.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,545.75 | 
                1,536.75 | 
                1,492.50 | 
                 | 
             
            
                | R3 | 
                1,521.25 | 
                1,512.25 | 
                1,485.75 | 
                 | 
             
            
                | R2 | 
                1,496.75 | 
                1,496.75 | 
                1,483.50 | 
                 | 
             
            
                | R1 | 
                1,487.75 | 
                1,487.75 | 
                1,481.25 | 
                1,492.25 | 
             
            
                | PP | 
                1,472.25 | 
                1,472.25 | 
                1,472.25 | 
                1,474.50 | 
             
            
                | S1 | 
                1,463.25 | 
                1,463.25 | 
                1,476.75 | 
                1,467.75 | 
             
            
                | S2 | 
                1,447.75 | 
                1,447.75 | 
                1,474.50 | 
                 | 
             
            
                | S3 | 
                1,423.25 | 
                1,438.75 | 
                1,472.25 | 
                 | 
             
            
                | S4 | 
                1,398.75 | 
                1,414.25 | 
                1,465.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,491.50 | 
                1,456.50 | 
                35.00 | 
                2.3% | 
                13.50 | 
                0.9% | 
                94% | 
                True | 
                False | 
                1,452,772 | 
                 
                
                | 10 | 
                1,491.50 | 
                1,446.00 | 
                45.50 | 
                3.1% | 
                12.25 | 
                0.8% | 
                96% | 
                True | 
                False | 
                1,368,416 | 
                 
                
                | 20 | 
                1,491.50 | 
                1,382.25 | 
                109.25 | 
                7.3% | 
                17.25 | 
                1.2% | 
                98% | 
                True | 
                False | 
                1,347,915 | 
                 
                
                | 40 | 
                1,491.50 | 
                1,376.50 | 
                115.00 | 
                7.7% | 
                16.25 | 
                1.1% | 
                98% | 
                True | 
                False | 
                962,581 | 
                 
                
                | 60 | 
                1,491.50 | 
                1,333.75 | 
                157.75 | 
                10.6% | 
                17.50 | 
                1.2% | 
                99% | 
                True | 
                False | 
                642,803 | 
                 
                
                | 80 | 
                1,491.50 | 
                1,333.75 | 
                157.75 | 
                10.6% | 
                17.00 | 
                1.1% | 
                99% | 
                True | 
                False | 
                482,593 | 
                 
                
                | 100 | 
                1,491.50 | 
                1,333.75 | 
                157.75 | 
                10.6% | 
                16.00 | 
                1.1% | 
                99% | 
                True | 
                False | 
                386,177 | 
                 
                
                | 120 | 
                1,491.50 | 
                1,333.75 | 
                157.75 | 
                10.6% | 
                14.75 | 
                1.0% | 
                99% | 
                True | 
                False | 
                321,841 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,561.50 | 
         
        
            | 
2.618             | 
            1,534.75 | 
         
        
            | 
1.618             | 
            1,518.25 | 
         
        
            | 
1.000             | 
            1,508.00 | 
         
        
            | 
0.618             | 
            1,501.75 | 
         
        
            | 
HIGH             | 
            1,491.50 | 
         
        
            | 
0.618             | 
            1,485.25 | 
         
        
            | 
0.500             | 
            1,483.25 | 
         
        
            | 
0.382             | 
            1,481.25 | 
         
        
            | 
LOW             | 
            1,475.00 | 
         
        
            | 
0.618             | 
            1,464.75 | 
         
        
            | 
1.000             | 
            1,458.50 | 
         
        
            | 
1.618             | 
            1,448.25 | 
         
        
            | 
2.618             | 
            1,431.75 | 
         
        
            | 
4.250             | 
            1,405.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,487.50 | 
                                1,485.00 | 
                             
                            
                                | PP | 
                                1,485.25 | 
                                1,480.50 | 
                             
                            
                                | S1 | 
                                1,483.25 | 
                                1,476.00 | 
                             
             
         |