| Trading Metrics calculated at close of trading on 24-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jan-2013 | 
                    24-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,490.50 | 
                        1,483.25 | 
                        -7.25 | 
                        -0.5% | 
                        1,466.75 | 
                     
                    
                        | High | 
                        1,491.25 | 
                        1,497.75 | 
                        6.50 | 
                        0.4% | 
                        1,481.00 | 
                     
                    
                        | Low | 
                        1,484.50 | 
                        1,482.75 | 
                        -1.75 | 
                        -0.1% | 
                        1,456.50 | 
                     
                    
                        | Close | 
                        1,490.25 | 
                        1,491.75 | 
                        1.50 | 
                        0.1% | 
                        1,479.00 | 
                     
                    
                        | Range | 
                        6.75 | 
                        15.00 | 
                        8.25 | 
                        122.2% | 
                        24.50 | 
                     
                    
                        | ATR | 
                        15.34 | 
                        15.32 | 
                        -0.02 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,192,172 | 
                        1,828,454 | 
                        636,282 | 
                        53.4% | 
                        6,957,578 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,535.75 | 
                1,528.75 | 
                1,500.00 | 
                 | 
             
            
                | R3 | 
                1,520.75 | 
                1,513.75 | 
                1,496.00 | 
                 | 
             
            
                | R2 | 
                1,505.75 | 
                1,505.75 | 
                1,494.50 | 
                 | 
             
            
                | R1 | 
                1,498.75 | 
                1,498.75 | 
                1,493.00 | 
                1,502.25 | 
             
            
                | PP | 
                1,490.75 | 
                1,490.75 | 
                1,490.75 | 
                1,492.50 | 
             
            
                | S1 | 
                1,483.75 | 
                1,483.75 | 
                1,490.50 | 
                1,487.25 | 
             
            
                | S2 | 
                1,475.75 | 
                1,475.75 | 
                1,489.00 | 
                 | 
             
            
                | S3 | 
                1,460.75 | 
                1,468.75 | 
                1,487.50 | 
                 | 
             
            
                | S4 | 
                1,445.75 | 
                1,453.75 | 
                1,483.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,497.75 | 
                1,460.50 | 
                37.25 | 
                2.5% | 
                13.75 | 
                0.9% | 
                84% | 
                True | 
                False | 
                1,545,548 | 
                 
                
                | 10 | 
                1,497.75 | 
                1,454.75 | 
                43.00 | 
                2.9% | 
                12.50 | 
                0.8% | 
                86% | 
                True | 
                False | 
                1,414,417 | 
                 
                
                | 20 | 
                1,497.75 | 
                1,382.25 | 
                115.50 | 
                7.7% | 
                15.50 | 
                1.0% | 
                95% | 
                True | 
                False | 
                1,377,397 | 
                 
                
                | 40 | 
                1,497.75 | 
                1,376.50 | 
                121.25 | 
                8.1% | 
                16.00 | 
                1.1% | 
                95% | 
                True | 
                False | 
                1,037,900 | 
                 
                
                | 60 | 
                1,497.75 | 
                1,333.75 | 
                164.00 | 
                11.0% | 
                17.25 | 
                1.2% | 
                96% | 
                True | 
                False | 
                693,113 | 
                 
                
                | 80 | 
                1,497.75 | 
                1,333.75 | 
                164.00 | 
                11.0% | 
                17.00 | 
                1.1% | 
                96% | 
                True | 
                False | 
                520,287 | 
                 
                
                | 100 | 
                1,497.75 | 
                1,333.75 | 
                164.00 | 
                11.0% | 
                16.00 | 
                1.1% | 
                96% | 
                True | 
                False | 
                416,382 | 
                 
                
                | 120 | 
                1,497.75 | 
                1,333.75 | 
                164.00 | 
                11.0% | 
                14.75 | 
                1.0% | 
                96% | 
                True | 
                False | 
                347,011 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,561.50 | 
         
        
            | 
2.618             | 
            1,537.00 | 
         
        
            | 
1.618             | 
            1,522.00 | 
         
        
            | 
1.000             | 
            1,512.75 | 
         
        
            | 
0.618             | 
            1,507.00 | 
         
        
            | 
HIGH             | 
            1,497.75 | 
         
        
            | 
0.618             | 
            1,492.00 | 
         
        
            | 
0.500             | 
            1,490.25 | 
         
        
            | 
0.382             | 
            1,488.50 | 
         
        
            | 
LOW             | 
            1,482.75 | 
         
        
            | 
0.618             | 
            1,473.50 | 
         
        
            | 
1.000             | 
            1,467.75 | 
         
        
            | 
1.618             | 
            1,458.50 | 
         
        
            | 
2.618             | 
            1,443.50 | 
         
        
            | 
4.250             | 
            1,419.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,491.25 | 
                                1,490.00 | 
                             
                            
                                | PP | 
                                1,490.75 | 
                                1,488.25 | 
                             
                            
                                | S1 | 
                                1,490.25 | 
                                1,486.50 | 
                             
             
         |