| Trading Metrics calculated at close of trading on 12-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2013 | 
                    12-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,547.25 | 
                        1,556.75 | 
                        9.50 | 
                        0.6% | 
                        1,514.75 | 
                     
                    
                        | High | 
                        1,557.25 | 
                        1,557.00 | 
                        -0.25 | 
                        0.0% | 
                        1,553.50 | 
                     
                    
                        | Low | 
                        1,545.50 | 
                        1,547.50 | 
                        2.00 | 
                        0.1% | 
                        1,507.00 | 
                     
                    
                        | Close | 
                        1,556.00 | 
                        1,552.50 | 
                        -3.50 | 
                        -0.2% | 
                        1,549.50 | 
                     
                    
                        | Range | 
                        11.75 | 
                        9.50 | 
                        -2.25 | 
                        -19.1% | 
                        46.50 | 
                     
                    
                        | ATR | 
                        15.51 | 
                        15.08 | 
                        -0.43 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        755,669 | 
                        795,044 | 
                        39,375 | 
                        5.2% | 
                        9,251,348 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,580.75 | 
                1,576.25 | 
                1,557.75 | 
                 | 
             
            
                | R3 | 
                1,571.25 | 
                1,566.75 | 
                1,555.00 | 
                 | 
             
            
                | R2 | 
                1,561.75 | 
                1,561.75 | 
                1,554.25 | 
                 | 
             
            
                | R1 | 
                1,557.25 | 
                1,557.25 | 
                1,553.25 | 
                1,554.75 | 
             
            
                | PP | 
                1,552.25 | 
                1,552.25 | 
                1,552.25 | 
                1,551.00 | 
             
            
                | S1 | 
                1,547.75 | 
                1,547.75 | 
                1,551.75 | 
                1,545.25 | 
             
            
                | S2 | 
                1,542.75 | 
                1,542.75 | 
                1,550.75 | 
                 | 
             
            
                | S3 | 
                1,533.25 | 
                1,538.25 | 
                1,550.00 | 
                 | 
             
            
                | S4 | 
                1,523.75 | 
                1,528.75 | 
                1,547.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,676.25 | 
                1,659.25 | 
                1,575.00 | 
                 | 
             
            
                | R3 | 
                1,629.75 | 
                1,612.75 | 
                1,562.25 | 
                 | 
             
            
                | R2 | 
                1,583.25 | 
                1,583.25 | 
                1,558.00 | 
                 | 
             
            
                | R1 | 
                1,566.25 | 
                1,566.25 | 
                1,553.75 | 
                1,574.75 | 
             
            
                | PP | 
                1,536.75 | 
                1,536.75 | 
                1,536.75 | 
                1,541.00 | 
             
            
                | S1 | 
                1,519.75 | 
                1,519.75 | 
                1,545.25 | 
                1,528.25 | 
             
            
                | S2 | 
                1,490.25 | 
                1,490.25 | 
                1,541.00 | 
                 | 
             
            
                | S3 | 
                1,443.75 | 
                1,473.25 | 
                1,536.75 | 
                 | 
             
            
                | S4 | 
                1,397.25 | 
                1,426.75 | 
                1,524.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,557.25 | 
                1,537.00 | 
                20.25 | 
                1.3% | 
                10.00 | 
                0.6% | 
                77% | 
                False | 
                False | 
                1,290,436 | 
                 
                
                | 10 | 
                1,557.25 | 
                1,490.00 | 
                67.25 | 
                4.3% | 
                15.25 | 
                1.0% | 
                93% | 
                False | 
                False | 
                1,800,582 | 
                 
                
                | 20 | 
                1,557.25 | 
                1,481.75 | 
                75.50 | 
                4.9% | 
                15.75 | 
                1.0% | 
                94% | 
                False | 
                False | 
                1,872,744 | 
                 
                
                | 40 | 
                1,557.25 | 
                1,456.50 | 
                100.75 | 
                6.5% | 
                14.25 | 
                0.9% | 
                95% | 
                False | 
                False | 
                1,707,595 | 
                 
                
                | 60 | 
                1,557.25 | 
                1,382.25 | 
                175.00 | 
                11.3% | 
                15.75 | 
                1.0% | 
                97% | 
                False | 
                False | 
                1,628,380 | 
                 
                
                | 80 | 
                1,557.25 | 
                1,333.75 | 
                223.50 | 
                14.4% | 
                15.75 | 
                1.0% | 
                98% | 
                False | 
                False | 
                1,230,177 | 
                 
                
                | 100 | 
                1,557.25 | 
                1,333.75 | 
                223.50 | 
                14.4% | 
                16.50 | 
                1.1% | 
                98% | 
                False | 
                False | 
                984,473 | 
                 
                
                | 120 | 
                1,557.25 | 
                1,333.75 | 
                223.50 | 
                14.4% | 
                16.00 | 
                1.0% | 
                98% | 
                False | 
                False | 
                820,695 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,597.50 | 
         
        
            | 
2.618             | 
            1,581.75 | 
         
        
            | 
1.618             | 
            1,572.25 | 
         
        
            | 
1.000             | 
            1,566.50 | 
         
        
            | 
0.618             | 
            1,562.75 | 
         
        
            | 
HIGH             | 
            1,557.00 | 
         
        
            | 
0.618             | 
            1,553.25 | 
         
        
            | 
0.500             | 
            1,552.25 | 
         
        
            | 
0.382             | 
            1,551.25 | 
         
        
            | 
LOW             | 
            1,547.50 | 
         
        
            | 
0.618             | 
            1,541.75 | 
         
        
            | 
1.000             | 
            1,538.00 | 
         
        
            | 
1.618             | 
            1,532.25 | 
         
        
            | 
2.618             | 
            1,522.75 | 
         
        
            | 
4.250             | 
            1,507.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,552.50 | 
                                1,551.25 | 
                             
                            
                                | PP | 
                                1,552.25 | 
                                1,550.00 | 
                             
                            
                                | S1 | 
                                1,552.25 | 
                                1,548.75 | 
                             
             
         |