| Trading Metrics calculated at close of trading on 27-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2009 | 
                    27-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,980.0 | 
                        1,975.0 | 
                        -5.0 | 
                        -0.3% | 
                        2,033.0 | 
                     
                    
                        | High | 
                        2,039.0 | 
                        2,002.0 | 
                        -37.0 | 
                        -1.8% | 
                        2,066.0 | 
                     
                    
                        | Low | 
                        1,969.0 | 
                        1,936.0 | 
                        -33.0 | 
                        -1.7% | 
                        1,933.0 | 
                     
                    
                        | Close | 
                        2,016.0 | 
                        1,975.0 | 
                        -41.0 | 
                        -2.0% | 
                        1,975.0 | 
                     
                    
                        | Range | 
                        70.0 | 
                        66.0 | 
                        -4.0 | 
                        -5.7% | 
                        133.0 | 
                     
                    
                        | ATR | 
                        89.5 | 
                        88.8 | 
                        -0.7 | 
                        -0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,624,857 | 
                        1,611,468 | 
                        -13,389 | 
                        -0.8% | 
                        7,982,398 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,169.0 | 
                2,138.0 | 
                2,011.3 | 
                 | 
             
            
                | R3 | 
                2,103.0 | 
                2,072.0 | 
                1,993.2 | 
                 | 
             
            
                | R2 | 
                2,037.0 | 
                2,037.0 | 
                1,987.1 | 
                 | 
             
            
                | R1 | 
                2,006.0 | 
                2,006.0 | 
                1,981.1 | 
                2,008.0 | 
             
            
                | PP | 
                1,971.0 | 
                1,971.0 | 
                1,971.0 | 
                1,972.0 | 
             
            
                | S1 | 
                1,940.0 | 
                1,940.0 | 
                1,969.0 | 
                1,942.0 | 
             
            
                | S2 | 
                1,905.0 | 
                1,905.0 | 
                1,962.9 | 
                 | 
             
            
                | S3 | 
                1,839.0 | 
                1,874.0 | 
                1,956.9 | 
                 | 
             
            
                | S4 | 
                1,773.0 | 
                1,808.0 | 
                1,938.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,390.3 | 
                2,315.7 | 
                2,048.2 | 
                 | 
             
            
                | R3 | 
                2,257.3 | 
                2,182.7 | 
                2,011.6 | 
                 | 
             
            
                | R2 | 
                2,124.3 | 
                2,124.3 | 
                1,999.4 | 
                 | 
             
            
                | R1 | 
                2,049.7 | 
                2,049.7 | 
                1,987.2 | 
                2,020.5 | 
             
            
                | PP | 
                1,991.3 | 
                1,991.3 | 
                1,991.3 | 
                1,976.8 | 
             
            
                | S1 | 
                1,916.7 | 
                1,916.7 | 
                1,962.8 | 
                1,887.5 | 
             
            
                | S2 | 
                1,858.3 | 
                1,858.3 | 
                1,950.6 | 
                 | 
             
            
                | S3 | 
                1,725.3 | 
                1,783.7 | 
                1,938.4 | 
                 | 
             
            
                | S4 | 
                1,592.3 | 
                1,650.7 | 
                1,901.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                2,066.0 | 
                1,933.0 | 
                133.0 | 
                6.7% | 
                86.2 | 
                4.4% | 
                32% | 
                False | 
                False | 
                1,596,479 | 
                 
                
                | 10 | 
                2,270.0 | 
                1,933.0 | 
                337.0 | 
                17.1% | 
                78.5 | 
                4.0% | 
                12% | 
                False | 
                False | 
                1,560,421 | 
                 
                
                | 20 | 
                2,368.0 | 
                1,933.0 | 
                435.0 | 
                22.0% | 
                78.0 | 
                3.9% | 
                10% | 
                False | 
                False | 
                1,438,692 | 
                 
                
                | 40 | 
                2,619.0 | 
                1,933.0 | 
                686.0 | 
                34.7% | 
                83.0 | 
                4.2% | 
                6% | 
                False | 
                False | 
                1,287,978 | 
                 
                
                | 60 | 
                2,619.0 | 
                1,933.0 | 
                686.0 | 
                34.7% | 
                87.3 | 
                4.4% | 
                6% | 
                False | 
                False | 
                985,364 | 
                 
                
                | 80 | 
                2,781.0 | 
                1,933.0 | 
                848.0 | 
                42.9% | 
                100.9 | 
                5.1% | 
                5% | 
                False | 
                False | 
                741,057 | 
                 
                
                | 100 | 
                3,179.0 | 
                1,933.0 | 
                1,246.0 | 
                63.1% | 
                117.9 | 
                6.0% | 
                3% | 
                False | 
                False | 
                593,505 | 
                 
                
                | 120 | 
                3,428.0 | 
                1,933.0 | 
                1,495.0 | 
                75.7% | 
                117.6 | 
                6.0% | 
                3% | 
                False | 
                False | 
                498,511 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,282.5 | 
         
        
            | 
2.618             | 
            2,174.8 | 
         
        
            | 
1.618             | 
            2,108.8 | 
         
        
            | 
1.000             | 
            2,068.0 | 
         
        
            | 
0.618             | 
            2,042.8 | 
         
        
            | 
HIGH             | 
            2,002.0 | 
         
        
            | 
0.618             | 
            1,976.8 | 
         
        
            | 
0.500             | 
            1,969.0 | 
         
        
            | 
0.382             | 
            1,961.2 | 
         
        
            | 
LOW             | 
            1,936.0 | 
         
        
            | 
0.618             | 
            1,895.2 | 
         
        
            | 
1.000             | 
            1,870.0 | 
         
        
            | 
1.618             | 
            1,829.2 | 
         
        
            | 
2.618             | 
            1,763.2 | 
         
        
            | 
4.250             | 
            1,655.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,973.0 | 
                                1,986.0 | 
                             
                            
                                | PP | 
                                1,971.0 | 
                                1,982.3 | 
                             
                            
                                | S1 | 
                                1,969.0 | 
                                1,978.7 | 
                             
             
         |