| Trading Metrics calculated at close of trading on 05-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2009 | 
                    05-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,892.0 | 
                        1,910.0 | 
                        18.0 | 
                        1.0% | 
                        2,033.0 | 
                     
                    
                        | High | 
                        1,907.0 | 
                        1,927.0 | 
                        20.0 | 
                        1.0% | 
                        2,066.0 | 
                     
                    
                        | Low | 
                        1,848.0 | 
                        1,825.0 | 
                        -23.0 | 
                        -1.2% | 
                        1,933.0 | 
                     
                    
                        | Close | 
                        1,873.0 | 
                        1,854.0 | 
                        -19.0 | 
                        -1.0% | 
                        1,975.0 | 
                     
                    
                        | Range | 
                        59.0 | 
                        102.0 | 
                        43.0 | 
                        72.9% | 
                        133.0 | 
                     
                    
                        | ATR | 
                        88.9 | 
                        89.8 | 
                        0.9 | 
                        1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,635,418 | 
                        1,769,575 | 
                        134,157 | 
                        8.2% | 
                        7,982,398 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,174.7 | 
                2,116.3 | 
                1,910.1 | 
                 | 
             
            
                | R3 | 
                2,072.7 | 
                2,014.3 | 
                1,882.1 | 
                 | 
             
            
                | R2 | 
                1,970.7 | 
                1,970.7 | 
                1,872.7 | 
                 | 
             
            
                | R1 | 
                1,912.3 | 
                1,912.3 | 
                1,863.4 | 
                1,890.5 | 
             
            
                | PP | 
                1,868.7 | 
                1,868.7 | 
                1,868.7 | 
                1,857.8 | 
             
            
                | S1 | 
                1,810.3 | 
                1,810.3 | 
                1,844.7 | 
                1,788.5 | 
             
            
                | S2 | 
                1,766.7 | 
                1,766.7 | 
                1,835.3 | 
                 | 
             
            
                | S3 | 
                1,664.7 | 
                1,708.3 | 
                1,826.0 | 
                 | 
             
            
                | S4 | 
                1,562.7 | 
                1,606.3 | 
                1,797.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                2,039.0 | 
                1,825.0 | 
                214.0 | 
                11.5% | 
                77.2 | 
                4.2% | 
                14% | 
                False | 
                True | 
                1,660,089 | 
                 
                
                | 10 | 
                2,148.0 | 
                1,825.0 | 
                323.0 | 
                17.4% | 
                83.9 | 
                4.5% | 
                9% | 
                False | 
                True | 
                1,632,648 | 
                 
                
                | 20 | 
                2,368.0 | 
                1,825.0 | 
                543.0 | 
                29.3% | 
                79.3 | 
                4.3% | 
                5% | 
                False | 
                True | 
                1,500,761 | 
                 
                
                | 40 | 
                2,619.0 | 
                1,825.0 | 
                794.0 | 
                42.8% | 
                84.0 | 
                4.5% | 
                4% | 
                False | 
                True | 
                1,376,227 | 
                 
                
                | 60 | 
                2,619.0 | 
                1,825.0 | 
                794.0 | 
                42.8% | 
                86.7 | 
                4.7% | 
                4% | 
                False | 
                True | 
                1,069,389 | 
                 
                
                | 80 | 
                2,781.0 | 
                1,825.0 | 
                956.0 | 
                51.6% | 
                100.0 | 
                5.4% | 
                3% | 
                False | 
                True | 
                803,799 | 
                 
                
                | 100 | 
                2,988.0 | 
                1,825.0 | 
                1,163.0 | 
                62.7% | 
                115.9 | 
                6.3% | 
                2% | 
                False | 
                True | 
                644,081 | 
                 
                
                | 120 | 
                3,366.0 | 
                1,825.0 | 
                1,541.0 | 
                83.1% | 
                117.3 | 
                6.3% | 
                2% | 
                False | 
                True | 
                540,545 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,360.5 | 
         
        
            | 
2.618             | 
            2,194.0 | 
         
        
            | 
1.618             | 
            2,092.0 | 
         
        
            | 
1.000             | 
            2,029.0 | 
         
        
            | 
0.618             | 
            1,990.0 | 
         
        
            | 
HIGH             | 
            1,927.0 | 
         
        
            | 
0.618             | 
            1,888.0 | 
         
        
            | 
0.500             | 
            1,876.0 | 
         
        
            | 
0.382             | 
            1,864.0 | 
         
        
            | 
LOW             | 
            1,825.0 | 
         
        
            | 
0.618             | 
            1,762.0 | 
         
        
            | 
1.000             | 
            1,723.0 | 
         
        
            | 
1.618             | 
            1,660.0 | 
         
        
            | 
2.618             | 
            1,558.0 | 
         
        
            | 
4.250             | 
            1,391.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,876.0 | 
                                1,883.5 | 
                             
                            
                                | PP | 
                                1,868.7 | 
                                1,873.7 | 
                             
                            
                                | S1 | 
                                1,861.3 | 
                                1,863.8 | 
                             
             
         |