| Trading Metrics calculated at close of trading on 12-Aug-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Aug-2009 | 12-Aug-2009 | Change | Change % | Previous Week |  
                        | Open | 5,435.0 | 5,314.5 | -120.5 | -2.2% | 5,362.0 |  
                        | High | 5,457.0 | 5,385.5 | -71.5 | -1.3% | 5,483.5 |  
                        | Low | 5,272.5 | 5,254.5 | -18.0 | -0.3% | 5,308.0 |  
                        | Close | 5,291.0 | 5,351.5 | 60.5 | 1.1% | 5,463.5 |  
                        | Range | 184.5 | 131.0 | -53.5 | -29.0% | 175.5 |  
                        | ATR | 123.8 | 124.3 | 0.5 | 0.4% | 0.0 |  
                        | Volume | 128,023 | 128,522 | 499 | 0.4% | 620,396 |  | 
    
| 
        
            | Daily Pivots for day following 12-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,723.5 | 5,668.5 | 5,423.6 |  |  
                | R3 | 5,592.5 | 5,537.5 | 5,387.5 |  |  
                | R2 | 5,461.5 | 5,461.5 | 5,375.5 |  |  
                | R1 | 5,406.5 | 5,406.5 | 5,363.5 | 5,434.0 |  
                | PP | 5,330.5 | 5,330.5 | 5,330.5 | 5,344.3 |  
                | S1 | 5,275.5 | 5,275.5 | 5,339.5 | 5,303.0 |  
                | S2 | 5,199.5 | 5,199.5 | 5,327.5 |  |  
                | S3 | 5,068.5 | 5,144.5 | 5,315.5 |  |  
                | S4 | 4,937.5 | 5,013.5 | 5,279.5 |  |  | 
        
            | Weekly Pivots for week ending 07-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,944.8 | 5,879.7 | 5,560.0 |  |  
                | R3 | 5,769.3 | 5,704.2 | 5,511.8 |  |  
                | R2 | 5,593.8 | 5,593.8 | 5,495.7 |  |  
                | R1 | 5,528.7 | 5,528.7 | 5,479.6 | 5,561.3 |  
                | PP | 5,418.3 | 5,418.3 | 5,418.3 | 5,434.6 |  
                | S1 | 5,353.2 | 5,353.2 | 5,447.4 | 5,385.8 |  
                | S2 | 5,242.8 | 5,242.8 | 5,431.3 |  |  
                | S3 | 5,067.3 | 5,177.7 | 5,415.2 |  |  
                | S4 | 4,891.8 | 5,002.2 | 5,367.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,483.5 | 5,254.5 | 229.0 | 4.3% | 125.6 | 2.3% | 42% | False | True | 118,879 |  
                | 10 | 5,483.5 | 5,254.5 | 229.0 | 4.3% | 121.3 | 2.3% | 42% | False | True | 123,026 |  
                | 20 | 5,483.5 | 4,903.5 | 580.0 | 10.8% | 117.2 | 2.2% | 77% | False | False | 126,652 |  
                | 40 | 5,483.5 | 4,521.0 | 962.5 | 18.0% | 119.7 | 2.2% | 86% | False | False | 129,438 |  
                | 60 | 5,483.5 | 4,521.0 | 962.5 | 18.0% | 115.8 | 2.2% | 86% | False | False | 88,197 |  
                | 80 | 5,483.5 | 4,413.0 | 1,070.5 | 20.0% | 117.3 | 2.2% | 88% | False | False | 66,265 |  
                | 100 | 5,483.5 | 3,984.5 | 1,499.0 | 28.0% | 119.1 | 2.2% | 91% | False | False | 53,167 |  
                | 120 | 5,483.5 | 3,613.5 | 1,870.0 | 34.9% | 123.4 | 2.3% | 93% | False | False | 44,641 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,942.3 |  
            | 2.618 | 5,728.5 |  
            | 1.618 | 5,597.5 |  
            | 1.000 | 5,516.5 |  
            | 0.618 | 5,466.5 |  
            | HIGH | 5,385.5 |  
            | 0.618 | 5,335.5 |  
            | 0.500 | 5,320.0 |  
            | 0.382 | 5,304.5 |  
            | LOW | 5,254.5 |  
            | 0.618 | 5,173.5 |  
            | 1.000 | 5,123.5 |  
            | 1.618 | 5,042.5 |  
            | 2.618 | 4,911.5 |  
            | 4.250 | 4,697.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,341.0 | 5,355.8 |  
                                | PP | 5,330.5 | 5,354.3 |  
                                | S1 | 5,320.0 | 5,352.9 |  |