| Trading Metrics calculated at close of trading on 13-Aug-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Aug-2009 | 13-Aug-2009 | Change | Change % | Previous Week |  
                        | Open | 5,314.5 | 5,361.0 | 46.5 | 0.9% | 5,362.0 |  
                        | High | 5,385.5 | 5,457.0 | 71.5 | 1.3% | 5,483.5 |  
                        | Low | 5,254.5 | 5,352.0 | 97.5 | 1.9% | 5,308.0 |  
                        | Close | 5,351.5 | 5,399.5 | 48.0 | 0.9% | 5,463.5 |  
                        | Range | 131.0 | 105.0 | -26.0 | -19.8% | 175.5 |  
                        | ATR | 124.3 | 123.0 | -1.3 | -1.1% | 0.0 |  
                        | Volume | 128,522 | 143,241 | 14,719 | 11.5% | 620,396 |  | 
    
| 
        
            | Daily Pivots for day following 13-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,717.8 | 5,663.7 | 5,457.3 |  |  
                | R3 | 5,612.8 | 5,558.7 | 5,428.4 |  |  
                | R2 | 5,507.8 | 5,507.8 | 5,418.8 |  |  
                | R1 | 5,453.7 | 5,453.7 | 5,409.1 | 5,480.8 |  
                | PP | 5,402.8 | 5,402.8 | 5,402.8 | 5,416.4 |  
                | S1 | 5,348.7 | 5,348.7 | 5,389.9 | 5,375.8 |  
                | S2 | 5,297.8 | 5,297.8 | 5,380.3 |  |  
                | S3 | 5,192.8 | 5,243.7 | 5,370.6 |  |  
                | S4 | 5,087.8 | 5,138.7 | 5,341.8 |  |  | 
        
            | 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 | 4.2% | 128.6 | 2.4% | 63% | False | False | 125,641 |  
                | 10 | 5,483.5 | 5,254.5 | 229.0 | 4.2% | 117.3 | 2.2% | 63% | False | False | 122,404 |  
                | 20 | 5,483.5 | 4,960.0 | 523.5 | 9.7% | 116.5 | 2.2% | 84% | False | False | 125,601 |  
                | 40 | 5,483.5 | 4,521.0 | 962.5 | 17.8% | 119.1 | 2.2% | 91% | False | False | 131,520 |  
                | 60 | 5,483.5 | 4,521.0 | 962.5 | 17.8% | 115.7 | 2.1% | 91% | False | False | 90,571 |  
                | 80 | 5,483.5 | 4,477.5 | 1,006.0 | 18.6% | 116.8 | 2.2% | 92% | False | False | 68,050 |  
                | 100 | 5,483.5 | 3,984.5 | 1,499.0 | 27.8% | 119.2 | 2.2% | 94% | False | False | 54,551 |  
                | 120 | 5,483.5 | 3,613.5 | 1,870.0 | 34.6% | 123.0 | 2.3% | 96% | False | False | 45,833 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,903.3 |  
            | 2.618 | 5,731.9 |  
            | 1.618 | 5,626.9 |  
            | 1.000 | 5,562.0 |  
            | 0.618 | 5,521.9 |  
            | HIGH | 5,457.0 |  
            | 0.618 | 5,416.9 |  
            | 0.500 | 5,404.5 |  
            | 0.382 | 5,392.1 |  
            | LOW | 5,352.0 |  
            | 0.618 | 5,287.1 |  
            | 1.000 | 5,247.0 |  
            | 1.618 | 5,182.1 |  
            | 2.618 | 5,077.1 |  
            | 4.250 | 4,905.8 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Aug-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,404.5 | 5,384.9 |  
                                | PP | 5,402.8 | 5,370.3 |  
                                | S1 | 5,401.2 | 5,355.8 |  |