| Trading Metrics calculated at close of trading on 19-Aug-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Aug-2009 | 19-Aug-2009 | Change | Change % | Previous Week |  
                        | Open | 5,235.0 | 5,220.0 | -15.0 | -0.3% | 5,430.0 |  
                        | High | 5,262.0 | 5,280.5 | 18.5 | 0.4% | 5,457.0 |  
                        | Low | 5,198.0 | 5,160.0 | -38.0 | -0.7% | 5,254.5 |  
                        | Close | 5,233.0 | 5,232.0 | -1.0 | 0.0% | 5,311.0 |  
                        | Range | 64.0 | 120.5 | 56.5 | 88.3% | 202.5 |  
                        | ATR | 121.5 | 121.4 | -0.1 | -0.1% | 0.0 |  
                        | Volume | 99,918 | 136,127 | 36,209 | 36.2% | 610,683 |  | 
    
| 
        
            | Daily Pivots for day following 19-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,585.7 | 5,529.3 | 5,298.3 |  |  
                | R3 | 5,465.2 | 5,408.8 | 5,265.1 |  |  
                | R2 | 5,344.7 | 5,344.7 | 5,254.1 |  |  
                | R1 | 5,288.3 | 5,288.3 | 5,243.0 | 5,316.5 |  
                | PP | 5,224.2 | 5,224.2 | 5,224.2 | 5,238.3 |  
                | S1 | 5,167.8 | 5,167.8 | 5,221.0 | 5,196.0 |  
                | S2 | 5,103.7 | 5,103.7 | 5,209.9 |  |  
                | S3 | 4,983.2 | 5,047.3 | 5,198.9 |  |  
                | S4 | 4,862.7 | 4,926.8 | 5,165.7 |  |  | 
        
            | Weekly Pivots for week ending 14-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,948.3 | 5,832.2 | 5,422.4 |  |  
                | R3 | 5,745.8 | 5,629.7 | 5,366.7 |  |  
                | R2 | 5,543.3 | 5,543.3 | 5,348.1 |  |  
                | R1 | 5,427.2 | 5,427.2 | 5,329.6 | 5,384.0 |  
                | PP | 5,340.8 | 5,340.8 | 5,340.8 | 5,319.3 |  
                | S1 | 5,224.7 | 5,224.7 | 5,292.4 | 5,181.5 |  
                | S2 | 5,138.3 | 5,138.3 | 5,273.9 |  |  
                | S3 | 4,935.8 | 5,022.2 | 5,255.3 |  |  
                | S4 | 4,733.3 | 4,819.7 | 5,199.6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,457.0 | 5,160.0 | 297.0 | 5.7% | 115.4 | 2.2% | 24% | False | True | 132,587 |  
                | 10 | 5,483.5 | 5,160.0 | 323.5 | 6.2% | 120.5 | 2.3% | 22% | False | True | 125,733 |  
                | 20 | 5,483.5 | 5,102.0 | 381.5 | 7.3% | 123.9 | 2.4% | 34% | False | False | 127,905 |  
                | 40 | 5,483.5 | 4,521.0 | 962.5 | 18.4% | 120.4 | 2.3% | 74% | False | False | 132,816 |  
                | 60 | 5,483.5 | 4,521.0 | 962.5 | 18.4% | 114.8 | 2.2% | 74% | False | False | 99,139 |  
                | 80 | 5,483.5 | 4,521.0 | 962.5 | 18.4% | 116.9 | 2.2% | 74% | False | False | 74,540 |  
                | 100 | 5,483.5 | 3,984.5 | 1,499.0 | 28.7% | 119.7 | 2.3% | 83% | False | False | 59,716 |  
                | 120 | 5,483.5 | 3,613.5 | 1,870.0 | 35.7% | 121.4 | 2.3% | 87% | False | False | 50,154 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,792.6 |  
            | 2.618 | 5,596.0 |  
            | 1.618 | 5,475.5 |  
            | 1.000 | 5,401.0 |  
            | 0.618 | 5,355.0 |  
            | HIGH | 5,280.5 |  
            | 0.618 | 5,234.5 |  
            | 0.500 | 5,220.3 |  
            | 0.382 | 5,206.0 |  
            | LOW | 5,160.0 |  
            | 0.618 | 5,085.5 |  
            | 1.000 | 5,039.5 |  
            | 1.618 | 4,965.0 |  
            | 2.618 | 4,844.5 |  
            | 4.250 | 4,647.9 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Aug-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,228.1 | 5,234.5 |  
                                | PP | 5,224.2 | 5,233.7 |  
                                | S1 | 5,220.3 | 5,232.8 |  |