| Trading Metrics calculated at close of trading on 21-Aug-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Aug-2009 | 21-Aug-2009 | Change | Change % | Previous Week |  
                        | Open | 5,288.0 | 5,289.0 | 1.0 | 0.0% | 5,309.0 |  
                        | High | 5,336.0 | 5,481.5 | 145.5 | 2.7% | 5,481.5 |  
                        | Low | 5,266.0 | 5,282.0 | 16.0 | 0.3% | 5,160.0 |  
                        | Close | 5,305.5 | 5,448.5 | 143.0 | 2.7% | 5,448.5 |  
                        | Range | 70.0 | 199.5 | 129.5 | 185.0% | 321.5 |  
                        | ATR | 120.2 | 125.9 | 5.7 | 4.7% | 0.0 |  
                        | Volume | 121,311 | 147,279 | 25,968 | 21.4% | 660,599 |  | 
    
| 
        
            | Daily Pivots for day following 21-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,002.5 | 5,925.0 | 5,558.2 |  |  
                | R3 | 5,803.0 | 5,725.5 | 5,503.4 |  |  
                | R2 | 5,603.5 | 5,603.5 | 5,485.1 |  |  
                | R1 | 5,526.0 | 5,526.0 | 5,466.8 | 5,564.8 |  
                | PP | 5,404.0 | 5,404.0 | 5,404.0 | 5,423.4 |  
                | S1 | 5,326.5 | 5,326.5 | 5,430.2 | 5,365.3 |  
                | S2 | 5,204.5 | 5,204.5 | 5,411.9 |  |  
                | S3 | 5,005.0 | 5,127.0 | 5,393.6 |  |  
                | S4 | 4,805.5 | 4,927.5 | 5,338.8 |  |  | 
        
            | Weekly Pivots for week ending 21-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,327.8 | 6,209.7 | 5,625.3 |  |  
                | R3 | 6,006.3 | 5,888.2 | 5,536.9 |  |  
                | R2 | 5,684.8 | 5,684.8 | 5,507.4 |  |  
                | R1 | 5,566.7 | 5,566.7 | 5,478.0 | 5,625.8 |  
                | PP | 5,363.3 | 5,363.3 | 5,363.3 | 5,392.9 |  
                | S1 | 5,245.2 | 5,245.2 | 5,419.0 | 5,304.3 |  
                | S2 | 5,041.8 | 5,041.8 | 5,389.6 |  |  
                | S3 | 4,720.3 | 4,923.7 | 5,360.1 |  |  
                | S4 | 4,398.8 | 4,602.2 | 5,271.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,481.5 | 5,160.0 | 321.5 | 5.9% | 117.2 | 2.2% | 90% | True | False | 132,119 |  
                | 10 | 5,481.5 | 5,160.0 | 321.5 | 5.9% | 121.7 | 2.2% | 90% | True | False | 127,128 |  
                | 20 | 5,483.5 | 5,147.5 | 336.0 | 6.2% | 123.7 | 2.3% | 90% | False | False | 127,483 |  
                | 40 | 5,483.5 | 4,521.0 | 962.5 | 17.7% | 120.4 | 2.2% | 96% | False | False | 132,125 |  
                | 60 | 5,483.5 | 4,521.0 | 962.5 | 17.7% | 116.0 | 2.1% | 96% | False | False | 103,595 |  
                | 80 | 5,483.5 | 4,521.0 | 962.5 | 17.7% | 117.8 | 2.2% | 96% | False | False | 77,892 |  
                | 100 | 5,483.5 | 4,017.5 | 1,466.0 | 26.9% | 119.7 | 2.2% | 98% | False | False | 62,394 |  
                | 120 | 5,483.5 | 3,613.5 | 1,870.0 | 34.3% | 121.9 | 2.2% | 98% | False | False | 52,382 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,329.4 |  
            | 2.618 | 6,003.8 |  
            | 1.618 | 5,804.3 |  
            | 1.000 | 5,681.0 |  
            | 0.618 | 5,604.8 |  
            | HIGH | 5,481.5 |  
            | 0.618 | 5,405.3 |  
            | 0.500 | 5,381.8 |  
            | 0.382 | 5,358.2 |  
            | LOW | 5,282.0 |  
            | 0.618 | 5,158.7 |  
            | 1.000 | 5,082.5 |  
            | 1.618 | 4,959.2 |  
            | 2.618 | 4,759.7 |  
            | 4.250 | 4,434.1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Aug-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,426.3 | 5,405.9 |  
                                | PP | 5,404.0 | 5,363.3 |  
                                | S1 | 5,381.8 | 5,320.8 |  |