| Trading Metrics calculated at close of trading on 01-Sep-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Aug-2009 | 01-Sep-2009 | Change | Change % | Previous Week |  
                        | Open | 5,480.0 | 5,504.0 | 24.0 | 0.4% | 5,493.0 |  
                        | High | 5,497.0 | 5,514.0 | 17.0 | 0.3% | 5,578.5 |  
                        | Low | 5,437.5 | 5,303.0 | -134.5 | -2.5% | 5,432.0 |  
                        | Close | 5,469.0 | 5,337.0 | -132.0 | -2.4% | 5,516.0 |  
                        | Range | 59.5 | 211.0 | 151.5 | 254.6% | 146.5 |  
                        | ATR | 114.7 | 121.6 | 6.9 | 6.0% | 0.0 |  
                        | Volume | 97,996 | 207,921 | 109,925 | 112.2% | 618,616 |  | 
    
| 
        
            | Daily Pivots for day following 01-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 6,017.7 | 5,888.3 | 5,453.1 |  |  
                | R3 | 5,806.7 | 5,677.3 | 5,395.0 |  |  
                | R2 | 5,595.7 | 5,595.7 | 5,375.7 |  |  
                | R1 | 5,466.3 | 5,466.3 | 5,356.3 | 5,425.5 |  
                | PP | 5,384.7 | 5,384.7 | 5,384.7 | 5,364.3 |  
                | S1 | 5,255.3 | 5,255.3 | 5,317.7 | 5,214.5 |  
                | S2 | 5,173.7 | 5,173.7 | 5,298.3 |  |  
                | S3 | 4,962.7 | 5,044.3 | 5,279.0 |  |  
                | S4 | 4,751.7 | 4,833.3 | 5,221.0 |  |  | 
        
            | Weekly Pivots for week ending 28-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,948.3 | 5,878.7 | 5,596.6 |  |  
                | R3 | 5,801.8 | 5,732.2 | 5,556.3 |  |  
                | R2 | 5,655.3 | 5,655.3 | 5,542.9 |  |  
                | R1 | 5,585.7 | 5,585.7 | 5,529.4 | 5,620.5 |  
                | PP | 5,508.8 | 5,508.8 | 5,508.8 | 5,526.3 |  
                | S1 | 5,439.2 | 5,439.2 | 5,502.6 | 5,474.0 |  
                | S2 | 5,362.3 | 5,362.3 | 5,489.1 |  |  
                | S3 | 5,215.8 | 5,292.7 | 5,475.7 |  |  
                | S4 | 5,069.3 | 5,146.2 | 5,435.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,576.0 | 5,303.0 | 273.0 | 5.1% | 107.6 | 2.0% | 12% | False | True | 135,910 |  
                | 10 | 5,578.5 | 5,160.0 | 418.5 | 7.8% | 111.2 | 2.1% | 42% | False | False | 132,925 |  
                | 20 | 5,578.5 | 5,160.0 | 418.5 | 7.8% | 115.9 | 2.2% | 42% | False | False | 128,648 |  
                | 40 | 5,578.5 | 4,521.0 | 1,057.5 | 19.8% | 115.5 | 2.2% | 77% | False | False | 131,646 |  
                | 60 | 5,578.5 | 4,521.0 | 1,057.5 | 19.8% | 116.3 | 2.2% | 77% | False | False | 118,834 |  
                | 80 | 5,578.5 | 4,521.0 | 1,057.5 | 19.8% | 116.9 | 2.2% | 77% | False | False | 89,408 |  
                | 100 | 5,578.5 | 4,404.0 | 1,174.5 | 22.0% | 116.9 | 2.2% | 79% | False | False | 71,612 |  
                | 120 | 5,578.5 | 3,820.5 | 1,758.0 | 32.9% | 118.9 | 2.2% | 86% | False | False | 60,040 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 6,410.8 |  
            | 2.618 | 6,066.4 |  
            | 1.618 | 5,855.4 |  
            | 1.000 | 5,725.0 |  
            | 0.618 | 5,644.4 |  
            | HIGH | 5,514.0 |  
            | 0.618 | 5,433.4 |  
            | 0.500 | 5,408.5 |  
            | 0.382 | 5,383.6 |  
            | LOW | 5,303.0 |  
            | 0.618 | 5,172.6 |  
            | 1.000 | 5,092.0 |  
            | 1.618 | 4,961.6 |  
            | 2.618 | 4,750.6 |  
            | 4.250 | 4,406.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Sep-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,408.5 | 5,439.5 |  
                                | PP | 5,384.7 | 5,405.3 |  
                                | S1 | 5,360.8 | 5,371.2 |  |