| Trading Metrics calculated at close of trading on 09-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Nov-2009 | 09-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 1,090.6 | 1,108.4 | 17.8 | 1.6% | 1,057.9 |  
                        | High | 1,101.9 | 1,111.7 | 9.8 | 0.9% | 1,101.9 |  
                        | Low | 1,086.5 | 1,096.0 | 9.5 | 0.9% | 1,053.3 |  
                        | Close | 1,095.7 | 1,101.4 | 5.7 | 0.5% | 1,095.7 |  
                        | Range | 15.4 | 15.7 | 0.3 | 1.9% | 48.6 |  
                        | ATR | 17.5 | 17.4 | -0.1 | -0.6% | 0.0 |  
                        | Volume | 111,073 | 1,048 | -110,025 | -99.1% | 772,690 |  | 
    
| 
        
            | Daily Pivots for day following 09-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,150.1 | 1,141.5 | 1,110.0 |  |  
                | R3 | 1,134.4 | 1,125.8 | 1,105.7 |  |  
                | R2 | 1,118.7 | 1,118.7 | 1,104.3 |  |  
                | R1 | 1,110.1 | 1,110.1 | 1,102.8 | 1,106.6 |  
                | PP | 1,103.0 | 1,103.0 | 1,103.0 | 1,101.3 |  
                | S1 | 1,094.4 | 1,094.4 | 1,100.0 | 1,090.9 |  
                | S2 | 1,087.3 | 1,087.3 | 1,098.5 |  |  
                | S3 | 1,071.6 | 1,078.7 | 1,097.1 |  |  
                | S4 | 1,055.9 | 1,063.0 | 1,092.8 |  |  | 
        
            | Weekly Pivots for week ending 06-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,229.4 | 1,211.2 | 1,122.4 |  |  
                | R3 | 1,180.8 | 1,162.6 | 1,109.1 |  |  
                | R2 | 1,132.2 | 1,132.2 | 1,104.6 |  |  
                | R1 | 1,114.0 | 1,114.0 | 1,100.2 | 1,123.1 |  
                | PP | 1,083.6 | 1,083.6 | 1,083.6 | 1,088.2 |  
                | S1 | 1,065.4 | 1,065.4 | 1,091.2 | 1,074.5 |  
                | S2 | 1,035.0 | 1,035.0 | 1,086.8 |  |  
                | S3 | 986.4 | 1,016.8 | 1,082.3 |  |  
                | S4 | 937.8 | 968.2 | 1,069.0 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,111.7 | 1,058.0 | 53.7 | 4.9% | 18.1 | 1.6% | 81% | True | False | 128,856 |  
                | 10 | 1,111.7 | 1,026.9 | 84.8 | 7.7% | 16.2 | 1.5% | 88% | True | False | 137,224 |  
                | 20 | 1,111.7 | 1,026.9 | 84.8 | 7.7% | 16.6 | 1.5% | 88% | True | False | 130,864 |  
                | 40 | 1,111.7 | 985.5 | 126.2 | 11.5% | 16.4 | 1.5% | 92% | True | False | 124,207 |  
                | 60 | 1,111.7 | 931.3 | 180.4 | 16.4% | 16.3 | 1.5% | 94% | True | False | 115,624 |  
                | 80 | 1,111.7 | 927.6 | 184.1 | 16.7% | 15.7 | 1.4% | 94% | True | False | 102,426 |  
                | 100 | 1,111.7 | 907.6 | 204.1 | 18.5% | 15.2 | 1.4% | 95% | True | False | 83,562 |  
                | 120 | 1,111.7 | 907.6 | 204.1 | 18.5% | 15.7 | 1.4% | 95% | True | False | 70,326 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,178.4 |  
            | 2.618 | 1,152.8 |  
            | 1.618 | 1,137.1 |  
            | 1.000 | 1,127.4 |  
            | 0.618 | 1,121.4 |  
            | HIGH | 1,111.7 |  
            | 0.618 | 1,105.7 |  
            | 0.500 | 1,103.9 |  
            | 0.382 | 1,102.0 |  
            | LOW | 1,096.0 |  
            | 0.618 | 1,086.3 |  
            | 1.000 | 1,080.3 |  
            | 1.618 | 1,070.6 |  
            | 2.618 | 1,054.9 |  
            | 4.250 | 1,029.3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,103.9 | 1,100.3 |  
                                | PP | 1,103.0 | 1,099.1 |  
                                | S1 | 1,102.2 | 1,098.0 |  |