| Trading Metrics calculated at close of trading on 14-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Dec-2009 | 
                    14-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,799.50 | 
                        1,794.25 | 
                        -5.25 | 
                        -0.3% | 
                        1,795.00 | 
                     
                    
                        | High | 
                        1,812.75 | 
                        1,811.00 | 
                        -1.75 | 
                        -0.1% | 
                        1,812.75 | 
                     
                    
                        | Low | 
                        1,784.50 | 
                        1,788.25 | 
                        3.75 | 
                        0.2% | 
                        1,758.75 | 
                     
                    
                        | Close | 
                        1,794.00 | 
                        1,809.75 | 
                        15.75 | 
                        0.9% | 
                        1,794.00 | 
                     
                    
                        | Range | 
                        28.25 | 
                        22.75 | 
                        -5.50 | 
                        -19.5% | 
                        54.00 | 
                     
                    
                        | ATR | 
                        29.84 | 
                        29.33 | 
                        -0.51 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        183,615 | 
                        86,820 | 
                        -96,795 | 
                        -52.7% | 
                        1,547,173 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,871.25 | 
                1,863.25 | 
                1,822.25 | 
                 | 
             
            
                | R3 | 
                1,848.50 | 
                1,840.50 | 
                1,816.00 | 
                 | 
             
            
                | R2 | 
                1,825.75 | 
                1,825.75 | 
                1,814.00 | 
                 | 
             
            
                | R1 | 
                1,817.75 | 
                1,817.75 | 
                1,811.75 | 
                1,821.75 | 
             
            
                | PP | 
                1,803.00 | 
                1,803.00 | 
                1,803.00 | 
                1,805.00 | 
             
            
                | S1 | 
                1,795.00 | 
                1,795.00 | 
                1,807.75 | 
                1,799.00 | 
             
            
                | S2 | 
                1,780.25 | 
                1,780.25 | 
                1,805.50 | 
                 | 
             
            
                | S3 | 
                1,757.50 | 
                1,772.25 | 
                1,803.50 | 
                 | 
             
            
                | S4 | 
                1,734.75 | 
                1,749.50 | 
                1,797.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,950.50 | 
                1,926.25 | 
                1,823.75 | 
                 | 
             
            
                | R3 | 
                1,896.50 | 
                1,872.25 | 
                1,808.75 | 
                 | 
             
            
                | R2 | 
                1,842.50 | 
                1,842.50 | 
                1,804.00 | 
                 | 
             
            
                | R1 | 
                1,818.25 | 
                1,818.25 | 
                1,799.00 | 
                1,803.50 | 
             
            
                | PP | 
                1,788.50 | 
                1,788.50 | 
                1,788.50 | 
                1,781.00 | 
             
            
                | S1 | 
                1,764.25 | 
                1,764.25 | 
                1,789.00 | 
                1,749.50 | 
             
            
                | S2 | 
                1,734.50 | 
                1,734.50 | 
                1,784.00 | 
                 | 
             
            
                | S3 | 
                1,680.50 | 
                1,710.25 | 
                1,779.25 | 
                 | 
             
            
                | S4 | 
                1,626.50 | 
                1,656.25 | 
                1,764.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,812.75 | 
                1,758.75 | 
                54.00 | 
                3.0% | 
                27.50 | 
                1.5% | 
                94% | 
                False | 
                False | 
                244,867 | 
                 
                
                | 10 | 
                1,816.25 | 
                1,758.75 | 
                57.50 | 
                3.2% | 
                28.50 | 
                1.6% | 
                89% | 
                False | 
                False | 
                274,055 | 
                 
                
                | 20 | 
                1,816.25 | 
                1,722.25 | 
                94.00 | 
                5.2% | 
                28.75 | 
                1.6% | 
                93% | 
                False | 
                False | 
                262,500 | 
                 
                
                | 40 | 
                1,816.25 | 
                1,650.25 | 
                166.00 | 
                9.2% | 
                31.00 | 
                1.7% | 
                96% | 
                False | 
                False | 
                302,239 | 
                 
                
                | 60 | 
                1,816.25 | 
                1,649.75 | 
                166.50 | 
                9.2% | 
                30.00 | 
                1.7% | 
                96% | 
                False | 
                False | 
                296,786 | 
                 
                
                | 80 | 
                1,816.25 | 
                1,582.50 | 
                233.75 | 
                12.9% | 
                29.50 | 
                1.6% | 
                97% | 
                False | 
                False | 
                245,309 | 
                 
                
                | 100 | 
                1,816.25 | 
                1,559.25 | 
                257.00 | 
                14.2% | 
                29.25 | 
                1.6% | 
                97% | 
                False | 
                False | 
                196,303 | 
                 
                
                | 120 | 
                1,816.25 | 
                1,391.25 | 
                425.00 | 
                23.5% | 
                28.75 | 
                1.6% | 
                98% | 
                False | 
                False | 
                163,608 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,907.75 | 
         
        
            | 
2.618             | 
            1,870.50 | 
         
        
            | 
1.618             | 
            1,847.75 | 
         
        
            | 
1.000             | 
            1,833.75 | 
         
        
            | 
0.618             | 
            1,825.00 | 
         
        
            | 
HIGH             | 
            1,811.00 | 
         
        
            | 
0.618             | 
            1,802.25 | 
         
        
            | 
0.500             | 
            1,799.50 | 
         
        
            | 
0.382             | 
            1,797.00 | 
         
        
            | 
LOW             | 
            1,788.25 | 
         
        
            | 
0.618             | 
            1,774.25 | 
         
        
            | 
1.000             | 
            1,765.50 | 
         
        
            | 
1.618             | 
            1,751.50 | 
         
        
            | 
2.618             | 
            1,728.75 | 
         
        
            | 
4.250             | 
            1,691.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,806.50 | 
                                1,806.00 | 
                             
                            
                                | PP | 
                                1,803.00 | 
                                1,802.25 | 
                             
                            
                                | S1 | 
                                1,799.50 | 
                                1,798.50 | 
                             
             
         |