| Trading Metrics calculated at close of trading on 09-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Oct-2009 | 09-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 9,675 | 9,743 | 68 | 0.7% | 9,432 |  
                        | High | 9,783 | 9,814 | 31 | 0.3% | 9,814 |  
                        | Low | 9,670 | 9,706 | 36 | 0.4% | 9,416 |  
                        | Close | 9,747 | 9,807 | 60 | 0.6% | 9,807 |  
                        | Range | 113 | 108 | -5 | -4.4% | 398 |  
                        | ATR | 140 | 138 | -2 | -1.6% | 0 |  
                        | Volume | 117,436 | 129,696 | 12,260 | 10.4% | 701,973 |  | 
    
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            | Daily Pivots for day following 09-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 10,100 | 10,061 | 9,867 |  |  
                | R3 | 9,992 | 9,953 | 9,837 |  |  
                | R2 | 9,884 | 9,884 | 9,827 |  |  
                | R1 | 9,845 | 9,845 | 9,817 | 9,865 |  
                | PP | 9,776 | 9,776 | 9,776 | 9,785 |  
                | S1 | 9,737 | 9,737 | 9,797 | 9,757 |  
                | S2 | 9,668 | 9,668 | 9,787 |  |  
                | S3 | 9,560 | 9,629 | 9,777 |  |  
                | S4 | 9,452 | 9,521 | 9,748 |  |  | 
        
            | Weekly Pivots for week ending 09-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 10,873 | 10,738 | 10,026 |  |  
                | R3 | 10,475 | 10,340 | 9,917 |  |  
                | R2 | 10,077 | 10,077 | 9,880 |  |  
                | R1 | 9,942 | 9,942 | 9,844 | 10,010 |  
                | PP | 9,679 | 9,679 | 9,679 | 9,713 |  
                | S1 | 9,544 | 9,544 | 9,771 | 9,612 |  
                | S2 | 9,281 | 9,281 | 9,734 |  |  
                | S3 | 8,883 | 9,146 | 9,698 |  |  
                | S4 | 8,485 | 8,748 | 9,588 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 9,814 | 9,416 | 398 | 4.1% | 129 | 1.3% | 98% | True | False | 140,394 |  
                | 10 | 9,814 | 9,336 | 478 | 4.9% | 151 | 1.5% | 99% | True | False | 150,431 |  
                | 20 | 9,857 | 9,336 | 521 | 5.3% | 137 | 1.4% | 90% | False | False | 145,169 |  
                | 40 | 9,857 | 9,033 | 824 | 8.4% | 140 | 1.4% | 94% | False | False | 74,919 |  
                | 60 | 9,857 | 8,553 | 1,304 | 13.3% | 139 | 1.4% | 96% | False | False | 49,984 |  
                | 80 | 9,857 | 7,961 | 1,896 | 19.3% | 142 | 1.4% | 97% | False | False | 37,499 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 10,273 |  
            | 2.618 | 10,097 |  
            | 1.618 | 9,989 |  
            | 1.000 | 9,922 |  
            | 0.618 | 9,881 |  
            | HIGH | 9,814 |  
            | 0.618 | 9,773 |  
            | 0.500 | 9,760 |  
            | 0.382 | 9,747 |  
            | LOW | 9,706 |  
            | 0.618 | 9,639 |  
            | 1.000 | 9,598 |  
            | 1.618 | 9,531 |  
            | 2.618 | 9,423 |  
            | 4.250 | 9,247 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 9,791 | 9,777 |  
                                | PP | 9,776 | 9,747 |  
                                | S1 | 9,760 | 9,718 |  |