| Trading Metrics calculated at close of trading on 27-Nov-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Nov-2009 | 27-Nov-2009 | Change | Change % | Previous Week |  
                        | Open | 10,409 | 10,402 | -7 | -0.1% | 10,304 |  
                        | High | 10,469 | 10,410 | -59 | -0.6% | 10,486 |  
                        | Low | 10,398 | 10,116 | -282 | -2.7% | 10,116 |  
                        | Close | 10,442 | 10,292 | -150 | -1.4% | 10,292 |  
                        | Range | 71 | 294 | 223 | 314.1% | 370 |  
                        | ATR | 142 | 155 | 13 | 9.3% | 0 |  
                        | Volume | 124,573 | 90,612 | -33,961 | -27.3% | 430,634 |  | 
    
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            | Daily Pivots for day following 27-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,155 | 11,017 | 10,454 |  |  
                | R3 | 10,861 | 10,723 | 10,373 |  |  
                | R2 | 10,567 | 10,567 | 10,346 |  |  
                | R1 | 10,429 | 10,429 | 10,319 | 10,351 |  
                | PP | 10,273 | 10,273 | 10,273 | 10,234 |  
                | S1 | 10,135 | 10,135 | 10,265 | 10,057 |  
                | S2 | 9,979 | 9,979 | 10,238 |  |  
                | S3 | 9,685 | 9,841 | 10,211 |  |  
                | S4 | 9,391 | 9,547 | 10,130 |  |  | 
        
            | Weekly Pivots for week ending 27-Nov-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 11,408 | 11,220 | 10,496 |  |  
                | R3 | 11,038 | 10,850 | 10,394 |  |  
                | R2 | 10,668 | 10,668 | 10,360 |  |  
                | R1 | 10,480 | 10,480 | 10,326 | 10,389 |  
                | PP | 10,298 | 10,298 | 10,298 | 10,253 |  
                | S1 | 10,110 | 10,110 | 10,258 | 10,019 |  
                | S2 | 9,928 | 9,928 | 10,224 |  |  
                | S3 | 9,558 | 9,740 | 10,190 |  |  
                | S4 | 9,188 | 9,370 | 10,089 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 10,486 | 10,116 | 370 | 3.6% | 153 | 1.5% | 48% | False | True | 112,832 |  
                | 10 | 10,486 | 10,116 | 370 | 3.6% | 139 | 1.4% | 48% | False | True | 115,981 |  
                | 20 | 10,486 | 9,596 | 890 | 8.6% | 157 | 1.5% | 78% | False | False | 144,316 |  
                | 40 | 10,486 | 9,336 | 1,150 | 11.2% | 153 | 1.5% | 83% | False | False | 146,635 |  
                | 60 | 10,486 | 9,186 | 1,300 | 12.6% | 146 | 1.4% | 85% | False | False | 132,774 |  
                | 80 | 10,486 | 9,033 | 1,453 | 14.1% | 149 | 1.4% | 87% | False | False | 99,660 |  
                | 100 | 10,486 | 7,961 | 2,525 | 24.5% | 146 | 1.4% | 92% | False | False | 79,747 |  
                | 120 | 10,486 | 7,961 | 2,525 | 24.5% | 143 | 1.4% | 92% | False | False | 66,461 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 11,660 |  
            | 2.618 | 11,180 |  
            | 1.618 | 10,886 |  
            | 1.000 | 10,704 |  
            | 0.618 | 10,592 |  
            | HIGH | 10,410 |  
            | 0.618 | 10,298 |  
            | 0.500 | 10,263 |  
            | 0.382 | 10,228 |  
            | LOW | 10,116 |  
            | 0.618 | 9,934 |  
            | 1.000 | 9,822 |  
            | 1.618 | 9,640 |  
            | 2.618 | 9,346 |  
            | 4.250 | 8,867 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Nov-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 10,282 | 10,293 |  
                                | PP | 10,273 | 10,292 |  
                                | S1 | 10,263 | 10,292 |  |