| Trading Metrics calculated at close of trading on 09-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Dec-2009 | 09-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 1,159.8 | 1,129.5 | -30.3 | -2.6% | 1,182.0 |  
                        | High | 1,170.2 | 1,148.4 | -21.8 | -1.9% | 1,227.5 |  
                        | Low | 1,125.3 | 1,117.0 | -8.3 | -0.7% | 1,147.4 |  
                        | Close | 1,143.4 | 1,120.9 | -22.5 | -2.0% | 1,169.5 |  
                        | Range | 44.9 | 31.4 | -13.5 | -30.1% | 80.1 |  
                        | ATR | 27.3 | 27.6 | 0.3 | 1.1% | 0.0 |  
                        | Volume | 276,335 | 239,293 | -37,042 | -13.4% | 1,038,710 |  | 
    
| 
        
            | Daily Pivots for day following 09-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,223.0 | 1,203.3 | 1,138.2 |  |  
                | R3 | 1,191.6 | 1,171.9 | 1,129.5 |  |  
                | R2 | 1,160.2 | 1,160.2 | 1,126.7 |  |  
                | R1 | 1,140.5 | 1,140.5 | 1,123.8 | 1,134.7 |  
                | PP | 1,128.8 | 1,128.8 | 1,128.8 | 1,125.8 |  
                | S1 | 1,109.1 | 1,109.1 | 1,118.0 | 1,103.3 |  
                | S2 | 1,097.4 | 1,097.4 | 1,115.1 |  |  
                | S3 | 1,066.0 | 1,077.7 | 1,112.3 |  |  
                | S4 | 1,034.6 | 1,046.3 | 1,103.6 |  |  | 
        
            | Weekly Pivots for week ending 04-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,421.8 | 1,375.7 | 1,213.6 |  |  
                | R3 | 1,341.7 | 1,295.6 | 1,191.5 |  |  
                | R2 | 1,261.6 | 1,261.6 | 1,184.2 |  |  
                | R1 | 1,215.5 | 1,215.5 | 1,176.8 | 1,198.5 |  
                | PP | 1,181.5 | 1,181.5 | 1,181.5 | 1,173.0 |  
                | S1 | 1,135.4 | 1,135.4 | 1,162.2 | 1,118.4 |  
                | S2 | 1,101.4 | 1,101.4 | 1,154.8 |  |  
                | S3 | 1,021.3 | 1,055.3 | 1,147.5 |  |  
                | S4 | 941.2 | 975.2 | 1,125.4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,227.5 | 1,117.0 | 110.5 | 9.9% | 39.0 | 3.5% | 4% | False | True | 259,300 |  
                | 10 | 1,227.5 | 1,117.0 | 110.5 | 9.9% | 35.2 | 3.1% | 4% | False | True | 216,977 |  
                | 20 | 1,227.5 | 1,102.6 | 124.9 | 11.1% | 26.5 | 2.4% | 15% | False | False | 124,150 |  
                | 40 | 1,227.5 | 1,028.0 | 199.5 | 17.8% | 21.5 | 1.9% | 47% | False | False | 65,466 |  
                | 60 | 1,227.5 | 987.3 | 240.2 | 21.4% | 19.3 | 1.7% | 56% | False | False | 44,463 |  
                | 80 | 1,227.5 | 935.0 | 292.5 | 26.1% | 17.8 | 1.6% | 64% | False | False | 33,636 |  
                | 100 | 1,227.5 | 929.2 | 298.3 | 26.6% | 16.3 | 1.5% | 64% | False | False | 27,237 |  
                | 120 | 1,227.5 | 909.5 | 318.0 | 28.4% | 15.3 | 1.4% | 66% | False | False | 22,788 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,281.9 |  
            | 2.618 | 1,230.6 |  
            | 1.618 | 1,199.2 |  
            | 1.000 | 1,179.8 |  
            | 0.618 | 1,167.8 |  
            | HIGH | 1,148.4 |  
            | 0.618 | 1,136.4 |  
            | 0.500 | 1,132.7 |  
            | 0.382 | 1,129.0 |  
            | LOW | 1,117.0 |  
            | 0.618 | 1,097.6 |  
            | 1.000 | 1,085.6 |  
            | 1.618 | 1,066.2 |  
            | 2.618 | 1,034.8 |  
            | 4.250 | 983.6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,132.7 | 1,143.6 |  
                                | PP | 1,128.8 | 1,136.0 |  
                                | S1 | 1,124.8 | 1,128.5 |  |