| 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 | 
                        1,099.50 | 
                        1,085.00 | 
                        -14.50 | 
                        -1.3% | 
                        1,083.00 | 
                     
                    
                        | High | 
                        1,102.50 | 
                        1,092.50 | 
                        -10.00 | 
                        -0.9% | 
                        1,114.25 | 
                     
                    
                        | Low | 
                        1,082.75 | 
                        1,080.50 | 
                        -2.25 | 
                        -0.2% | 
                        1,080.00 | 
                     
                    
                        | Close | 
                        1,085.25 | 
                        1,091.00 | 
                        5.75 | 
                        0.5% | 
                        1,103.25 | 
                     
                    
                        | Range | 
                        19.75 | 
                        12.00 | 
                        -7.75 | 
                        -39.2% | 
                        34.25 | 
                     
                    
                        | ATR | 
                        17.78 | 
                        17.37 | 
                        -0.41 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        44,683 | 
                        169,424 | 
                        124,741 | 
                        279.2% | 
                        75,354 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,124.00 | 
                1,119.50 | 
                1,097.50 | 
                 | 
             
            
                | R3 | 
                1,112.00 | 
                1,107.50 | 
                1,094.25 | 
                 | 
             
            
                | R2 | 
                1,100.00 | 
                1,100.00 | 
                1,093.25 | 
                 | 
             
            
                | R1 | 
                1,095.50 | 
                1,095.50 | 
                1,092.00 | 
                1,097.75 | 
             
            
                | PP | 
                1,088.00 | 
                1,088.00 | 
                1,088.00 | 
                1,089.00 | 
             
            
                | S1 | 
                1,083.50 | 
                1,083.50 | 
                1,090.00 | 
                1,085.75 | 
             
            
                | S2 | 
                1,076.00 | 
                1,076.00 | 
                1,088.75 | 
                 | 
             
            
                | S3 | 
                1,064.00 | 
                1,071.50 | 
                1,087.75 | 
                 | 
             
            
                | S4 | 
                1,052.00 | 
                1,059.50 | 
                1,084.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,202.00 | 
                1,186.75 | 
                1,122.00 | 
                 | 
             
            
                | R3 | 
                1,167.75 | 
                1,152.50 | 
                1,112.75 | 
                 | 
             
            
                | R2 | 
                1,133.50 | 
                1,133.50 | 
                1,109.50 | 
                 | 
             
            
                | R1 | 
                1,118.25 | 
                1,118.25 | 
                1,106.50 | 
                1,126.00 | 
             
            
                | PP | 
                1,099.25 | 
                1,099.25 | 
                1,099.25 | 
                1,103.00 | 
             
            
                | S1 | 
                1,084.00 | 
                1,084.00 | 
                1,100.00 | 
                1,091.50 | 
             
            
                | S2 | 
                1,065.00 | 
                1,065.00 | 
                1,097.00 | 
                 | 
             
            
                | S3 | 
                1,030.75 | 
                1,049.75 | 
                1,093.75 | 
                 | 
             
            
                | S4 | 
                996.50 | 
                1,015.50 | 
                1,084.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,114.25 | 
                1,080.50 | 
                33.75 | 
                3.1% | 
                17.25 | 
                1.6% | 
                31% | 
                False | 
                True | 
                60,598 | 
                 
                
                | 10 | 
                1,114.25 | 
                1,062.25 | 
                52.00 | 
                4.8% | 
                18.25 | 
                1.7% | 
                55% | 
                False | 
                False | 
                33,597 | 
                 
                
                | 20 | 
                1,114.25 | 
                1,062.25 | 
                52.00 | 
                4.8% | 
                16.50 | 
                1.5% | 
                55% | 
                False | 
                False | 
                19,247 | 
                 
                
                | 40 | 
                1,114.25 | 
                1,021.00 | 
                93.25 | 
                8.5% | 
                18.50 | 
                1.7% | 
                75% | 
                False | 
                False | 
                11,797 | 
                 
                
                | 60 | 
                1,114.25 | 
                1,007.25 | 
                107.00 | 
                9.8% | 
                17.50 | 
                1.6% | 
                78% | 
                False | 
                False | 
                8,210 | 
                 
                
                | 80 | 
                1,114.25 | 
                970.00 | 
                144.25 | 
                13.2% | 
                16.25 | 
                1.5% | 
                84% | 
                False | 
                False | 
                6,164 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,143.50 | 
         
        
            | 
2.618             | 
            1,124.00 | 
         
        
            | 
1.618             | 
            1,112.00 | 
         
        
            | 
1.000             | 
            1,104.50 | 
         
        
            | 
0.618             | 
            1,100.00 | 
         
        
            | 
HIGH             | 
            1,092.50 | 
         
        
            | 
0.618             | 
            1,088.00 | 
         
        
            | 
0.500             | 
            1,086.50 | 
         
        
            | 
0.382             | 
            1,085.00 | 
         
        
            | 
LOW             | 
            1,080.50 | 
         
        
            | 
0.618             | 
            1,073.00 | 
         
        
            | 
1.000             | 
            1,068.50 | 
         
        
            | 
1.618             | 
            1,061.00 | 
         
        
            | 
2.618             | 
            1,049.00 | 
         
        
            | 
4.250             | 
            1,029.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,089.50 | 
                                1,093.25 | 
                             
                            
                                | PP | 
                                1,088.00 | 
                                1,092.50 | 
                             
                            
                                | S1 | 
                                1,086.50 | 
                                1,091.75 | 
                             
             
         |