| Trading Metrics calculated at close of trading on 21-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Dec-2009 | 
                    21-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,785.00 | 
                        1,806.00 | 
                        21.00 | 
                        1.2% | 
                        1,790.50 | 
                     
                    
                        | High | 
                        1,807.50 | 
                        1,833.75 | 
                        26.25 | 
                        1.5% | 
                        1,813.25 | 
                     
                    
                        | Low | 
                        1,784.00 | 
                        1,803.00 | 
                        19.00 | 
                        1.1% | 
                        1,774.00 | 
                     
                    
                        | Close | 
                        1,807.00 | 
                        1,825.50 | 
                        18.50 | 
                        1.0% | 
                        1,807.00 | 
                     
                    
                        | Range | 
                        23.50 | 
                        30.75 | 
                        7.25 | 
                        30.9% | 
                        39.25 | 
                     
                    
                        | ATR | 
                        27.84 | 
                        28.05 | 
                        0.21 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        317,003 | 
                        287,861 | 
                        -29,142 | 
                        -9.2% | 
                        1,299,707 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,913.00 | 
                1,900.00 | 
                1,842.50 | 
                 | 
             
            
                | R3 | 
                1,882.25 | 
                1,869.25 | 
                1,834.00 | 
                 | 
             
            
                | R2 | 
                1,851.50 | 
                1,851.50 | 
                1,831.25 | 
                 | 
             
            
                | R1 | 
                1,838.50 | 
                1,838.50 | 
                1,828.25 | 
                1,845.00 | 
             
            
                | PP | 
                1,820.75 | 
                1,820.75 | 
                1,820.75 | 
                1,824.00 | 
             
            
                | S1 | 
                1,807.75 | 
                1,807.75 | 
                1,822.75 | 
                1,814.25 | 
             
            
                | S2 | 
                1,790.00 | 
                1,790.00 | 
                1,819.75 | 
                 | 
             
            
                | S3 | 
                1,759.25 | 
                1,777.00 | 
                1,817.00 | 
                 | 
             
            
                | S4 | 
                1,728.50 | 
                1,746.25 | 
                1,808.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,915.75 | 
                1,900.75 | 
                1,828.50 | 
                 | 
             
            
                | R3 | 
                1,876.50 | 
                1,861.50 | 
                1,817.75 | 
                 | 
             
            
                | R2 | 
                1,837.25 | 
                1,837.25 | 
                1,814.25 | 
                 | 
             
            
                | R1 | 
                1,822.25 | 
                1,822.25 | 
                1,810.50 | 
                1,829.75 | 
             
            
                | PP | 
                1,798.00 | 
                1,798.00 | 
                1,798.00 | 
                1,802.00 | 
             
            
                | S1 | 
                1,783.00 | 
                1,783.00 | 
                1,803.50 | 
                1,790.50 | 
             
            
                | S2 | 
                1,758.75 | 
                1,758.75 | 
                1,799.75 | 
                 | 
             
            
                | S3 | 
                1,719.50 | 
                1,743.75 | 
                1,796.25 | 
                 | 
             
            
                | S4 | 
                1,680.25 | 
                1,704.50 | 
                1,785.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,833.75 | 
                1,774.00 | 
                59.75 | 
                3.3% | 
                24.50 | 
                1.3% | 
                86% | 
                True | 
                False | 
                269,271 | 
                 
                
                | 10 | 
                1,833.75 | 
                1,756.75 | 
                77.00 | 
                4.2% | 
                26.00 | 
                1.4% | 
                89% | 
                True | 
                False | 
                182,910 | 
                 
                
                | 20 | 
                1,833.75 | 
                1,719.75 | 
                114.00 | 
                6.2% | 
                29.25 | 
                1.6% | 
                93% | 
                True | 
                False | 
                92,044 | 
                 
                
                | 40 | 
                1,833.75 | 
                1,648.50 | 
                185.25 | 
                10.1% | 
                30.00 | 
                1.6% | 
                96% | 
                True | 
                False | 
                46,240 | 
                 
                
                | 60 | 
                1,833.75 | 
                1,648.25 | 
                185.50 | 
                10.2% | 
                29.25 | 
                1.6% | 
                96% | 
                True | 
                False | 
                30,880 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,964.50 | 
         
        
            | 
2.618             | 
            1,914.25 | 
         
        
            | 
1.618             | 
            1,883.50 | 
         
        
            | 
1.000             | 
            1,864.50 | 
         
        
            | 
0.618             | 
            1,852.75 | 
         
        
            | 
HIGH             | 
            1,833.75 | 
         
        
            | 
0.618             | 
            1,822.00 | 
         
        
            | 
0.500             | 
            1,818.50 | 
         
        
            | 
0.382             | 
            1,814.75 | 
         
        
            | 
LOW             | 
            1,803.00 | 
         
        
            | 
0.618             | 
            1,784.00 | 
         
        
            | 
1.000             | 
            1,772.25 | 
         
        
            | 
1.618             | 
            1,753.25 | 
         
        
            | 
2.618             | 
            1,722.50 | 
         
        
            | 
4.250             | 
            1,672.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,823.00 | 
                                1,818.25 | 
                             
                            
                                | PP | 
                                1,820.75 | 
                                1,811.00 | 
                             
                            
                                | S1 | 
                                1,818.50 | 
                                1,804.00 | 
                             
             
         |