| Trading Metrics calculated at close of trading on 24-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Dec-2009 | 
                    24-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,841.00 | 
                        1,851.75 | 
                        10.75 | 
                        0.6% | 
                        1,790.50 | 
                     
                    
                        | High | 
                        1,853.00 | 
                        1,869.50 | 
                        16.50 | 
                        0.9% | 
                        1,813.25 | 
                     
                    
                        | Low | 
                        1,837.00 | 
                        1,850.75 | 
                        13.75 | 
                        0.7% | 
                        1,774.00 | 
                     
                    
                        | Close | 
                        1,852.25 | 
                        1,868.00 | 
                        15.75 | 
                        0.9% | 
                        1,807.00 | 
                     
                    
                        | Range | 
                        16.00 | 
                        18.75 | 
                        2.75 | 
                        17.2% | 
                        39.25 | 
                     
                    
                        | ATR | 
                        26.37 | 
                        25.83 | 
                        -0.54 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        165,980 | 
                        135,399 | 
                        -30,581 | 
                        -18.4% | 
                        1,299,707 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,919.00 | 
                1,912.25 | 
                1,878.25 | 
                 | 
             
            
                | R3 | 
                1,900.25 | 
                1,893.50 | 
                1,873.25 | 
                 | 
             
            
                | R2 | 
                1,881.50 | 
                1,881.50 | 
                1,871.50 | 
                 | 
             
            
                | R1 | 
                1,874.75 | 
                1,874.75 | 
                1,869.75 | 
                1,878.00 | 
             
            
                | PP | 
                1,862.75 | 
                1,862.75 | 
                1,862.75 | 
                1,864.50 | 
             
            
                | S1 | 
                1,856.00 | 
                1,856.00 | 
                1,866.25 | 
                1,859.50 | 
             
            
                | S2 | 
                1,844.00 | 
                1,844.00 | 
                1,864.50 | 
                 | 
             
            
                | S3 | 
                1,825.25 | 
                1,837.25 | 
                1,862.75 | 
                 | 
             
            
                | S4 | 
                1,806.50 | 
                1,818.50 | 
                1,857.75 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,869.50 | 
                1,784.00 | 
                85.50 | 
                4.6% | 
                21.00 | 
                1.1% | 
                98% | 
                True | 
                False | 
                225,386 | 
                 
                
                | 10 | 
                1,869.50 | 
                1,774.00 | 
                95.50 | 
                5.1% | 
                22.50 | 
                1.2% | 
                98% | 
                True | 
                False | 
                228,778 | 
                 
                
                | 20 | 
                1,869.50 | 
                1,719.75 | 
                149.75 | 
                8.0% | 
                28.25 | 
                1.5% | 
                99% | 
                True | 
                False | 
                118,118 | 
                 
                
                | 40 | 
                1,869.50 | 
                1,648.50 | 
                221.00 | 
                11.8% | 
                28.25 | 
                1.5% | 
                99% | 
                True | 
                False | 
                59,273 | 
                 
                
                | 60 | 
                1,869.50 | 
                1,648.25 | 
                221.25 | 
                11.8% | 
                28.25 | 
                1.5% | 
                99% | 
                True | 
                False | 
                39,580 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,949.25 | 
         
        
            | 
2.618             | 
            1,918.50 | 
         
        
            | 
1.618             | 
            1,899.75 | 
         
        
            | 
1.000             | 
            1,888.25 | 
         
        
            | 
0.618             | 
            1,881.00 | 
         
        
            | 
HIGH             | 
            1,869.50 | 
         
        
            | 
0.618             | 
            1,862.25 | 
         
        
            | 
0.500             | 
            1,860.00 | 
         
        
            | 
0.382             | 
            1,858.00 | 
         
        
            | 
LOW             | 
            1,850.75 | 
         
        
            | 
0.618             | 
            1,839.25 | 
         
        
            | 
1.000             | 
            1,832.00 | 
         
        
            | 
1.618             | 
            1,820.50 | 
         
        
            | 
2.618             | 
            1,801.75 | 
         
        
            | 
4.250             | 
            1,771.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,865.50 | 
                                1,861.00 | 
                             
                            
                                | PP | 
                                1,862.75 | 
                                1,854.25 | 
                             
                            
                                | S1 | 
                                1,860.00 | 
                                1,847.50 | 
                             
             
         |