| Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2009 | 
                    28-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,851.75 | 
                        1,867.50 | 
                        15.75 | 
                        0.9% | 
                        1,806.00 | 
                     
                    
                        | High | 
                        1,869.50 | 
                        1,881.50 | 
                        12.00 | 
                        0.6% | 
                        1,869.50 | 
                     
                    
                        | Low | 
                        1,850.75 | 
                        1,862.75 | 
                        12.00 | 
                        0.6% | 
                        1,803.00 | 
                     
                    
                        | Close | 
                        1,868.00 | 
                        1,874.50 | 
                        6.50 | 
                        0.3% | 
                        1,868.00 | 
                     
                    
                        | Range | 
                        18.75 | 
                        18.75 | 
                        0.00 | 
                        0.0% | 
                        66.50 | 
                     
                    
                        | ATR | 
                        25.83 | 
                        25.32 | 
                        -0.51 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        135,399 | 
                        66,098 | 
                        -69,301 | 
                        -51.2% | 
                        809,928 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,929.25 | 
                1,920.50 | 
                1,884.75 | 
                 | 
             
            
                | R3 | 
                1,910.50 | 
                1,901.75 | 
                1,879.75 | 
                 | 
             
            
                | R2 | 
                1,891.75 | 
                1,891.75 | 
                1,878.00 | 
                 | 
             
            
                | R1 | 
                1,883.00 | 
                1,883.00 | 
                1,876.25 | 
                1,887.50 | 
             
            
                | PP | 
                1,873.00 | 
                1,873.00 | 
                1,873.00 | 
                1,875.00 | 
             
            
                | S1 | 
                1,864.25 | 
                1,864.25 | 
                1,872.75 | 
                1,868.50 | 
             
            
                | S2 | 
                1,854.25 | 
                1,854.25 | 
                1,871.00 | 
                 | 
             
            
                | S3 | 
                1,835.50 | 
                1,845.50 | 
                1,869.25 | 
                 | 
             
            
                | S4 | 
                1,816.75 | 
                1,826.75 | 
                1,864.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,046.25 | 
                2,023.75 | 
                1,904.50 | 
                 | 
             
            
                | R3 | 
                1,979.75 | 
                1,957.25 | 
                1,886.25 | 
                 | 
             
            
                | R2 | 
                1,913.25 | 
                1,913.25 | 
                1,880.25 | 
                 | 
             
            
                | R1 | 
                1,890.75 | 
                1,890.75 | 
                1,874.00 | 
                1,902.00 | 
             
            
                | PP | 
                1,846.75 | 
                1,846.75 | 
                1,846.75 | 
                1,852.50 | 
             
            
                | S1 | 
                1,824.25 | 
                1,824.25 | 
                1,862.00 | 
                1,835.50 | 
             
            
                | S2 | 
                1,780.25 | 
                1,780.25 | 
                1,855.75 | 
                 | 
             
            
                | S3 | 
                1,713.75 | 
                1,757.75 | 
                1,849.75 | 
                 | 
             
            
                | S4 | 
                1,647.25 | 
                1,691.25 | 
                1,831.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,881.50 | 
                1,803.00 | 
                78.50 | 
                4.2% | 
                20.00 | 
                1.1% | 
                91% | 
                True | 
                False | 
                175,205 | 
                 
                
                | 10 | 
                1,881.50 | 
                1,774.00 | 
                107.50 | 
                5.7% | 
                21.50 | 
                1.1% | 
                93% | 
                True | 
                False | 
                217,573 | 
                 
                
                | 20 | 
                1,881.50 | 
                1,748.25 | 
                133.25 | 
                7.1% | 
                25.50 | 
                1.4% | 
                95% | 
                True | 
                False | 
                121,393 | 
                 
                
                | 40 | 
                1,881.50 | 
                1,648.50 | 
                233.00 | 
                12.4% | 
                27.75 | 
                1.5% | 
                97% | 
                True | 
                False | 
                60,915 | 
                 
                
                | 60 | 
                1,881.50 | 
                1,648.25 | 
                233.25 | 
                12.4% | 
                27.50 | 
                1.5% | 
                97% | 
                True | 
                False | 
                40,680 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,961.25 | 
         
        
            | 
2.618             | 
            1,930.50 | 
         
        
            | 
1.618             | 
            1,911.75 | 
         
        
            | 
1.000             | 
            1,900.25 | 
         
        
            | 
0.618             | 
            1,893.00 | 
         
        
            | 
HIGH             | 
            1,881.50 | 
         
        
            | 
0.618             | 
            1,874.25 | 
         
        
            | 
0.500             | 
            1,872.00 | 
         
        
            | 
0.382             | 
            1,870.00 | 
         
        
            | 
LOW             | 
            1,862.75 | 
         
        
            | 
0.618             | 
            1,851.25 | 
         
        
            | 
1.000             | 
            1,844.00 | 
         
        
            | 
1.618             | 
            1,832.50 | 
         
        
            | 
2.618             | 
            1,813.75 | 
         
        
            | 
4.250             | 
            1,783.00 | 
         
    
         | 
     
 
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