| Trading Metrics calculated at close of trading on 29-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2009 | 
                    29-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,867.50 | 
                        1,873.75 | 
                        6.25 | 
                        0.3% | 
                        1,806.00 | 
                     
                    
                        | High | 
                        1,881.50 | 
                        1,881.25 | 
                        -0.25 | 
                        0.0% | 
                        1,869.50 | 
                     
                    
                        | Low | 
                        1,862.75 | 
                        1,869.25 | 
                        6.50 | 
                        0.3% | 
                        1,803.00 | 
                     
                    
                        | Close | 
                        1,874.50 | 
                        1,872.50 | 
                        -2.00 | 
                        -0.1% | 
                        1,868.00 | 
                     
                    
                        | Range | 
                        18.75 | 
                        12.00 | 
                        -6.75 | 
                        -36.0% | 
                        66.50 | 
                     
                    
                        | ATR | 
                        25.32 | 
                        24.37 | 
                        -0.95 | 
                        -3.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        66,098 | 
                        120,919 | 
                        54,821 | 
                        82.9% | 
                        809,928 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,910.25 | 
                1,903.50 | 
                1,879.00 | 
                 | 
             
            
                | R3 | 
                1,898.25 | 
                1,891.50 | 
                1,875.75 | 
                 | 
             
            
                | R2 | 
                1,886.25 | 
                1,886.25 | 
                1,874.75 | 
                 | 
             
            
                | R1 | 
                1,879.50 | 
                1,879.50 | 
                1,873.50 | 
                1,877.00 | 
             
            
                | PP | 
                1,874.25 | 
                1,874.25 | 
                1,874.25 | 
                1,873.00 | 
             
            
                | S1 | 
                1,867.50 | 
                1,867.50 | 
                1,871.50 | 
                1,865.00 | 
             
            
                | S2 | 
                1,862.25 | 
                1,862.25 | 
                1,870.25 | 
                 | 
             
            
                | S3 | 
                1,850.25 | 
                1,855.50 | 
                1,869.25 | 
                 | 
             
            
                | S4 | 
                1,838.25 | 
                1,843.50 | 
                1,866.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,825.25 | 
                56.25 | 
                3.0% | 
                16.25 | 
                0.9% | 
                84% | 
                False | 
                False | 
                141,816 | 
                 
                
                | 10 | 
                1,881.50 | 
                1,774.00 | 
                107.50 | 
                5.7% | 
                20.25 | 
                1.1% | 
                92% | 
                False | 
                False | 
                205,544 | 
                 
                
                | 20 | 
                1,881.50 | 
                1,756.75 | 
                124.75 | 
                6.7% | 
                25.00 | 
                1.3% | 
                93% | 
                False | 
                False | 
                127,417 | 
                 
                
                | 40 | 
                1,881.50 | 
                1,648.50 | 
                233.00 | 
                12.4% | 
                26.75 | 
                1.4% | 
                96% | 
                False | 
                False | 
                63,934 | 
                 
                
                | 60 | 
                1,881.50 | 
                1,648.50 | 
                233.00 | 
                12.4% | 
                27.50 | 
                1.5% | 
                96% | 
                False | 
                False | 
                42,694 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,932.25 | 
         
        
            | 
2.618             | 
            1,912.75 | 
         
        
            | 
1.618             | 
            1,900.75 | 
         
        
            | 
1.000             | 
            1,893.25 | 
         
        
            | 
0.618             | 
            1,888.75 | 
         
        
            | 
HIGH             | 
            1,881.25 | 
         
        
            | 
0.618             | 
            1,876.75 | 
         
        
            | 
0.500             | 
            1,875.25 | 
         
        
            | 
0.382             | 
            1,873.75 | 
         
        
            | 
LOW             | 
            1,869.25 | 
         
        
            | 
0.618             | 
            1,861.75 | 
         
        
            | 
1.000             | 
            1,857.25 | 
         
        
            | 
1.618             | 
            1,849.75 | 
         
        
            | 
2.618             | 
            1,837.75 | 
         
        
            | 
4.250             | 
            1,818.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,875.25 | 
                                1,870.50 | 
                             
                            
                                | PP | 
                                1,874.25 | 
                                1,868.25 | 
                             
                            
                                | S1 | 
                                1,873.50 | 
                                1,866.00 | 
                             
             
         |