| Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Dec-2009 | 
                    31-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,871.00 | 
                        1,876.00 | 
                        5.00 | 
                        0.3% | 
                        1,806.00 | 
                     
                    
                        | High | 
                        1,880.25 | 
                        1,882.00 | 
                        1.75 | 
                        0.1% | 
                        1,869.50 | 
                     
                    
                        | Low | 
                        1,862.25 | 
                        1,858.75 | 
                        -3.50 | 
                        -0.2% | 
                        1,803.00 | 
                     
                    
                        | Close | 
                        1,876.75 | 
                        1,858.75 | 
                        -18.00 | 
                        -1.0% | 
                        1,868.00 | 
                     
                    
                        | Range | 
                        18.00 | 
                        23.25 | 
                        5.25 | 
                        29.2% | 
                        66.50 | 
                     
                    
                        | ATR | 
                        23.91 | 
                        23.87 | 
                        -0.05 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        103,211 | 
                        128,388 | 
                        25,177 | 
                        24.4% | 
                        809,928 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,936.25 | 
                1,920.75 | 
                1,871.50 | 
                 | 
             
            
                | R3 | 
                1,913.00 | 
                1,897.50 | 
                1,865.25 | 
                 | 
             
            
                | R2 | 
                1,889.75 | 
                1,889.75 | 
                1,863.00 | 
                 | 
             
            
                | R1 | 
                1,874.25 | 
                1,874.25 | 
                1,861.00 | 
                1,870.50 | 
             
            
                | PP | 
                1,866.50 | 
                1,866.50 | 
                1,866.50 | 
                1,864.50 | 
             
            
                | S1 | 
                1,851.00 | 
                1,851.00 | 
                1,856.50 | 
                1,847.00 | 
             
            
                | S2 | 
                1,843.25 | 
                1,843.25 | 
                1,854.50 | 
                 | 
             
            
                | S3 | 
                1,820.00 | 
                1,827.75 | 
                1,852.25 | 
                 | 
             
            
                | S4 | 
                1,796.75 | 
                1,804.50 | 
                1,846.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,882.00 | 
                1,850.75 | 
                31.25 | 
                1.7% | 
                18.25 | 
                1.0% | 
                26% | 
                True | 
                False | 
                110,803 | 
                 
                
                | 10 | 
                1,882.00 | 
                1,774.00 | 
                108.00 | 
                5.8% | 
                20.50 | 
                1.1% | 
                78% | 
                True | 
                False | 
                178,047 | 
                 
                
                | 20 | 
                1,882.00 | 
                1,756.75 | 
                125.25 | 
                6.7% | 
                24.25 | 
                1.3% | 
                81% | 
                True | 
                False | 
                138,847 | 
                 
                
                | 40 | 
                1,882.00 | 
                1,670.00 | 
                212.00 | 
                11.4% | 
                26.25 | 
                1.4% | 
                89% | 
                True | 
                False | 
                69,712 | 
                 
                
                | 60 | 
                1,882.00 | 
                1,648.50 | 
                233.50 | 
                12.6% | 
                27.25 | 
                1.5% | 
                90% | 
                True | 
                False | 
                46,550 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,980.75 | 
         
        
            | 
2.618             | 
            1,942.75 | 
         
        
            | 
1.618             | 
            1,919.50 | 
         
        
            | 
1.000             | 
            1,905.25 | 
         
        
            | 
0.618             | 
            1,896.25 | 
         
        
            | 
HIGH             | 
            1,882.00 | 
         
        
            | 
0.618             | 
            1,873.00 | 
         
        
            | 
0.500             | 
            1,870.50 | 
         
        
            | 
0.382             | 
            1,867.75 | 
         
        
            | 
LOW             | 
            1,858.75 | 
         
        
            | 
0.618             | 
            1,844.50 | 
         
        
            | 
1.000             | 
            1,835.50 | 
         
        
            | 
1.618             | 
            1,821.25 | 
         
        
            | 
2.618             | 
            1,798.00 | 
         
        
            | 
4.250             | 
            1,760.00 | 
         
    
         | 
     
 
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