| Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2009 | 
                    04-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,876.00 | 
                        1,865.50 | 
                        -10.50 | 
                        -0.6% | 
                        1,867.50 | 
                     
                    
                        | High | 
                        1,882.00 | 
                        1,889.00 | 
                        7.00 | 
                        0.4% | 
                        1,882.00 | 
                     
                    
                        | Low | 
                        1,858.75 | 
                        1,865.50 | 
                        6.75 | 
                        0.4% | 
                        1,858.75 | 
                     
                    
                        | Close | 
                        1,858.75 | 
                        1,886.75 | 
                        28.00 | 
                        1.5% | 
                        1,858.75 | 
                     
                    
                        | Range | 
                        23.25 | 
                        23.50 | 
                        0.25 | 
                        1.1% | 
                        23.25 | 
                     
                    
                        | ATR | 
                        23.87 | 
                        24.32 | 
                        0.46 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        128,388 | 
                        112,918 | 
                        -15,470 | 
                        -12.0% | 
                        418,616 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,951.00 | 
                1,942.25 | 
                1,899.75 | 
                 | 
             
            
                | R3 | 
                1,927.50 | 
                1,918.75 | 
                1,893.25 | 
                 | 
             
            
                | R2 | 
                1,904.00 | 
                1,904.00 | 
                1,891.00 | 
                 | 
             
            
                | R1 | 
                1,895.25 | 
                1,895.25 | 
                1,889.00 | 
                1,899.50 | 
             
            
                | PP | 
                1,880.50 | 
                1,880.50 | 
                1,880.50 | 
                1,882.50 | 
             
            
                | S1 | 
                1,871.75 | 
                1,871.75 | 
                1,884.50 | 
                1,876.00 | 
             
            
                | S2 | 
                1,857.00 | 
                1,857.00 | 
                1,882.50 | 
                 | 
             
            
                | S3 | 
                1,833.50 | 
                1,848.25 | 
                1,880.25 | 
                 | 
             
            
                | S4 | 
                1,810.00 | 
                1,824.75 | 
                1,873.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2010 | 
         
        
             | 
            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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,889.00 | 
                1,858.75 | 
                30.25 | 
                1.6% | 
                19.00 | 
                1.0% | 
                93% | 
                True | 
                False | 
                106,306 | 
                 
                
                | 10 | 
                1,889.00 | 
                1,784.00 | 
                105.00 | 
                5.6% | 
                20.00 | 
                1.1% | 
                98% | 
                True | 
                False | 
                165,846 | 
                 
                
                | 20 | 
                1,889.00 | 
                1,756.75 | 
                132.25 | 
                7.0% | 
                24.00 | 
                1.3% | 
                98% | 
                True | 
                False | 
                144,416 | 
                 
                
                | 40 | 
                1,889.00 | 
                1,670.00 | 
                219.00 | 
                11.6% | 
                26.25 | 
                1.4% | 
                99% | 
                True | 
                False | 
                72,525 | 
                 
                
                | 60 | 
                1,889.00 | 
                1,648.50 | 
                240.50 | 
                12.7% | 
                27.25 | 
                1.4% | 
                99% | 
                True | 
                False | 
                48,431 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,989.00 | 
         
        
            | 
2.618             | 
            1,950.50 | 
         
        
            | 
1.618             | 
            1,927.00 | 
         
        
            | 
1.000             | 
            1,912.50 | 
         
        
            | 
0.618             | 
            1,903.50 | 
         
        
            | 
HIGH             | 
            1,889.00 | 
         
        
            | 
0.618             | 
            1,880.00 | 
         
        
            | 
0.500             | 
            1,877.25 | 
         
        
            | 
0.382             | 
            1,874.50 | 
         
        
            | 
LOW             | 
            1,865.50 | 
         
        
            | 
0.618             | 
            1,851.00 | 
         
        
            | 
1.000             | 
            1,842.00 | 
         
        
            | 
1.618             | 
            1,827.50 | 
         
        
            | 
2.618             | 
            1,804.00 | 
         
        
            | 
4.250             | 
            1,765.50 | 
         
    
         | 
     
 
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