| Trading Metrics calculated at close of trading on 07-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jan-2010 | 
                    07-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,885.25 | 
                        1,877.75 | 
                        -7.50 | 
                        -0.4% | 
                        1,867.50 | 
                     
                    
                        | High | 
                        1,891.75 | 
                        1,880.50 | 
                        -11.25 | 
                        -0.6% | 
                        1,882.00 | 
                     
                    
                        | Low | 
                        1,872.25 | 
                        1,865.75 | 
                        -6.50 | 
                        -0.3% | 
                        1,858.75 | 
                     
                    
                        | Close | 
                        1,878.50 | 
                        1,877.50 | 
                        -1.00 | 
                        -0.1% | 
                        1,858.75 | 
                     
                    
                        | Range | 
                        19.50 | 
                        14.75 | 
                        -4.75 | 
                        -24.4% | 
                        23.25 | 
                     
                    
                        | ATR | 
                        23.31 | 
                        22.70 | 
                        -0.61 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        208,698 | 
                        261,274 | 
                        52,576 | 
                        25.2% | 
                        418,616 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,918.75 | 
                1,913.00 | 
                1,885.50 | 
                 | 
             
            
                | R3 | 
                1,904.00 | 
                1,898.25 | 
                1,881.50 | 
                 | 
             
            
                | R2 | 
                1,889.25 | 
                1,889.25 | 
                1,880.25 | 
                 | 
             
            
                | R1 | 
                1,883.50 | 
                1,883.50 | 
                1,878.75 | 
                1,879.00 | 
             
            
                | PP | 
                1,874.50 | 
                1,874.50 | 
                1,874.50 | 
                1,872.50 | 
             
            
                | S1 | 
                1,868.75 | 
                1,868.75 | 
                1,876.25 | 
                1,864.25 | 
             
            
                | S2 | 
                1,859.75 | 
                1,859.75 | 
                1,874.75 | 
                 | 
             
            
                | S3 | 
                1,845.00 | 
                1,854.00 | 
                1,873.50 | 
                 | 
             
            
                | S4 | 
                1,830.25 | 
                1,839.25 | 
                1,869.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,891.75 | 
                1,858.75 | 
                33.00 | 
                1.8% | 
                19.00 | 
                1.0% | 
                57% | 
                False | 
                False | 
                183,287 | 
                 
                
                | 10 | 
                1,891.75 | 
                1,837.00 | 
                54.75 | 
                2.9% | 
                18.00 | 
                1.0% | 
                74% | 
                False | 
                False | 
                150,804 | 
                 
                
                | 20 | 
                1,891.75 | 
                1,756.75 | 
                135.00 | 
                7.2% | 
                21.25 | 
                1.1% | 
                89% | 
                False | 
                False | 
                177,754 | 
                 
                
                | 40 | 
                1,891.75 | 
                1,719.75 | 
                172.00 | 
                9.2% | 
                24.50 | 
                1.3% | 
                92% | 
                False | 
                False | 
                89,358 | 
                 
                
                | 60 | 
                1,891.75 | 
                1,648.50 | 
                243.25 | 
                13.0% | 
                27.00 | 
                1.4% | 
                94% | 
                False | 
                False | 
                59,680 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,943.25 | 
         
        
            | 
2.618             | 
            1,919.00 | 
         
        
            | 
1.618             | 
            1,904.25 | 
         
        
            | 
1.000             | 
            1,895.25 | 
         
        
            | 
0.618             | 
            1,889.50 | 
         
        
            | 
HIGH             | 
            1,880.50 | 
         
        
            | 
0.618             | 
            1,874.75 | 
         
        
            | 
0.500             | 
            1,873.00 | 
         
        
            | 
0.382             | 
            1,871.50 | 
         
        
            | 
LOW             | 
            1,865.75 | 
         
        
            | 
0.618             | 
            1,856.75 | 
         
        
            | 
1.000             | 
            1,851.00 | 
         
        
            | 
1.618             | 
            1,842.00 | 
         
        
            | 
2.618             | 
            1,827.25 | 
         
        
            | 
4.250             | 
            1,803.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,876.00 | 
                                1,878.75 | 
                             
                            
                                | PP | 
                                1,874.50 | 
                                1,878.25 | 
                             
                            
                                | S1 | 
                                1,873.00 | 
                                1,878.00 | 
                             
             
         |