| Trading Metrics calculated at close of trading on 14-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2010 | 
                    14-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,866.00 | 
                        1,882.25 | 
                        16.25 | 
                        0.9% | 
                        1,865.50 | 
                     
                    
                        | High | 
                        1,889.50 | 
                        1,890.25 | 
                        0.75 | 
                        0.0% | 
                        1,892.50 | 
                     
                    
                        | Low | 
                        1,853.25 | 
                        1,876.00 | 
                        22.75 | 
                        1.2% | 
                        1,865.00 | 
                     
                    
                        | Close | 
                        1,882.50 | 
                        1,888.25 | 
                        5.75 | 
                        0.3% | 
                        1,890.00 | 
                     
                    
                        | Range | 
                        36.25 | 
                        14.25 | 
                        -22.00 | 
                        -60.7% | 
                        27.50 | 
                     
                    
                        | ATR | 
                        24.86 | 
                        24.10 | 
                        -0.76 | 
                        -3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        328,565 | 
                        315,109 | 
                        -13,456 | 
                        -4.1% | 
                        1,029,368 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,927.50 | 
                1,922.25 | 
                1,896.00 | 
                 | 
             
            
                | R3 | 
                1,913.25 | 
                1,908.00 | 
                1,892.25 | 
                 | 
             
            
                | R2 | 
                1,899.00 | 
                1,899.00 | 
                1,890.75 | 
                 | 
             
            
                | R1 | 
                1,893.75 | 
                1,893.75 | 
                1,889.50 | 
                1,896.50 | 
             
            
                | PP | 
                1,884.75 | 
                1,884.75 | 
                1,884.75 | 
                1,886.25 | 
             
            
                | S1 | 
                1,879.50 | 
                1,879.50 | 
                1,887.00 | 
                1,882.00 | 
             
            
                | S2 | 
                1,870.50 | 
                1,870.50 | 
                1,885.75 | 
                 | 
             
            
                | S3 | 
                1,856.25 | 
                1,865.25 | 
                1,884.25 | 
                 | 
             
            
                | S4 | 
                1,842.00 | 
                1,851.00 | 
                1,880.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,965.00 | 
                1,955.00 | 
                1,905.00 | 
                 | 
             
            
                | R3 | 
                1,937.50 | 
                1,927.50 | 
                1,897.50 | 
                 | 
             
            
                | R2 | 
                1,910.00 | 
                1,910.00 | 
                1,895.00 | 
                 | 
             
            
                | R1 | 
                1,900.00 | 
                1,900.00 | 
                1,892.50 | 
                1,905.00 | 
             
            
                | PP | 
                1,882.50 | 
                1,882.50 | 
                1,882.50 | 
                1,885.00 | 
             
            
                | S1 | 
                1,872.50 | 
                1,872.50 | 
                1,887.50 | 
                1,877.50 | 
             
            
                | S2 | 
                1,855.00 | 
                1,855.00 | 
                1,885.00 | 
                 | 
             
            
                | S3 | 
                1,827.50 | 
                1,845.00 | 
                1,882.50 | 
                 | 
             
            
                | S4 | 
                1,800.00 | 
                1,817.50 | 
                1,875.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,900.00 | 
                1,850.00 | 
                50.00 | 
                2.6% | 
                27.50 | 
                1.5% | 
                77% | 
                False | 
                False | 
                279,753 | 
                 
                
                | 10 | 
                1,900.00 | 
                1,850.00 | 
                50.00 | 
                2.6% | 
                23.25 | 
                1.2% | 
                77% | 
                False | 
                False | 
                231,520 | 
                 
                
                | 20 | 
                1,900.00 | 
                1,774.00 | 
                126.00 | 
                6.7% | 
                21.75 | 
                1.1% | 
                91% | 
                False | 
                False | 
                212,483 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,719.75 | 
                180.25 | 
                9.5% | 
                25.50 | 
                1.3% | 
                93% | 
                False | 
                False | 
                124,288 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                13.3% | 
                27.50 | 
                1.5% | 
                95% | 
                False | 
                False | 
                82,970 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                13.3% | 
                27.25 | 
                1.4% | 
                95% | 
                False | 
                False | 
                62,256 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,950.75 | 
         
        
            | 
2.618             | 
            1,927.50 | 
         
        
            | 
1.618             | 
            1,913.25 | 
         
        
            | 
1.000             | 
            1,904.50 | 
         
        
            | 
0.618             | 
            1,899.00 | 
         
        
            | 
HIGH             | 
            1,890.25 | 
         
        
            | 
0.618             | 
            1,884.75 | 
         
        
            | 
0.500             | 
            1,883.00 | 
         
        
            | 
0.382             | 
            1,881.50 | 
         
        
            | 
LOW             | 
            1,876.00 | 
         
        
            | 
0.618             | 
            1,867.25 | 
         
        
            | 
1.000             | 
            1,861.75 | 
         
        
            | 
1.618             | 
            1,853.00 | 
         
        
            | 
2.618             | 
            1,838.75 | 
         
        
            | 
4.250             | 
            1,815.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,886.50 | 
                                1,882.25 | 
                             
                            
                                | PP | 
                                1,884.75 | 
                                1,876.25 | 
                             
                            
                                | S1 | 
                                1,883.00 | 
                                1,870.00 | 
                             
             
         |