| Trading Metrics calculated at close of trading on 19-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jan-2010 | 
                    19-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,893.00 | 
                        1,861.75 | 
                        -31.25 | 
                        -1.7% | 
                        1,892.25 | 
                     
                    
                        | High | 
                        1,894.00 | 
                        1,895.75 | 
                        1.75 | 
                        0.1% | 
                        1,900.00 | 
                     
                    
                        | Low | 
                        1,854.75 | 
                        1,857.50 | 
                        2.75 | 
                        0.1% | 
                        1,850.00 | 
                     
                    
                        | Close | 
                        1,862.25 | 
                        1,889.75 | 
                        27.50 | 
                        1.5% | 
                        1,862.25 | 
                     
                    
                        | Range | 
                        39.25 | 
                        38.25 | 
                        -1.00 | 
                        -2.5% | 
                        50.00 | 
                     
                    
                        | ATR | 
                        25.19 | 
                        26.12 | 
                        0.93 | 
                        3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        206,039 | 
                        345,081 | 
                        139,042 | 
                        67.5% | 
                        1,363,487 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,995.75 | 
                1,981.00 | 
                1,910.75 | 
                 | 
             
            
                | R3 | 
                1,957.50 | 
                1,942.75 | 
                1,900.25 | 
                 | 
             
            
                | R2 | 
                1,919.25 | 
                1,919.25 | 
                1,896.75 | 
                 | 
             
            
                | R1 | 
                1,904.50 | 
                1,904.50 | 
                1,893.25 | 
                1,912.00 | 
             
            
                | PP | 
                1,881.00 | 
                1,881.00 | 
                1,881.00 | 
                1,884.75 | 
             
            
                | S1 | 
                1,866.25 | 
                1,866.25 | 
                1,886.25 | 
                1,873.50 | 
             
            
                | S2 | 
                1,842.75 | 
                1,842.75 | 
                1,882.75 | 
                 | 
             
            
                | S3 | 
                1,804.50 | 
                1,828.00 | 
                1,879.25 | 
                 | 
             
            
                | S4 | 
                1,766.25 | 
                1,789.75 | 
                1,868.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,020.75 | 
                1,991.50 | 
                1,889.75 | 
                 | 
             
            
                | R3 | 
                1,970.75 | 
                1,941.50 | 
                1,876.00 | 
                 | 
             
            
                | R2 | 
                1,920.75 | 
                1,920.75 | 
                1,871.50 | 
                 | 
             
            
                | R1 | 
                1,891.50 | 
                1,891.50 | 
                1,866.75 | 
                1,881.00 | 
             
            
                | PP | 
                1,870.75 | 
                1,870.75 | 
                1,870.75 | 
                1,865.50 | 
             
            
                | S1 | 
                1,841.50 | 
                1,841.50 | 
                1,857.75 | 
                1,831.00 | 
             
            
                | S2 | 
                1,820.75 | 
                1,820.75 | 
                1,853.00 | 
                 | 
             
            
                | S3 | 
                1,770.75 | 
                1,791.50 | 
                1,848.50 | 
                 | 
             
            
                | S4 | 
                1,720.75 | 
                1,741.50 | 
                1,834.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,895.75 | 
                1,850.00 | 
                45.75 | 
                2.4% | 
                32.25 | 
                1.7% | 
                87% | 
                True | 
                False | 
                287,926 | 
                 
                
                | 10 | 
                1,900.00 | 
                1,850.00 | 
                50.00 | 
                2.6% | 
                26.25 | 
                1.4% | 
                80% | 
                False | 
                False | 
                262,501 | 
                 
                
                | 20 | 
                1,900.00 | 
                1,784.00 | 
                116.00 | 
                6.1% | 
                23.25 | 
                1.2% | 
                91% | 
                False | 
                False | 
                214,174 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,719.75 | 
                180.25 | 
                9.5% | 
                26.25 | 
                1.4% | 
                94% | 
                False | 
                False | 
                138,037 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                13.3% | 
                27.75 | 
                1.5% | 
                96% | 
                False | 
                False | 
                92,143 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                13.3% | 
                27.75 | 
                1.5% | 
                96% | 
                False | 
                False | 
                69,144 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,058.25 | 
         
        
            | 
2.618             | 
            1,996.00 | 
         
        
            | 
1.618             | 
            1,957.75 | 
         
        
            | 
1.000             | 
            1,934.00 | 
         
        
            | 
0.618             | 
            1,919.50 | 
         
        
            | 
HIGH             | 
            1,895.75 | 
         
        
            | 
0.618             | 
            1,881.25 | 
         
        
            | 
0.500             | 
            1,876.50 | 
         
        
            | 
0.382             | 
            1,872.00 | 
         
        
            | 
LOW             | 
            1,857.50 | 
         
        
            | 
0.618             | 
            1,833.75 | 
         
        
            | 
1.000             | 
            1,819.25 | 
         
        
            | 
1.618             | 
            1,795.50 | 
         
        
            | 
2.618             | 
            1,757.25 | 
         
        
            | 
4.250             | 
            1,695.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,885.50 | 
                                1,885.00 | 
                             
                            
                                | PP | 
                                1,881.00 | 
                                1,880.00 | 
                             
                            
                                | S1 | 
                                1,876.50 | 
                                1,875.25 | 
                             
             
         |