| Trading Metrics calculated at close of trading on 21-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jan-2010 | 
                    21-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,889.25 | 
                        1,867.75 | 
                        -21.50 | 
                        -1.1% | 
                        1,892.25 | 
                     
                    
                        | High | 
                        1,892.25 | 
                        1,883.50 | 
                        -8.75 | 
                        -0.5% | 
                        1,900.00 | 
                     
                    
                        | Low | 
                        1,845.50 | 
                        1,838.75 | 
                        -6.75 | 
                        -0.4% | 
                        1,850.00 | 
                     
                    
                        | Close | 
                        1,867.00 | 
                        1,841.00 | 
                        -26.00 | 
                        -1.4% | 
                        1,862.25 | 
                     
                    
                        | Range | 
                        46.75 | 
                        44.75 | 
                        -2.00 | 
                        -4.3% | 
                        50.00 | 
                     
                    
                        | ATR | 
                        27.59 | 
                        28.82 | 
                        1.23 | 
                        4.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        333,010 | 
                        403,528 | 
                        70,518 | 
                        21.2% | 
                        1,363,487 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,988.75 | 
                1,959.50 | 
                1,865.50 | 
                 | 
             
            
                | R3 | 
                1,944.00 | 
                1,914.75 | 
                1,853.25 | 
                 | 
             
            
                | R2 | 
                1,899.25 | 
                1,899.25 | 
                1,849.25 | 
                 | 
             
            
                | R1 | 
                1,870.00 | 
                1,870.00 | 
                1,845.00 | 
                1,862.25 | 
             
            
                | PP | 
                1,854.50 | 
                1,854.50 | 
                1,854.50 | 
                1,850.50 | 
             
            
                | S1 | 
                1,825.25 | 
                1,825.25 | 
                1,837.00 | 
                1,817.50 | 
             
            
                | S2 | 
                1,809.75 | 
                1,809.75 | 
                1,832.75 | 
                 | 
             
            
                | S3 | 
                1,765.00 | 
                1,780.50 | 
                1,828.75 | 
                 | 
             
            
                | S4 | 
                1,720.25 | 
                1,735.75 | 
                1,816.50 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,838.75 | 
                57.00 | 
                3.1% | 
                36.75 | 
                2.0% | 
                4% | 
                False | 
                True | 
                320,553 | 
                 
                
                | 10 | 
                1,900.00 | 
                1,838.75 | 
                61.25 | 
                3.3% | 
                32.00 | 
                1.7% | 
                4% | 
                False | 
                True | 
                294,770 | 
                 
                
                | 20 | 
                1,900.00 | 
                1,825.25 | 
                74.75 | 
                4.1% | 
                25.00 | 
                1.4% | 
                21% | 
                False | 
                False | 
                220,757 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,719.75 | 
                180.25 | 
                9.8% | 
                27.00 | 
                1.5% | 
                67% | 
                False | 
                False | 
                156,401 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                13.7% | 
                28.25 | 
                1.5% | 
                77% | 
                False | 
                False | 
                104,412 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                13.7% | 
                28.25 | 
                1.5% | 
                77% | 
                False | 
                False | 
                78,349 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,073.75 | 
         
        
            | 
2.618             | 
            2,000.75 | 
         
        
            | 
1.618             | 
            1,956.00 | 
         
        
            | 
1.000             | 
            1,928.25 | 
         
        
            | 
0.618             | 
            1,911.25 | 
         
        
            | 
HIGH             | 
            1,883.50 | 
         
        
            | 
0.618             | 
            1,866.50 | 
         
        
            | 
0.500             | 
            1,861.00 | 
         
        
            | 
0.382             | 
            1,855.75 | 
         
        
            | 
LOW             | 
            1,838.75 | 
         
        
            | 
0.618             | 
            1,811.00 | 
         
        
            | 
1.000             | 
            1,794.00 | 
         
        
            | 
1.618             | 
            1,766.25 | 
         
        
            | 
2.618             | 
            1,721.50 | 
         
        
            | 
4.250             | 
            1,648.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,861.00 | 
                                1,867.25 | 
                             
                            
                                | PP | 
                                1,854.50 | 
                                1,858.50 | 
                             
                            
                                | S1 | 
                                1,847.75 | 
                                1,849.75 | 
                             
             
         |