| Trading Metrics calculated at close of trading on 25-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jan-2010 | 
                    25-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,841.25 | 
                        1,794.75 | 
                        -46.50 | 
                        -2.5% | 
                        1,861.75 | 
                     
                    
                        | High | 
                        1,849.25 | 
                        1,811.75 | 
                        -37.50 | 
                        -2.0% | 
                        1,895.75 | 
                     
                    
                        | Low | 
                        1,789.50 | 
                        1,792.50 | 
                        3.00 | 
                        0.2% | 
                        1,789.50 | 
                     
                    
                        | Close | 
                        1,797.75 | 
                        1,798.50 | 
                        0.75 | 
                        0.0% | 
                        1,797.75 | 
                     
                    
                        | Range | 
                        59.75 | 
                        19.25 | 
                        -40.50 | 
                        -67.8% | 
                        106.25 | 
                     
                    
                        | ATR | 
                        31.03 | 
                        30.19 | 
                        -0.84 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        501,308 | 
                        527,630 | 
                        26,322 | 
                        5.3% | 
                        1,582,927 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,858.75 | 
                1,847.75 | 
                1,809.00 | 
                 | 
             
            
                | R3 | 
                1,839.50 | 
                1,828.50 | 
                1,803.75 | 
                 | 
             
            
                | R2 | 
                1,820.25 | 
                1,820.25 | 
                1,802.00 | 
                 | 
             
            
                | R1 | 
                1,809.25 | 
                1,809.25 | 
                1,800.25 | 
                1,814.75 | 
             
            
                | PP | 
                1,801.00 | 
                1,801.00 | 
                1,801.00 | 
                1,803.50 | 
             
            
                | S1 | 
                1,790.00 | 
                1,790.00 | 
                1,796.75 | 
                1,795.50 | 
             
            
                | S2 | 
                1,781.75 | 
                1,781.75 | 
                1,795.00 | 
                 | 
             
            
                | S3 | 
                1,762.50 | 
                1,770.75 | 
                1,793.25 | 
                 | 
             
            
                | S4 | 
                1,743.25 | 
                1,751.50 | 
                1,788.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,146.50 | 
                2,078.25 | 
                1,856.25 | 
                 | 
             
            
                | R3 | 
                2,040.25 | 
                1,972.00 | 
                1,827.00 | 
                 | 
             
            
                | R2 | 
                1,934.00 | 
                1,934.00 | 
                1,817.25 | 
                 | 
             
            
                | R1 | 
                1,865.75 | 
                1,865.75 | 
                1,807.50 | 
                1,846.75 | 
             
            
                | PP | 
                1,827.75 | 
                1,827.75 | 
                1,827.75 | 
                1,818.00 | 
             
            
                | S1 | 
                1,759.50 | 
                1,759.50 | 
                1,788.00 | 
                1,740.50 | 
             
            
                | S2 | 
                1,721.50 | 
                1,721.50 | 
                1,778.25 | 
                 | 
             
            
                | S3 | 
                1,615.25 | 
                1,653.25 | 
                1,768.50 | 
                 | 
             
            
                | S4 | 
                1,509.00 | 
                1,547.00 | 
                1,739.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,789.50 | 
                106.25 | 
                5.9% | 
                41.75 | 
                2.3% | 
                8% | 
                False | 
                False | 
                422,111 | 
                 
                
                | 10 | 
                1,900.00 | 
                1,789.50 | 
                110.50 | 
                6.1% | 
                35.75 | 
                2.0% | 
                8% | 
                False | 
                False | 
                347,404 | 
                 
                
                | 20 | 
                1,900.00 | 
                1,789.50 | 
                110.50 | 
                6.1% | 
                27.50 | 
                1.5% | 
                8% | 
                False | 
                False | 
                252,871 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,719.75 | 
                180.25 | 
                10.0% | 
                27.75 | 
                1.5% | 
                44% | 
                False | 
                False | 
                182,113 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                14.0% | 
                28.50 | 
                1.6% | 
                60% | 
                False | 
                False | 
                121,555 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                14.0% | 
                28.25 | 
                1.6% | 
                60% | 
                False | 
                False | 
                91,210 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,893.50 | 
         
        
            | 
2.618             | 
            1,862.25 | 
         
        
            | 
1.618             | 
            1,843.00 | 
         
        
            | 
1.000             | 
            1,831.00 | 
         
        
            | 
0.618             | 
            1,823.75 | 
         
        
            | 
HIGH             | 
            1,811.75 | 
         
        
            | 
0.618             | 
            1,804.50 | 
         
        
            | 
0.500             | 
            1,802.00 | 
         
        
            | 
0.382             | 
            1,799.75 | 
         
        
            | 
LOW             | 
            1,792.50 | 
         
        
            | 
0.618             | 
            1,780.50 | 
         
        
            | 
1.000             | 
            1,773.25 | 
         
        
            | 
1.618             | 
            1,761.25 | 
         
        
            | 
2.618             | 
            1,742.00 | 
         
        
            | 
4.250             | 
            1,710.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,802.00 | 
                                1,836.50 | 
                             
                            
                                | PP | 
                                1,801.00 | 
                                1,823.75 | 
                             
                            
                                | S1 | 
                                1,799.75 | 
                                1,811.25 | 
                             
             
         |