| Trading Metrics calculated at close of trading on 27-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jan-2010 | 27-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 1,809.75 | 1,798.75 | -11.00 | -0.6% | 1,861.75 |  
                        | High | 1,823.75 | 1,821.50 | -2.25 | -0.1% | 1,895.75 |  
                        | Low | 1,783.75 | 1,787.75 | 4.00 | 0.2% | 1,789.50 |  
                        | Close | 1,796.50 | 1,809.00 | 12.50 | 0.7% | 1,797.75 |  
                        | Range | 40.00 | 33.75 | -6.25 | -15.6% | 106.25 |  
                        | ATR | 30.89 | 31.09 | 0.20 | 0.7% | 0.00 |  
                        | Volume | 340,316 | 419,117 | 78,801 | 23.2% | 1,582,927 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,907.25 | 1,892.00 | 1,827.50 |  |  
                | R3 | 1,873.50 | 1,858.25 | 1,818.25 |  |  
                | R2 | 1,839.75 | 1,839.75 | 1,815.25 |  |  
                | R1 | 1,824.50 | 1,824.50 | 1,812.00 | 1,832.00 |  
                | PP | 1,806.00 | 1,806.00 | 1,806.00 | 1,810.00 |  
                | S1 | 1,790.75 | 1,790.75 | 1,806.00 | 1,798.50 |  
                | S2 | 1,772.25 | 1,772.25 | 1,802.75 |  |  
                | S3 | 1,738.50 | 1,757.00 | 1,799.75 |  |  
                | S4 | 1,704.75 | 1,723.25 | 1,790.50 |  |  | 
        
            | 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 | 1,883.50 | 1,783.75 | 99.75 | 5.5% | 39.50 | 2.2% | 25% | False | False | 438,379 |  
                | 10 | 1,895.75 | 1,783.75 | 112.00 | 6.2% | 37.25 | 2.1% | 23% | False | False | 371,970 |  
                | 20 | 1,900.00 | 1,783.75 | 116.25 | 6.4% | 29.25 | 1.6% | 22% | False | False | 280,768 |  
                | 40 | 1,900.00 | 1,748.25 | 151.75 | 8.4% | 27.25 | 1.5% | 40% | False | False | 201,080 |  
                | 60 | 1,900.00 | 1,648.50 | 251.50 | 13.9% | 28.25 | 1.6% | 64% | False | False | 134,199 |  
                | 80 | 1,900.00 | 1,648.25 | 251.75 | 13.9% | 28.00 | 1.5% | 64% | False | False | 100,702 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,965.00 |  
            | 2.618 | 1,909.75 |  
            | 1.618 | 1,876.00 |  
            | 1.000 | 1,855.25 |  
            | 0.618 | 1,842.25 |  
            | HIGH | 1,821.50 |  
            | 0.618 | 1,808.50 |  
            | 0.500 | 1,804.50 |  
            | 0.382 | 1,800.75 |  
            | LOW | 1,787.75 |  
            | 0.618 | 1,767.00 |  
            | 1.000 | 1,754.00 |  
            | 1.618 | 1,733.25 |  
            | 2.618 | 1,699.50 |  
            | 4.250 | 1,644.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,807.50 | 1,807.25 |  
                                | PP | 1,806.00 | 1,805.50 |  
                                | S1 | 1,804.50 | 1,803.75 |  |