| Trading Metrics calculated at close of trading on 28-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jan-2010 | 
                    28-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,798.75 | 
                        1,807.50 | 
                        8.75 | 
                        0.5% | 
                        1,861.75 | 
                     
                    
                        | High | 
                        1,821.50 | 
                        1,820.00 | 
                        -1.50 | 
                        -0.1% | 
                        1,895.75 | 
                     
                    
                        | Low | 
                        1,787.75 | 
                        1,759.25 | 
                        -28.50 | 
                        -1.6% | 
                        1,789.50 | 
                     
                    
                        | Close | 
                        1,809.00 | 
                        1,770.50 | 
                        -38.50 | 
                        -2.1% | 
                        1,797.75 | 
                     
                    
                        | Range | 
                        33.75 | 
                        60.75 | 
                        27.00 | 
                        80.0% | 
                        106.25 | 
                     
                    
                        | ATR | 
                        31.09 | 
                        33.21 | 
                        2.12 | 
                        6.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        419,117 | 
                        443,906 | 
                        24,789 | 
                        5.9% | 
                        1,582,927 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,965.50 | 
                1,928.75 | 
                1,804.00 | 
                 | 
             
            
                | R3 | 
                1,904.75 | 
                1,868.00 | 
                1,787.25 | 
                 | 
             
            
                | R2 | 
                1,844.00 | 
                1,844.00 | 
                1,781.75 | 
                 | 
             
            
                | R1 | 
                1,807.25 | 
                1,807.25 | 
                1,776.00 | 
                1,795.25 | 
             
            
                | PP | 
                1,783.25 | 
                1,783.25 | 
                1,783.25 | 
                1,777.25 | 
             
            
                | S1 | 
                1,746.50 | 
                1,746.50 | 
                1,765.00 | 
                1,734.50 | 
             
            
                | S2 | 
                1,722.50 | 
                1,722.50 | 
                1,759.25 | 
                 | 
             
            
                | S3 | 
                1,661.75 | 
                1,685.75 | 
                1,753.75 | 
                 | 
             
            
                | S4 | 
                1,601.00 | 
                1,625.00 | 
                1,737.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,849.25 | 
                1,759.25 | 
                90.00 | 
                5.1% | 
                42.75 | 
                2.4% | 
                13% | 
                False | 
                True | 
                446,455 | 
                 
                
                | 10 | 
                1,895.75 | 
                1,759.25 | 
                136.50 | 
                7.7% | 
                39.75 | 
                2.2% | 
                8% | 
                False | 
                True | 
                383,504 | 
                 
                
                | 20 | 
                1,900.00 | 
                1,759.25 | 
                140.75 | 
                7.9% | 
                31.75 | 
                1.8% | 
                8% | 
                False | 
                True | 
                296,917 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,756.75 | 
                143.25 | 
                8.1% | 
                28.25 | 
                1.6% | 
                10% | 
                False | 
                False | 
                212,167 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                14.2% | 
                28.50 | 
                1.6% | 
                49% | 
                False | 
                False | 
                141,595 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                14.2% | 
                28.50 | 
                1.6% | 
                49% | 
                False | 
                False | 
                106,250 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,078.25 | 
         
        
            | 
2.618             | 
            1,979.00 | 
         
        
            | 
1.618             | 
            1,918.25 | 
         
        
            | 
1.000             | 
            1,880.75 | 
         
        
            | 
0.618             | 
            1,857.50 | 
         
        
            | 
HIGH             | 
            1,820.00 | 
         
        
            | 
0.618             | 
            1,796.75 | 
         
        
            | 
0.500             | 
            1,789.50 | 
         
        
            | 
0.382             | 
            1,782.50 | 
         
        
            | 
LOW             | 
            1,759.25 | 
         
        
            | 
0.618             | 
            1,721.75 | 
         
        
            | 
1.000             | 
            1,698.50 | 
         
        
            | 
1.618             | 
            1,661.00 | 
         
        
            | 
2.618             | 
            1,600.25 | 
         
        
            | 
4.250             | 
            1,501.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,789.50 | 
                                1,791.50 | 
                             
                            
                                | PP | 
                                1,783.25 | 
                                1,784.50 | 
                             
                            
                                | S1 | 
                                1,777.00 | 
                                1,777.50 | 
                             
             
         |