| Trading Metrics calculated at close of trading on 11-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Feb-2010 | 
                    11-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,752.50 | 
                        1,744.50 | 
                        -8.00 | 
                        -0.5% | 
                        1,740.00 | 
                     
                    
                        | High | 
                        1,762.75 | 
                        1,778.75 | 
                        16.00 | 
                        0.9% | 
                        1,792.00 | 
                     
                    
                        | Low | 
                        1,736.00 | 
                        1,736.75 | 
                        0.75 | 
                        0.0% | 
                        1,710.75 | 
                     
                    
                        | Close | 
                        1,744.75 | 
                        1,775.50 | 
                        30.75 | 
                        1.8% | 
                        1,745.00 | 
                     
                    
                        | Range | 
                        26.75 | 
                        42.00 | 
                        15.25 | 
                        57.0% | 
                        81.25 | 
                     
                    
                        | ATR | 
                        33.75 | 
                        34.34 | 
                        0.59 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        380,797 | 
                        296,949 | 
                        -83,848 | 
                        -22.0% | 
                        2,012,688 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,889.75 | 
                1,874.50 | 
                1,798.50 | 
                 | 
             
            
                | R3 | 
                1,847.75 | 
                1,832.50 | 
                1,787.00 | 
                 | 
             
            
                | R2 | 
                1,805.75 | 
                1,805.75 | 
                1,783.25 | 
                 | 
             
            
                | R1 | 
                1,790.50 | 
                1,790.50 | 
                1,779.25 | 
                1,798.00 | 
             
            
                | PP | 
                1,763.75 | 
                1,763.75 | 
                1,763.75 | 
                1,767.50 | 
             
            
                | S1 | 
                1,748.50 | 
                1,748.50 | 
                1,771.75 | 
                1,756.00 | 
             
            
                | S2 | 
                1,721.75 | 
                1,721.75 | 
                1,767.75 | 
                 | 
             
            
                | S3 | 
                1,679.75 | 
                1,706.50 | 
                1,764.00 | 
                 | 
             
            
                | S4 | 
                1,637.75 | 
                1,664.50 | 
                1,752.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,993.00 | 
                1,950.25 | 
                1,789.75 | 
                 | 
             
            
                | R3 | 
                1,911.75 | 
                1,869.00 | 
                1,767.25 | 
                 | 
             
            
                | R2 | 
                1,830.50 | 
                1,830.50 | 
                1,760.00 | 
                 | 
             
            
                | R1 | 
                1,787.75 | 
                1,787.75 | 
                1,752.50 | 
                1,809.00 | 
             
            
                | PP | 
                1,749.25 | 
                1,749.25 | 
                1,749.25 | 
                1,760.00 | 
             
            
                | S1 | 
                1,706.50 | 
                1,706.50 | 
                1,737.50 | 
                1,728.00 | 
             
            
                | S2 | 
                1,668.00 | 
                1,668.00 | 
                1,730.00 | 
                 | 
             
            
                | S3 | 
                1,586.75 | 
                1,625.25 | 
                1,722.75 | 
                 | 
             
            
                | S4 | 
                1,505.50 | 
                1,544.00 | 
                1,700.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,778.75 | 
                1,710.75 | 
                68.00 | 
                3.8% | 
                32.75 | 
                1.9% | 
                95% | 
                True | 
                False | 
                402,695 | 
                 
                
                | 10 | 
                1,792.00 | 
                1,710.75 | 
                81.25 | 
                4.6% | 
                35.75 | 
                2.0% | 
                80% | 
                False | 
                False | 
                411,278 | 
                 
                
                | 20 | 
                1,895.75 | 
                1,710.75 | 
                185.00 | 
                10.4% | 
                37.75 | 
                2.1% | 
                35% | 
                False | 
                False | 
                397,391 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.7% | 
                29.75 | 
                1.7% | 
                34% | 
                False | 
                False | 
                302,664 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.7% | 
                29.75 | 
                1.7% | 
                34% | 
                False | 
                False | 
                210,075 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                14.2% | 
                30.25 | 
                1.7% | 
                50% | 
                False | 
                False | 
                157,649 | 
                 
                
                | 100 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                14.2% | 
                29.50 | 
                1.7% | 
                51% | 
                False | 
                False | 
                126,132 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,957.25 | 
         
        
            | 
2.618             | 
            1,888.75 | 
         
        
            | 
1.618             | 
            1,846.75 | 
         
        
            | 
1.000             | 
            1,820.75 | 
         
        
            | 
0.618             | 
            1,804.75 | 
         
        
            | 
HIGH             | 
            1,778.75 | 
         
        
            | 
0.618             | 
            1,762.75 | 
         
        
            | 
0.500             | 
            1,757.75 | 
         
        
            | 
0.382             | 
            1,752.75 | 
         
        
            | 
LOW             | 
            1,736.75 | 
         
        
            | 
0.618             | 
            1,710.75 | 
         
        
            | 
1.000             | 
            1,694.75 | 
         
        
            | 
1.618             | 
            1,668.75 | 
         
        
            | 
2.618             | 
            1,626.75 | 
         
        
            | 
4.250             | 
            1,558.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,769.50 | 
                                1,768.75 | 
                             
                            
                                | PP | 
                                1,763.75 | 
                                1,762.00 | 
                             
                            
                                | S1 | 
                                1,757.75 | 
                                1,755.50 | 
                             
             
         |