| Trading Metrics calculated at close of trading on 12-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Feb-2010 | 
                    12-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,744.50 | 
                        1,773.25 | 
                        28.75 | 
                        1.6% | 
                        1,747.25 | 
                     
                    
                        | High | 
                        1,778.75 | 
                        1,783.50 | 
                        4.75 | 
                        0.3% | 
                        1,783.50 | 
                     
                    
                        | Low | 
                        1,736.75 | 
                        1,754.00 | 
                        17.25 | 
                        1.0% | 
                        1,730.50 | 
                     
                    
                        | Close | 
                        1,775.50 | 
                        1,783.25 | 
                        7.75 | 
                        0.4% | 
                        1,783.25 | 
                     
                    
                        | Range | 
                        42.00 | 
                        29.50 | 
                        -12.50 | 
                        -29.8% | 
                        53.00 | 
                     
                    
                        | ATR | 
                        34.34 | 
                        33.99 | 
                        -0.35 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        296,949 | 
                        339,083 | 
                        42,134 | 
                        14.2% | 
                        1,868,659 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,862.00 | 
                1,852.25 | 
                1,799.50 | 
                 | 
             
            
                | R3 | 
                1,832.50 | 
                1,822.75 | 
                1,791.25 | 
                 | 
             
            
                | R2 | 
                1,803.00 | 
                1,803.00 | 
                1,788.75 | 
                 | 
             
            
                | R1 | 
                1,793.25 | 
                1,793.25 | 
                1,786.00 | 
                1,798.00 | 
             
            
                | PP | 
                1,773.50 | 
                1,773.50 | 
                1,773.50 | 
                1,776.00 | 
             
            
                | S1 | 
                1,763.75 | 
                1,763.75 | 
                1,780.50 | 
                1,768.50 | 
             
            
                | S2 | 
                1,744.00 | 
                1,744.00 | 
                1,777.75 | 
                 | 
             
            
                | S3 | 
                1,714.50 | 
                1,734.25 | 
                1,775.25 | 
                 | 
             
            
                | S4 | 
                1,685.00 | 
                1,704.75 | 
                1,767.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,924.75 | 
                1,907.00 | 
                1,812.50 | 
                 | 
             
            
                | R3 | 
                1,871.75 | 
                1,854.00 | 
                1,797.75 | 
                 | 
             
            
                | R2 | 
                1,818.75 | 
                1,818.75 | 
                1,793.00 | 
                 | 
             
            
                | R1 | 
                1,801.00 | 
                1,801.00 | 
                1,788.00 | 
                1,810.00 | 
             
            
                | PP | 
                1,765.75 | 
                1,765.75 | 
                1,765.75 | 
                1,770.25 | 
             
            
                | S1 | 
                1,748.00 | 
                1,748.00 | 
                1,778.50 | 
                1,757.00 | 
             
            
                | S2 | 
                1,712.75 | 
                1,712.75 | 
                1,773.50 | 
                 | 
             
            
                | S3 | 
                1,659.75 | 
                1,695.00 | 
                1,768.75 | 
                 | 
             
            
                | S4 | 
                1,606.75 | 
                1,642.00 | 
                1,754.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,783.50 | 
                1,730.50 | 
                53.00 | 
                3.0% | 
                31.25 | 
                1.8% | 
                100% | 
                True | 
                False | 
                373,731 | 
                 
                
                | 10 | 
                1,792.00 | 
                1,710.75 | 
                81.25 | 
                4.6% | 
                33.00 | 
                1.8% | 
                89% | 
                False | 
                False | 
                388,134 | 
                 
                
                | 20 | 
                1,895.75 | 
                1,710.75 | 
                185.00 | 
                10.4% | 
                38.50 | 
                2.2% | 
                39% | 
                False | 
                False | 
                398,589 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.6% | 
                30.00 | 
                1.7% | 
                38% | 
                False | 
                False | 
                305,536 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.6% | 
                29.75 | 
                1.7% | 
                38% | 
                False | 
                False | 
                215,722 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                14.1% | 
                30.25 | 
                1.7% | 
                54% | 
                False | 
                False | 
                161,875 | 
                 
                
                | 100 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                14.1% | 
                29.50 | 
                1.7% | 
                54% | 
                False | 
                False | 
                129,523 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,909.00 | 
         
        
            | 
2.618             | 
            1,860.75 | 
         
        
            | 
1.618             | 
            1,831.25 | 
         
        
            | 
1.000             | 
            1,813.00 | 
         
        
            | 
0.618             | 
            1,801.75 | 
         
        
            | 
HIGH             | 
            1,783.50 | 
         
        
            | 
0.618             | 
            1,772.25 | 
         
        
            | 
0.500             | 
            1,768.75 | 
         
        
            | 
0.382             | 
            1,765.25 | 
         
        
            | 
LOW             | 
            1,754.00 | 
         
        
            | 
0.618             | 
            1,735.75 | 
         
        
            | 
1.000             | 
            1,724.50 | 
         
        
            | 
1.618             | 
            1,706.25 | 
         
        
            | 
2.618             | 
            1,676.75 | 
         
        
            | 
4.250             | 
            1,628.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,778.50 | 
                                1,775.50 | 
                             
                            
                                | PP | 
                                1,773.50 | 
                                1,767.50 | 
                             
                            
                                | S1 | 
                                1,768.75 | 
                                1,759.75 | 
                             
             
         |