| Trading Metrics calculated at close of trading on 25-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2010 | 
                    25-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,799.50 | 
                        1,813.00 | 
                        13.50 | 
                        0.8% | 
                        1,781.50 | 
                     
                    
                        | High | 
                        1,819.75 | 
                        1,816.00 | 
                        -3.75 | 
                        -0.2% | 
                        1,830.00 | 
                     
                    
                        | Low | 
                        1,796.50 | 
                        1,780.50 | 
                        -16.00 | 
                        -0.9% | 
                        1,775.25 | 
                     
                    
                        | Close | 
                        1,814.00 | 
                        1,813.50 | 
                        -0.50 | 
                        0.0% | 
                        1,819.25 | 
                     
                    
                        | Range | 
                        23.25 | 
                        35.50 | 
                        12.25 | 
                        52.7% | 
                        54.75 | 
                     
                    
                        | ATR | 
                        30.86 | 
                        31.19 | 
                        0.33 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        348,962 | 
                        299,224 | 
                        -49,738 | 
                        -14.3% | 
                        1,094,765 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,909.75 | 
                1,897.25 | 
                1,833.00 | 
                 | 
             
            
                | R3 | 
                1,874.25 | 
                1,861.75 | 
                1,823.25 | 
                 | 
             
            
                | R2 | 
                1,838.75 | 
                1,838.75 | 
                1,820.00 | 
                 | 
             
            
                | R1 | 
                1,826.25 | 
                1,826.25 | 
                1,816.75 | 
                1,832.50 | 
             
            
                | PP | 
                1,803.25 | 
                1,803.25 | 
                1,803.25 | 
                1,806.50 | 
             
            
                | S1 | 
                1,790.75 | 
                1,790.75 | 
                1,810.25 | 
                1,797.00 | 
             
            
                | S2 | 
                1,767.75 | 
                1,767.75 | 
                1,807.00 | 
                 | 
             
            
                | S3 | 
                1,732.25 | 
                1,755.25 | 
                1,803.75 | 
                 | 
             
            
                | S4 | 
                1,696.75 | 
                1,719.75 | 
                1,794.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,972.50 | 
                1,950.50 | 
                1,849.25 | 
                 | 
             
            
                | R3 | 
                1,917.75 | 
                1,895.75 | 
                1,834.25 | 
                 | 
             
            
                | R2 | 
                1,863.00 | 
                1,863.00 | 
                1,829.25 | 
                 | 
             
            
                | R1 | 
                1,841.00 | 
                1,841.00 | 
                1,824.25 | 
                1,852.00 | 
             
            
                | PP | 
                1,808.25 | 
                1,808.25 | 
                1,808.25 | 
                1,813.50 | 
             
            
                | S1 | 
                1,786.25 | 
                1,786.25 | 
                1,814.25 | 
                1,797.25 | 
             
            
                | S2 | 
                1,753.50 | 
                1,753.50 | 
                1,809.25 | 
                 | 
             
            
                | S3 | 
                1,698.75 | 
                1,731.50 | 
                1,804.25 | 
                 | 
             
            
                | S4 | 
                1,644.00 | 
                1,676.75 | 
                1,789.25 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,833.00 | 
                1,780.50 | 
                52.50 | 
                2.9% | 
                30.75 | 
                1.7% | 
                63% | 
                False | 
                True | 
                284,882 | 
                 
                
                | 10 | 
                1,833.00 | 
                1,736.75 | 
                96.25 | 
                5.3% | 
                28.75 | 
                1.6% | 
                80% | 
                False | 
                False | 
                288,689 | 
                 
                
                | 20 | 
                1,833.00 | 
                1,710.75 | 
                122.25 | 
                6.7% | 
                33.00 | 
                1.8% | 
                84% | 
                False | 
                False | 
                357,331 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.4% | 
                31.25 | 
                1.7% | 
                54% | 
                False | 
                False | 
                319,049 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.4% | 
                29.25 | 
                1.6% | 
                54% | 
                False | 
                False | 
                253,164 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                13.9% | 
                29.50 | 
                1.6% | 
                66% | 
                False | 
                False | 
                189,982 | 
                 
                
                | 100 | 
                1,900.00 | 
                1,648.25 | 
                251.75 | 
                13.9% | 
                29.00 | 
                1.6% | 
                66% | 
                False | 
                False | 
                152,028 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,967.00 | 
         
        
            | 
2.618             | 
            1,909.00 | 
         
        
            | 
1.618             | 
            1,873.50 | 
         
        
            | 
1.000             | 
            1,851.50 | 
         
        
            | 
0.618             | 
            1,838.00 | 
         
        
            | 
HIGH             | 
            1,816.00 | 
         
        
            | 
0.618             | 
            1,802.50 | 
         
        
            | 
0.500             | 
            1,798.25 | 
         
        
            | 
0.382             | 
            1,794.00 | 
         
        
            | 
LOW             | 
            1,780.50 | 
         
        
            | 
0.618             | 
            1,758.50 | 
         
        
            | 
1.000             | 
            1,745.00 | 
         
        
            | 
1.618             | 
            1,723.00 | 
         
        
            | 
2.618             | 
            1,687.50 | 
         
        
            | 
4.250             | 
            1,629.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,808.50 | 
                                1,810.50 | 
                             
                            
                                | PP | 
                                1,803.25 | 
                                1,807.75 | 
                             
                            
                                | S1 | 
                                1,798.25 | 
                                1,804.75 | 
                             
             
         |