| Trading Metrics calculated at close of trading on 05-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2010 | 
                    05-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,851.25 | 
                        1,858.75 | 
                        7.50 | 
                        0.4% | 
                        1,821.25 | 
                     
                    
                        | High | 
                        1,860.75 | 
                        1,889.50 | 
                        28.75 | 
                        1.5% | 
                        1,889.50 | 
                     
                    
                        | Low | 
                        1,844.25 | 
                        1,857.00 | 
                        12.75 | 
                        0.7% | 
                        1,821.25 | 
                     
                    
                        | Close | 
                        1,859.75 | 
                        1,885.50 | 
                        25.75 | 
                        1.4% | 
                        1,885.50 | 
                     
                    
                        | Range | 
                        16.50 | 
                        32.50 | 
                        16.00 | 
                        97.0% | 
                        68.25 | 
                     
                    
                        | ATR | 
                        27.67 | 
                        28.01 | 
                        0.35 | 
                        1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        216,095 | 
                        197,677 | 
                        -18,418 | 
                        -8.5% | 
                        1,142,709 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,974.75 | 
                1,962.75 | 
                1,903.50 | 
                 | 
             
            
                | R3 | 
                1,942.25 | 
                1,930.25 | 
                1,894.50 | 
                 | 
             
            
                | R2 | 
                1,909.75 | 
                1,909.75 | 
                1,891.50 | 
                 | 
             
            
                | R1 | 
                1,897.75 | 
                1,897.75 | 
                1,888.50 | 
                1,903.75 | 
             
            
                | PP | 
                1,877.25 | 
                1,877.25 | 
                1,877.25 | 
                1,880.50 | 
             
            
                | S1 | 
                1,865.25 | 
                1,865.25 | 
                1,882.50 | 
                1,871.25 | 
             
            
                | S2 | 
                1,844.75 | 
                1,844.75 | 
                1,879.50 | 
                 | 
             
            
                | S3 | 
                1,812.25 | 
                1,832.75 | 
                1,876.50 | 
                 | 
             
            
                | S4 | 
                1,779.75 | 
                1,800.25 | 
                1,867.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,070.25 | 
                2,046.00 | 
                1,923.00 | 
                 | 
             
            
                | R3 | 
                2,002.00 | 
                1,977.75 | 
                1,904.25 | 
                 | 
             
            
                | R2 | 
                1,933.75 | 
                1,933.75 | 
                1,898.00 | 
                 | 
             
            
                | R1 | 
                1,909.50 | 
                1,909.50 | 
                1,891.75 | 
                1,921.50 | 
             
            
                | PP | 
                1,865.50 | 
                1,865.50 | 
                1,865.50 | 
                1,871.50 | 
             
            
                | S1 | 
                1,841.25 | 
                1,841.25 | 
                1,879.25 | 
                1,853.50 | 
             
            
                | S2 | 
                1,797.25 | 
                1,797.25 | 
                1,873.00 | 
                 | 
             
            
                | S3 | 
                1,729.00 | 
                1,773.00 | 
                1,866.75 | 
                 | 
             
            
                | S4 | 
                1,660.75 | 
                1,704.75 | 
                1,848.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,889.50 | 
                1,821.25 | 
                68.25 | 
                3.6% | 
                22.25 | 
                1.2% | 
                94% | 
                True | 
                False | 
                228,541 | 
                 
                
                | 10 | 
                1,889.50 | 
                1,780.50 | 
                109.00 | 
                5.8% | 
                25.50 | 
                1.4% | 
                96% | 
                True | 
                False | 
                265,237 | 
                 
                
                | 20 | 
                1,889.50 | 
                1,710.75 | 
                178.75 | 
                9.5% | 
                27.00 | 
                1.4% | 
                98% | 
                True | 
                False | 
                304,984 | 
                 
                
                | 40 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.0% | 
                31.75 | 
                1.7% | 
                92% | 
                False | 
                False | 
                334,474 | 
                 
                
                | 60 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.0% | 
                28.50 | 
                1.5% | 
                92% | 
                False | 
                False | 
                277,925 | 
                 
                
                | 80 | 
                1,900.00 | 
                1,710.75 | 
                189.25 | 
                10.0% | 
                28.50 | 
                1.5% | 
                92% | 
                False | 
                False | 
                208,660 | 
                 
                
                | 100 | 
                1,900.00 | 
                1,648.50 | 
                251.50 | 
                13.3% | 
                29.00 | 
                1.5% | 
                94% | 
                False | 
                False | 
                166,985 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,027.50 | 
         
        
            | 
2.618             | 
            1,974.50 | 
         
        
            | 
1.618             | 
            1,942.00 | 
         
        
            | 
1.000             | 
            1,922.00 | 
         
        
            | 
0.618             | 
            1,909.50 | 
         
        
            | 
HIGH             | 
            1,889.50 | 
         
        
            | 
0.618             | 
            1,877.00 | 
         
        
            | 
0.500             | 
            1,873.25 | 
         
        
            | 
0.382             | 
            1,869.50 | 
         
        
            | 
LOW             | 
            1,857.00 | 
         
        
            | 
0.618             | 
            1,837.00 | 
         
        
            | 
1.000             | 
            1,824.50 | 
         
        
            | 
1.618             | 
            1,804.50 | 
         
        
            | 
2.618             | 
            1,772.00 | 
         
        
            | 
4.250             | 
            1,719.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,881.50 | 
                                1,879.25 | 
                             
                            
                                | PP | 
                                1,877.25 | 
                                1,873.00 | 
                             
                            
                                | S1 | 
                                1,873.25 | 
                                1,867.00 | 
                             
             
         |