| Trading Metrics calculated at close of trading on 18-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Mar-2010 | 
                    18-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,930.25 | 
                        1,936.00 | 
                        5.75 | 
                        0.3% | 
                        1,884.00 | 
                     
                    
                        | High | 
                        1,946.25 | 
                        1,945.50 | 
                        -0.75 | 
                        0.0% | 
                        1,935.25 | 
                     
                    
                        | Low | 
                        1,929.75 | 
                        1,931.75 | 
                        2.00 | 
                        0.1% | 
                        1,881.00 | 
                     
                    
                        | Close | 
                        1,936.50 | 
                        1,944.50 | 
                        8.00 | 
                        0.4% | 
                        1,926.75 | 
                     
                    
                        | Range | 
                        16.50 | 
                        13.75 | 
                        -2.75 | 
                        -16.7% | 
                        54.25 | 
                     
                    
                        | ATR | 
                        23.96 | 
                        23.23 | 
                        -0.73 | 
                        -3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        71,010 | 
                        54,809 | 
                        -16,201 | 
                        -22.8% | 
                        1,357,864 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,981.75 | 
                1,977.00 | 
                1,952.00 | 
                 | 
             
            
                | R3 | 
                1,968.00 | 
                1,963.25 | 
                1,948.25 | 
                 | 
             
            
                | R2 | 
                1,954.25 | 
                1,954.25 | 
                1,947.00 | 
                 | 
             
            
                | R1 | 
                1,949.50 | 
                1,949.50 | 
                1,945.75 | 
                1,952.00 | 
             
            
                | PP | 
                1,940.50 | 
                1,940.50 | 
                1,940.50 | 
                1,941.75 | 
             
            
                | S1 | 
                1,935.75 | 
                1,935.75 | 
                1,943.25 | 
                1,938.00 | 
             
            
                | S2 | 
                1,926.75 | 
                1,926.75 | 
                1,942.00 | 
                 | 
             
            
                | S3 | 
                1,913.00 | 
                1,922.00 | 
                1,940.75 | 
                 | 
             
            
                | S4 | 
                1,899.25 | 
                1,908.25 | 
                1,937.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,077.00 | 
                2,056.25 | 
                1,956.50 | 
                 | 
             
            
                | R3 | 
                2,022.75 | 
                2,002.00 | 
                1,941.75 | 
                 | 
             
            
                | R2 | 
                1,968.50 | 
                1,968.50 | 
                1,936.75 | 
                 | 
             
            
                | R1 | 
                1,947.75 | 
                1,947.75 | 
                1,931.75 | 
                1,958.00 | 
             
            
                | PP | 
                1,914.25 | 
                1,914.25 | 
                1,914.25 | 
                1,919.50 | 
             
            
                | S1 | 
                1,893.50 | 
                1,893.50 | 
                1,921.75 | 
                1,904.00 | 
             
            
                | S2 | 
                1,860.00 | 
                1,860.00 | 
                1,916.75 | 
                 | 
             
            
                | S3 | 
                1,805.75 | 
                1,839.25 | 
                1,911.75 | 
                 | 
             
            
                | S4 | 
                1,751.50 | 
                1,785.00 | 
                1,897.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,946.25 | 
                1,906.50 | 
                39.75 | 
                2.0% | 
                17.25 | 
                0.9% | 
                96% | 
                False | 
                False | 
                102,822 | 
                 
                
                | 10 | 
                1,946.25 | 
                1,857.00 | 
                89.25 | 
                4.6% | 
                20.00 | 
                1.0% | 
                98% | 
                False | 
                False | 
                185,175 | 
                 
                
                | 20 | 
                1,946.25 | 
                1,780.50 | 
                165.75 | 
                8.5% | 
                22.50 | 
                1.2% | 
                99% | 
                False | 
                False | 
                228,738 | 
                 
                
                | 40 | 
                1,946.25 | 
                1,710.75 | 
                235.50 | 
                12.1% | 
                29.00 | 
                1.5% | 
                99% | 
                False | 
                False | 
                312,222 | 
                 
                
                | 60 | 
                1,946.25 | 
                1,710.75 | 
                235.50 | 
                12.1% | 
                27.50 | 
                1.4% | 
                99% | 
                False | 
                False | 
                279,806 | 
                 
                
                | 80 | 
                1,946.25 | 
                1,710.75 | 
                235.50 | 
                12.1% | 
                27.75 | 
                1.4% | 
                99% | 
                False | 
                False | 
                229,272 | 
                 
                
                | 100 | 
                1,946.25 | 
                1,648.50 | 
                297.75 | 
                15.3% | 
                28.50 | 
                1.5% | 
                99% | 
                False | 
                False | 
                183,502 | 
                 
                
                | 120 | 
                1,946.25 | 
                1,648.25 | 
                298.00 | 
                15.3% | 
                28.25 | 
                1.5% | 
                99% | 
                False | 
                False | 
                152,944 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,004.00 | 
         
        
            | 
2.618             | 
            1,981.50 | 
         
        
            | 
1.618             | 
            1,967.75 | 
         
        
            | 
1.000             | 
            1,959.25 | 
         
        
            | 
0.618             | 
            1,954.00 | 
         
        
            | 
HIGH             | 
            1,945.50 | 
         
        
            | 
0.618             | 
            1,940.25 | 
         
        
            | 
0.500             | 
            1,938.50 | 
         
        
            | 
0.382             | 
            1,937.00 | 
         
        
            | 
LOW             | 
            1,931.75 | 
         
        
            | 
0.618             | 
            1,923.25 | 
         
        
            | 
1.000             | 
            1,918.00 | 
         
        
            | 
1.618             | 
            1,909.50 | 
         
        
            | 
2.618             | 
            1,895.75 | 
         
        
            | 
4.250             | 
            1,873.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,942.50 | 
                                1,940.50 | 
                             
                            
                                | PP | 
                                1,940.50 | 
                                1,936.50 | 
                             
                            
                                | S1 | 
                                1,938.50 | 
                                1,932.50 | 
                             
             
         |