| Trading Metrics calculated at close of trading on 17-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Dec-2009 | 17-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 5,256.5 | 5,248.0 | -8.5 | -0.2% | 5,260.0 |  
                        | High | 5,296.5 | 5,265.0 | -31.5 | -0.6% | 5,288.0 |  
                        | Low | 5,243.5 | 5,153.5 | -90.0 | -1.7% | 5,135.0 |  
                        | Close | 5,277.5 | 5,190.5 | -87.0 | -1.6% | 5,216.5 |  
                        | Range | 53.0 | 111.5 | 58.5 | 110.4% | 153.0 |  
                        | ATR | 79.6 | 82.7 | 3.2 | 4.0% | 0.0 |  
                        | Volume | 189,910 | 162,751 | -27,159 | -14.3% | 65,103 |  | 
    
| 
        
            | Daily Pivots for day following 17-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,537.5 | 5,475.5 | 5,252.0 |  |  
                | R3 | 5,426.0 | 5,364.0 | 5,221.0 |  |  
                | R2 | 5,314.5 | 5,314.5 | 5,211.0 |  |  
                | R1 | 5,252.5 | 5,252.5 | 5,200.5 | 5,228.0 |  
                | PP | 5,203.0 | 5,203.0 | 5,203.0 | 5,190.5 |  
                | S1 | 5,141.0 | 5,141.0 | 5,180.5 | 5,116.0 |  
                | S2 | 5,091.5 | 5,091.5 | 5,170.0 |  |  
                | S3 | 4,980.0 | 5,029.5 | 5,160.0 |  |  
                | S4 | 4,868.5 | 4,918.0 | 5,129.0 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5,672.0 | 5,597.5 | 5,300.5 |  |  
                | R3 | 5,519.0 | 5,444.5 | 5,258.5 |  |  
                | R2 | 5,366.0 | 5,366.0 | 5,244.5 |  |  
                | R1 | 5,291.5 | 5,291.5 | 5,230.5 | 5,252.0 |  
                | PP | 5,213.0 | 5,213.0 | 5,213.0 | 5,193.5 |  
                | S1 | 5,138.5 | 5,138.5 | 5,202.5 | 5,099.0 |  
                | S2 | 5,060.0 | 5,060.0 | 5,188.5 |  |  
                | S3 | 4,907.0 | 4,985.5 | 5,174.5 |  |  
                | S4 | 4,754.0 | 4,832.5 | 5,132.5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5,296.5 | 5,153.5 | 143.0 | 2.8% | 67.0 | 1.3% | 26% | False | True | 127,290 |  
                | 10 | 5,330.0 | 5,135.0 | 195.0 | 3.8% | 74.0 | 1.4% | 28% | False | False | 67,100 |  
                | 20 | 5,330.0 | 5,061.0 | 269.0 | 5.2% | 79.0 | 1.5% | 48% | False | False | 34,288 |  
                | 40 | 5,339.5 | 4,915.0 | 424.5 | 8.2% | 72.5 | 1.4% | 65% | False | False | 17,575 |  
                | 60 | 5,339.5 | 4,884.5 | 455.0 | 8.8% | 64.5 | 1.2% | 67% | False | False | 11,793 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5,739.0 |  
            | 2.618 | 5,557.0 |  
            | 1.618 | 5,445.5 |  
            | 1.000 | 5,376.5 |  
            | 0.618 | 5,334.0 |  
            | HIGH | 5,265.0 |  
            | 0.618 | 5,222.5 |  
            | 0.500 | 5,209.0 |  
            | 0.382 | 5,196.0 |  
            | LOW | 5,153.5 |  
            | 0.618 | 5,084.5 |  
            | 1.000 | 5,042.0 |  
            | 1.618 | 4,973.0 |  
            | 2.618 | 4,861.5 |  
            | 4.250 | 4,679.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5,209.0 | 5,225.0 |  
                                | PP | 5,203.0 | 5,213.5 |  
                                | S1 | 5,197.0 | 5,202.0 |  |