| Trading Metrics calculated at close of trading on 24-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2010 | 
                    24-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        5,355.0 | 
                        5,309.0 | 
                        -46.0 | 
                        -0.9% | 
                        5,179.5 | 
                     
                    
                        | High | 
                        5,376.0 | 
                        5,343.0 | 
                        -33.0 | 
                        -0.6% | 
                        5,348.5 | 
                     
                    
                        | Low | 
                        5,275.5 | 
                        5,281.5 | 
                        6.0 | 
                        0.1% | 
                        5,152.5 | 
                     
                    
                        | Close | 
                        5,287.5 | 
                        5,330.0 | 
                        42.5 | 
                        0.8% | 
                        5,345.0 | 
                     
                    
                        | Range | 
                        100.5 | 
                        61.5 | 
                        -39.0 | 
                        -38.8% | 
                        196.0 | 
                     
                    
                        | ATR | 
                        94.6 | 
                        92.2 | 
                        -2.4 | 
                        -2.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        77,413 | 
                        110,059 | 
                        32,646 | 
                        42.2% | 
                        388,812 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5,502.5 | 
                5,478.0 | 
                5,364.0 | 
                 | 
             
            
                | R3 | 
                5,441.0 | 
                5,416.5 | 
                5,347.0 | 
                 | 
             
            
                | R2 | 
                5,379.5 | 
                5,379.5 | 
                5,341.5 | 
                 | 
             
            
                | R1 | 
                5,355.0 | 
                5,355.0 | 
                5,335.5 | 
                5,367.0 | 
             
            
                | PP | 
                5,318.0 | 
                5,318.0 | 
                5,318.0 | 
                5,324.5 | 
             
            
                | S1 | 
                5,293.5 | 
                5,293.5 | 
                5,324.5 | 
                5,306.0 | 
             
            
                | S2 | 
                5,256.5 | 
                5,256.5 | 
                5,318.5 | 
                 | 
             
            
                | S3 | 
                5,195.0 | 
                5,232.0 | 
                5,313.0 | 
                 | 
             
            
                | S4 | 
                5,133.5 | 
                5,170.5 | 
                5,296.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                5,870.0 | 
                5,803.5 | 
                5,453.0 | 
                 | 
             
            
                | R3 | 
                5,674.0 | 
                5,607.5 | 
                5,399.0 | 
                 | 
             
            
                | R2 | 
                5,478.0 | 
                5,478.0 | 
                5,381.0 | 
                 | 
             
            
                | R1 | 
                5,411.5 | 
                5,411.5 | 
                5,363.0 | 
                5,445.0 | 
             
            
                | PP | 
                5,282.0 | 
                5,282.0 | 
                5,282.0 | 
                5,298.5 | 
             
            
                | S1 | 
                5,215.5 | 
                5,215.5 | 
                5,327.0 | 
                5,249.0 | 
             
            
                | S2 | 
                5,086.0 | 
                5,086.0 | 
                5,309.0 | 
                 | 
             
            
                | S3 | 
                4,890.0 | 
                5,019.5 | 
                5,291.0 | 
                 | 
             
            
                | S4 | 
                4,694.0 | 
                4,823.5 | 
                5,237.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                5,376.0 | 
                5,241.0 | 
                135.0 | 
                2.5% | 
                78.5 | 
                1.5% | 
                66% | 
                False | 
                False | 
                103,828 | 
                 
                
                | 10 | 
                5,376.0 | 
                5,077.0 | 
                299.0 | 
                5.6% | 
                79.0 | 
                1.5% | 
                85% | 
                False | 
                False | 
                109,658 | 
                 
                
                | 20 | 
                5,376.0 | 
                4,975.0 | 
                401.0 | 
                7.5% | 
                93.0 | 
                1.7% | 
                89% | 
                False | 
                False | 
                124,905 | 
                 
                
                | 40 | 
                5,559.5 | 
                4,975.0 | 
                584.5 | 
                11.0% | 
                86.0 | 
                1.6% | 
                61% | 
                False | 
                False | 
                102,984 | 
                 
                
                | 60 | 
                5,559.5 | 
                4,975.0 | 
                584.5 | 
                11.0% | 
                84.5 | 
                1.6% | 
                61% | 
                False | 
                False | 
                85,747 | 
                 
                
                | 80 | 
                5,559.5 | 
                4,915.0 | 
                644.5 | 
                12.1% | 
                80.0 | 
                1.5% | 
                64% | 
                False | 
                False | 
                64,530 | 
                 
                
                | 100 | 
                5,559.5 | 
                4,884.5 | 
                675.0 | 
                12.7% | 
                74.5 | 
                1.4% | 
                66% | 
                False | 
                False | 
                51,671 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            5,604.5 | 
         
        
            | 
2.618             | 
            5,504.0 | 
         
        
            | 
1.618             | 
            5,442.5 | 
         
        
            | 
1.000             | 
            5,404.5 | 
         
        
            | 
0.618             | 
            5,381.0 | 
         
        
            | 
HIGH             | 
            5,343.0 | 
         
        
            | 
0.618             | 
            5,319.5 | 
         
        
            | 
0.500             | 
            5,312.0 | 
         
        
            | 
0.382             | 
            5,305.0 | 
         
        
            | 
LOW             | 
            5,281.5 | 
         
        
            | 
0.618             | 
            5,243.5 | 
         
        
            | 
1.000             | 
            5,220.0 | 
         
        
            | 
1.618             | 
            5,182.0 | 
         
        
            | 
2.618             | 
            5,120.5 | 
         
        
            | 
4.250             | 
            5,020.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                5,324.0 | 
                                5,328.5 | 
                             
                            
                                | PP | 
                                5,318.0 | 
                                5,327.0 | 
                             
                            
                                | S1 | 
                                5,312.0 | 
                                5,326.0 | 
                             
             
         |