| 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Oct-2009 | 21-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 1,068.1 | 1,058.5 | -9.6 | -0.9% | 1,056.2 |  
                        | High | 1,070.4 | 1,067.7 | -2.7 | -0.3% | 1,073.3 |  
                        | Low | 1,055.0 | 1,050.2 | -4.8 | -0.5% | 1,046.8 |  
                        | Close | 1,060.7 | 1,066.6 | 5.9 | 0.6% | 1,053.8 |  
                        | Range | 15.4 | 17.5 | 2.1 | 13.6% | 26.5 |  
                        | ATR | 15.3 | 15.4 | 0.2 | 1.0% | 0.0 |  
                        | Volume | 3,837 | 1,491 | -2,346 | -61.1% | 5,969 |  | 
    
| 
        
            | Daily Pivots for day following 21-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,114.0 | 1,107.8 | 1,076.2 |  |  
                | R3 | 1,096.5 | 1,090.3 | 1,071.4 |  |  
                | R2 | 1,079.0 | 1,079.0 | 1,069.8 |  |  
                | R1 | 1,072.8 | 1,072.8 | 1,068.2 | 1,075.9 |  
                | PP | 1,061.5 | 1,061.5 | 1,061.5 | 1,063.1 |  
                | S1 | 1,055.3 | 1,055.3 | 1,065.0 | 1,058.4 |  
                | S2 | 1,044.0 | 1,044.0 | 1,063.4 |  |  
                | S3 | 1,026.5 | 1,037.8 | 1,061.8 |  |  
                | S4 | 1,009.0 | 1,020.3 | 1,057.0 |  |  | 
        
            | Weekly Pivots for week ending 16-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,137.5 | 1,122.1 | 1,068.4 |  |  
                | R3 | 1,111.0 | 1,095.6 | 1,061.1 |  |  
                | R2 | 1,084.5 | 1,084.5 | 1,058.7 |  |  
                | R1 | 1,069.1 | 1,069.1 | 1,056.2 | 1,063.6 |  
                | PP | 1,058.0 | 1,058.0 | 1,058.0 | 1,055.2 |  
                | S1 | 1,042.6 | 1,042.6 | 1,051.4 | 1,037.1 |  
                | S2 | 1,031.5 | 1,031.5 | 1,048.9 |  |  
                | S3 | 1,005.0 | 1,016.1 | 1,046.5 |  |  
                | S4 | 978.5 | 989.6 | 1,039.2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,070.4 | 1,046.8 | 23.6 | 2.2% | 16.5 | 1.5% | 84% | False | False | 1,581 |  
                | 10 | 1,073.3 | 1,046.4 | 26.9 | 2.5% | 15.2 | 1.4% | 75% | False | False | 1,510 |  
                | 20 | 1,073.3 | 989.3 | 84.0 | 7.9% | 15.8 | 1.5% | 92% | False | False | 1,528 |  
                | 40 | 1,073.3 | 944.0 | 129.3 | 12.1% | 14.8 | 1.4% | 95% | False | False | 1,327 |  
                | 60 | 1,073.3 | 930.9 | 142.4 | 13.4% | 13.7 | 1.3% | 95% | False | False | 1,069 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,142.1 |  
            | 2.618 | 1,113.5 |  
            | 1.618 | 1,096.0 |  
            | 1.000 | 1,085.2 |  
            | 0.618 | 1,078.5 |  
            | HIGH | 1,067.7 |  
            | 0.618 | 1,061.0 |  
            | 0.500 | 1,059.0 |  
            | 0.382 | 1,056.9 |  
            | LOW | 1,050.2 |  
            | 0.618 | 1,039.4 |  
            | 1.000 | 1,032.7 |  
            | 1.618 | 1,021.9 |  
            | 2.618 | 1,004.4 |  
            | 4.250 | 975.8 |  
        |  |  |