| Trading Metrics calculated at close of trading on 25-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-May-2010 | 
                    25-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,821.25 | 
                        1,809.75 | 
                        -11.50 | 
                        -0.6% | 
                        1,907.75 | 
                     
                    
                        | High | 
                        1,840.00 | 
                        1,819.50 | 
                        -20.50 | 
                        -1.1% | 
                        1,932.00 | 
                     
                    
                        | Low | 
                        1,796.00 | 
                        1,754.25 | 
                        -41.75 | 
                        -2.3% | 
                        1,765.50 | 
                     
                    
                        | Close | 
                        1,812.50 | 
                        1,815.50 | 
                        3.00 | 
                        0.2% | 
                        1,819.25 | 
                     
                    
                        | Range | 
                        44.00 | 
                        65.25 | 
                        21.25 | 
                        48.3% | 
                        166.50 | 
                     
                    
                        | ATR | 
                        55.66 | 
                        56.34 | 
                        0.69 | 
                        1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        514,060 | 
                        319,255 | 
                        -194,805 | 
                        -37.9% | 
                        2,229,070 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,992.25 | 
                1,969.00 | 
                1,851.50 | 
                 | 
             
            
                | R3 | 
                1,927.00 | 
                1,903.75 | 
                1,833.50 | 
                 | 
             
            
                | R2 | 
                1,861.75 | 
                1,861.75 | 
                1,827.50 | 
                 | 
             
            
                | R1 | 
                1,838.50 | 
                1,838.50 | 
                1,821.50 | 
                1,850.00 | 
             
            
                | PP | 
                1,796.50 | 
                1,796.50 | 
                1,796.50 | 
                1,802.25 | 
             
            
                | S1 | 
                1,773.25 | 
                1,773.25 | 
                1,809.50 | 
                1,785.00 | 
             
            
                | S2 | 
                1,731.25 | 
                1,731.25 | 
                1,803.50 | 
                 | 
             
            
                | S3 | 
                1,666.00 | 
                1,708.00 | 
                1,797.50 | 
                 | 
             
            
                | S4 | 
                1,600.75 | 
                1,642.75 | 
                1,779.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2,338.50 | 
                2,245.25 | 
                1,910.75 | 
                 | 
             
            
                | R3 | 
                2,172.00 | 
                2,078.75 | 
                1,865.00 | 
                 | 
             
            
                | R2 | 
                2,005.50 | 
                2,005.50 | 
                1,849.75 | 
                 | 
             
            
                | R1 | 
                1,912.25 | 
                1,912.25 | 
                1,834.50 | 
                1,875.50 | 
             
            
                | PP | 
                1,839.00 | 
                1,839.00 | 
                1,839.00 | 
                1,820.50 | 
             
            
                | S1 | 
                1,745.75 | 
                1,745.75 | 
                1,804.00 | 
                1,709.00 | 
             
            
                | S2 | 
                1,672.50 | 
                1,672.50 | 
                1,788.75 | 
                 | 
             
            
                | S3 | 
                1,506.00 | 
                1,579.25 | 
                1,773.50 | 
                 | 
             
            
                | S4 | 
                1,339.50 | 
                1,412.75 | 
                1,727.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,893.75 | 
                1,754.25 | 
                139.50 | 
                7.7% | 
                60.50 | 
                3.3% | 
                44% | 
                False | 
                True | 
                449,923 | 
                 
                
                | 10 | 
                1,981.50 | 
                1,754.25 | 
                227.25 | 
                12.5% | 
                57.75 | 
                3.2% | 
                27% | 
                False | 
                True | 
                408,934 | 
                 
                
                | 20 | 
                2,047.00 | 
                1,730.25 | 
                316.75 | 
                17.4% | 
                65.25 | 
                3.6% | 
                27% | 
                False | 
                False | 
                431,603 | 
                 
                
                | 40 | 
                2,058.75 | 
                1,730.25 | 
                328.50 | 
                18.1% | 
                45.00 | 
                2.5% | 
                26% | 
                False | 
                False | 
                337,696 | 
                 
                
                | 60 | 
                2,058.75 | 
                1,730.25 | 
                328.50 | 
                18.1% | 
                36.75 | 
                2.0% | 
                26% | 
                False | 
                False | 
                277,628 | 
                 
                
                | 80 | 
                2,058.75 | 
                1,708.50 | 
                350.25 | 
                19.3% | 
                34.75 | 
                1.9% | 
                31% | 
                False | 
                False | 
                208,340 | 
                 
                
                | 100 | 
                2,058.75 | 
                1,708.50 | 
                350.25 | 
                19.3% | 
                34.25 | 
                1.9% | 
                31% | 
                False | 
                False | 
                166,759 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2,096.75 | 
         
        
            | 
2.618             | 
            1,990.25 | 
         
        
            | 
1.618             | 
            1,925.00 | 
         
        
            | 
1.000             | 
            1,884.75 | 
         
        
            | 
0.618             | 
            1,859.75 | 
         
        
            | 
HIGH             | 
            1,819.50 | 
         
        
            | 
0.618             | 
            1,794.50 | 
         
        
            | 
0.500             | 
            1,787.00 | 
         
        
            | 
0.382             | 
            1,779.25 | 
         
        
            | 
LOW             | 
            1,754.25 | 
         
        
            | 
0.618             | 
            1,714.00 | 
         
        
            | 
1.000             | 
            1,689.00 | 
         
        
            | 
1.618             | 
            1,648.75 | 
         
        
            | 
2.618             | 
            1,583.50 | 
         
        
            | 
4.250             | 
            1,477.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,806.00 | 
                                1,809.50 | 
                             
                            
                                | PP | 
                                1,796.50 | 
                                1,803.25 | 
                             
                            
                                | S1 | 
                                1,787.00 | 
                                1,797.00 | 
                             
             
         |