| Trading Metrics calculated at close of trading on 28-Sep-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Sep-2009 | 
                    28-Sep-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        998.5 | 
                        997.8 | 
                        -0.7 | 
                        -0.1% | 
                        1,009.0 | 
                     
                    
                        | High | 
                        1,002.0 | 
                        1,000.3 | 
                        -1.7 | 
                        -0.2% | 
                        1,022.9 | 
                     
                    
                        | Low | 
                        989.3 | 
                        990.7 | 
                        1.4 | 
                        0.1% | 
                        989.3 | 
                     
                    
                        | Close | 
                        995.0 | 
                        997.6 | 
                        2.6 | 
                        0.3% | 
                        995.0 | 
                     
                    
                        | Range | 
                        12.7 | 
                        9.6 | 
                        -3.1 | 
                        -24.4% | 
                        33.6 | 
                     
                    
                        | ATR | 
                        12.9 | 
                        12.7 | 
                        -0.2 | 
                        -1.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        394 | 
                        378 | 
                        -16 | 
                        -4.1% | 
                        1,724 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,025.0 | 
                1,020.9 | 
                1,002.9 | 
                 | 
             
            
                | R3 | 
                1,015.4 | 
                1,011.3 | 
                1,000.2 | 
                 | 
             
            
                | R2 | 
                1,005.8 | 
                1,005.8 | 
                999.4 | 
                 | 
             
            
                | R1 | 
                1,001.7 | 
                1,001.7 | 
                998.5 | 
                999.0 | 
             
            
                | PP | 
                996.2 | 
                996.2 | 
                996.2 | 
                994.8 | 
             
            
                | S1 | 
                992.1 | 
                992.1 | 
                996.7 | 
                989.4 | 
             
            
                | S2 | 
                986.6 | 
                986.6 | 
                995.8 | 
                 | 
             
            
                | S3 | 
                977.0 | 
                982.5 | 
                995.0 | 
                 | 
             
            
                | S4 | 
                967.4 | 
                972.9 | 
                992.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Sep-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,103.2 | 
                1,082.7 | 
                1,013.5 | 
                 | 
             
            
                | R3 | 
                1,069.6 | 
                1,049.1 | 
                1,004.2 | 
                 | 
             
            
                | R2 | 
                1,036.0 | 
                1,036.0 | 
                1,001.2 | 
                 | 
             
            
                | R1 | 
                1,015.5 | 
                1,015.5 | 
                998.1 | 
                1,009.0 | 
             
            
                | PP | 
                1,002.4 | 
                1,002.4 | 
                1,002.4 | 
                999.1 | 
             
            
                | S1 | 
                981.9 | 
                981.9 | 
                991.9 | 
                975.4 | 
             
            
                | S2 | 
                968.8 | 
                968.8 | 
                988.8 | 
                 | 
             
            
                | S3 | 
                935.2 | 
                948.3 | 
                985.8 | 
                 | 
             
            
                | S4 | 
                901.6 | 
                914.7 | 
                976.5 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,041.1 | 
         
        
            | 
2.618             | 
            1,025.4 | 
         
        
            | 
1.618             | 
            1,015.8 | 
         
        
            | 
1.000             | 
            1,009.9 | 
         
        
            | 
0.618             | 
            1,006.2 | 
         
        
            | 
HIGH             | 
            1,000.3 | 
         
        
            | 
0.618             | 
            996.6 | 
         
        
            | 
0.500             | 
            995.5 | 
         
        
            | 
0.382             | 
            994.4 | 
         
        
            | 
LOW             | 
            990.7 | 
         
        
            | 
0.618             | 
            984.8 | 
         
        
            | 
1.000             | 
            981.1 | 
         
        
            | 
1.618             | 
            975.2 | 
         
        
            | 
2.618             | 
            965.6 | 
         
        
            | 
4.250             | 
            949.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Sep-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                996.9 | 
                                1,005.9 | 
                             
                            
                                | PP | 
                                996.2 | 
                                1,003.1 | 
                             
                            
                                | S1 | 
                                995.5 | 
                                1,000.4 | 
                             
             
         |