| Trading Metrics calculated at close of trading on 30-Dec-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Dec-2009 | 
                    30-Dec-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,100.7 | 
                        1,095.0 | 
                        -5.7 | 
                        -0.5% | 
                        1,116.6 | 
                     
                    
                        | High | 
                        1,111.0 | 
                        1,099.5 | 
                        -11.5 | 
                        -1.0% | 
                        1,121.1 | 
                     
                    
                        | Low | 
                        1,100.0 | 
                        1,089.4 | 
                        -10.6 | 
                        -1.0% | 
                        1,077.5 | 
                     
                    
                        | Close | 
                        1,100.7 | 
                        1,095.0 | 
                        -5.7 | 
                        -0.5% | 
                        1,107.3 | 
                     
                    
                        | Range | 
                        11.0 | 
                        10.1 | 
                        -0.9 | 
                        -8.2% | 
                        43.6 | 
                     
                    
                        | ATR | 
                        22.2 | 
                        21.4 | 
                        -0.8 | 
                        -3.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        1,607 | 
                        699 | 
                        -908 | 
                        -56.5% | 
                        10,149 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,124.9 | 
                1,120.1 | 
                1,100.6 | 
                 | 
             
            
                | R3 | 
                1,114.8 | 
                1,110.0 | 
                1,097.8 | 
                 | 
             
            
                | R2 | 
                1,104.7 | 
                1,104.7 | 
                1,096.9 | 
                 | 
             
            
                | R1 | 
                1,099.9 | 
                1,099.9 | 
                1,095.9 | 
                1,100.1 | 
             
            
                | PP | 
                1,094.6 | 
                1,094.6 | 
                1,094.6 | 
                1,094.7 | 
             
            
                | S1 | 
                1,089.8 | 
                1,089.8 | 
                1,094.1 | 
                1,090.0 | 
             
            
                | S2 | 
                1,084.5 | 
                1,084.5 | 
                1,093.1 | 
                 | 
             
            
                | S3 | 
                1,074.4 | 
                1,079.7 | 
                1,092.2 | 
                 | 
             
            
                | S4 | 
                1,064.3 | 
                1,069.6 | 
                1,089.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Dec-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,232.8 | 
                1,213.6 | 
                1,131.3 | 
                 | 
             
            
                | R3 | 
                1,189.2 | 
                1,170.0 | 
                1,119.3 | 
                 | 
             
            
                | R2 | 
                1,145.6 | 
                1,145.6 | 
                1,115.3 | 
                 | 
             
            
                | R1 | 
                1,126.4 | 
                1,126.4 | 
                1,111.3 | 
                1,114.2 | 
             
            
                | PP | 
                1,102.0 | 
                1,102.0 | 
                1,102.0 | 
                1,095.9 | 
             
            
                | S1 | 
                1,082.8 | 
                1,082.8 | 
                1,103.3 | 
                1,070.6 | 
             
            
                | S2 | 
                1,058.4 | 
                1,058.4 | 
                1,099.3 | 
                 | 
             
            
                | S3 | 
                1,014.8 | 
                1,039.2 | 
                1,095.3 | 
                 | 
             
            
                | S4 | 
                971.2 | 
                995.6 | 
                1,083.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,117.0 | 
                1,082.9 | 
                34.1 | 
                3.1% | 
                12.8 | 
                1.2% | 
                35% | 
                False | 
                False | 
                1,564 | 
                 
                
                | 10 | 
                1,145.4 | 
                1,077.5 | 
                67.9 | 
                6.2% | 
                19.7 | 
                1.8% | 
                26% | 
                False | 
                False | 
                2,652 | 
                 
                
                | 20 | 
                1,230.0 | 
                1,077.5 | 
                152.5 | 
                13.9% | 
                24.2 | 
                2.2% | 
                11% | 
                False | 
                False | 
                2,624 | 
                 
                
                | 40 | 
                1,230.0 | 
                1,059.5 | 
                170.5 | 
                15.6% | 
                21.4 | 
                2.0% | 
                21% | 
                False | 
                False | 
                2,405 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,022.6 | 
                207.4 | 
                18.9% | 
                18.8 | 
                1.7% | 
                35% | 
                False | 
                False | 
                1,881 | 
                 
                
                | 80 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                22.0% | 
                17.1 | 
                1.6% | 
                44% | 
                False | 
                False | 
                1,505 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,142.4 | 
         
        
            | 
2.618             | 
            1,125.9 | 
         
        
            | 
1.618             | 
            1,115.8 | 
         
        
            | 
1.000             | 
            1,109.6 | 
         
        
            | 
0.618             | 
            1,105.7 | 
         
        
            | 
HIGH             | 
            1,099.5 | 
         
        
            | 
0.618             | 
            1,095.6 | 
         
        
            | 
0.500             | 
            1,094.5 | 
         
        
            | 
0.382             | 
            1,093.3 | 
         
        
            | 
LOW             | 
            1,089.4 | 
         
        
            | 
0.618             | 
            1,083.2 | 
         
        
            | 
1.000             | 
            1,079.3 | 
         
        
            | 
1.618             | 
            1,073.1 | 
         
        
            | 
2.618             | 
            1,063.0 | 
         
        
            | 
4.250             | 
            1,046.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Dec-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,094.8 | 
                                1,103.2 | 
                             
                            
                                | PP | 
                                1,094.6 | 
                                1,100.5 | 
                             
                            
                                | S1 | 
                                1,094.5 | 
                                1,097.7 | 
                             
             
         |