| Trading Metrics calculated at close of trading on 19-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jan-2010 | 
                    19-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,145.7 | 
                        1,142.1 | 
                        -3.6 | 
                        -0.3% | 
                        1,145.0 | 
                     
                    
                        | High | 
                        1,147.2 | 
                        1,142.1 | 
                        -5.1 | 
                        -0.4% | 
                        1,164.1 | 
                     
                    
                        | Low | 
                        1,129.3 | 
                        1,131.7 | 
                        2.4 | 
                        0.2% | 
                        1,120.7 | 
                     
                    
                        | Close | 
                        1,132.7 | 
                        1,142.1 | 
                        9.4 | 
                        0.8% | 
                        1,132.7 | 
                     
                    
                        | Range | 
                        17.9 | 
                        10.4 | 
                        -7.5 | 
                        -41.9% | 
                        43.4 | 
                     
                    
                        | ATR | 
                        20.3 | 
                        19.6 | 
                        -0.7 | 
                        -3.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,624 | 
                        7,694 | 
                        4,070 | 
                        112.3% | 
                        22,610 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,169.8 | 
                1,166.4 | 
                1,147.8 | 
                 | 
             
            
                | R3 | 
                1,159.4 | 
                1,156.0 | 
                1,145.0 | 
                 | 
             
            
                | R2 | 
                1,149.0 | 
                1,149.0 | 
                1,144.0 | 
                 | 
             
            
                | R1 | 
                1,145.6 | 
                1,145.6 | 
                1,143.1 | 
                1,147.3 | 
             
            
                | PP | 
                1,138.6 | 
                1,138.6 | 
                1,138.6 | 
                1,139.5 | 
             
            
                | S1 | 
                1,135.2 | 
                1,135.2 | 
                1,141.1 | 
                1,136.9 | 
             
            
                | S2 | 
                1,128.2 | 
                1,128.2 | 
                1,140.2 | 
                 | 
             
            
                | S3 | 
                1,117.8 | 
                1,124.8 | 
                1,139.2 | 
                 | 
             
            
                | S4 | 
                1,107.4 | 
                1,114.4 | 
                1,136.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,269.4 | 
                1,244.4 | 
                1,156.6 | 
                 | 
             
            
                | R3 | 
                1,226.0 | 
                1,201.0 | 
                1,144.6 | 
                 | 
             
            
                | R2 | 
                1,182.6 | 
                1,182.6 | 
                1,140.7 | 
                 | 
             
            
                | R1 | 
                1,157.6 | 
                1,157.6 | 
                1,136.7 | 
                1,148.4 | 
             
            
                | PP | 
                1,139.2 | 
                1,139.2 | 
                1,139.2 | 
                1,134.6 | 
             
            
                | S1 | 
                1,114.2 | 
                1,114.2 | 
                1,128.7 | 
                1,105.0 | 
             
            
                | S2 | 
                1,095.8 | 
                1,095.8 | 
                1,124.7 | 
                 | 
             
            
                | S3 | 
                1,052.4 | 
                1,070.8 | 
                1,120.8 | 
                 | 
             
            
                | S4 | 
                1,009.0 | 
                1,027.4 | 
                1,108.8 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,160.5 | 
                1,120.7 | 
                39.8 | 
                3.5% | 
                19.0 | 
                1.7% | 
                54% | 
                False | 
                False | 
                5,460 | 
                 
                
                | 10 | 
                1,164.1 | 
                1,118.0 | 
                46.1 | 
                4.0% | 
                17.7 | 
                1.5% | 
                52% | 
                False | 
                False | 
                4,619 | 
                 
                
                | 20 | 
                1,164.1 | 
                1,077.5 | 
                86.6 | 
                7.6% | 
                17.4 | 
                1.5% | 
                75% | 
                False | 
                False | 
                3,558 | 
                 
                
                | 40 | 
                1,230.0 | 
                1,077.5 | 
                152.5 | 
                13.4% | 
                22.2 | 
                1.9% | 
                42% | 
                False | 
                False | 
                3,215 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                17.5% | 
                19.7 | 
                1.7% | 
                56% | 
                False | 
                False | 
                2,594 | 
                 
                
                | 80 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.1% | 
                18.2 | 
                1.6% | 
                63% | 
                False | 
                False | 
                2,079 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,186.3 | 
         
        
            | 
2.618             | 
            1,169.3 | 
         
        
            | 
1.618             | 
            1,158.9 | 
         
        
            | 
1.000             | 
            1,152.5 | 
         
        
            | 
0.618             | 
            1,148.5 | 
         
        
            | 
HIGH             | 
            1,142.1 | 
         
        
            | 
0.618             | 
            1,138.1 | 
         
        
            | 
0.500             | 
            1,136.9 | 
         
        
            | 
0.382             | 
            1,135.7 | 
         
        
            | 
LOW             | 
            1,131.7 | 
         
        
            | 
0.618             | 
            1,125.3 | 
         
        
            | 
1.000             | 
            1,121.3 | 
         
        
            | 
1.618             | 
            1,114.9 | 
         
        
            | 
2.618             | 
            1,104.5 | 
         
        
            | 
4.250             | 
            1,087.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,140.4 | 
                                1,141.0 | 
                             
                            
                                | PP | 
                                1,138.6 | 
                                1,139.8 | 
                             
                            
                                | S1 | 
                                1,136.9 | 
                                1,138.7 | 
                             
             
         |