| Trading Metrics calculated at close of trading on 26-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2010 | 
                    26-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,097.7 | 
                        1,100.4 | 
                        2.7 | 
                        0.2% | 
                        1,142.1 | 
                     
                    
                        | High | 
                        1,105.0 | 
                        1,105.0 | 
                        0.0 | 
                        0.0% | 
                        1,143.4 | 
                     
                    
                        | Low | 
                        1,095.0 | 
                        1,087.5 | 
                        -7.5 | 
                        -0.7% | 
                        1,084.0 | 
                     
                    
                        | Close | 
                        1,097.7 | 
                        1,100.4 | 
                        2.7 | 
                        0.2% | 
                        1,091.7 | 
                     
                    
                        | Range | 
                        10.0 | 
                        17.5 | 
                        7.5 | 
                        75.0% | 
                        59.4 | 
                     
                    
                        | ATR | 
                        20.7 | 
                        20.4 | 
                        -0.2 | 
                        -1.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,370 | 
                        1,949 | 
                        -2,421 | 
                        -55.4% | 
                        17,021 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,150.1 | 
                1,142.8 | 
                1,110.0 | 
                 | 
             
            
                | R3 | 
                1,132.6 | 
                1,125.3 | 
                1,105.2 | 
                 | 
             
            
                | R2 | 
                1,115.1 | 
                1,115.1 | 
                1,103.6 | 
                 | 
             
            
                | R1 | 
                1,107.8 | 
                1,107.8 | 
                1,102.0 | 
                1,109.2 | 
             
            
                | PP | 
                1,097.6 | 
                1,097.6 | 
                1,097.6 | 
                1,098.3 | 
             
            
                | S1 | 
                1,090.3 | 
                1,090.3 | 
                1,098.8 | 
                1,091.7 | 
             
            
                | S2 | 
                1,080.1 | 
                1,080.1 | 
                1,097.2 | 
                 | 
             
            
                | S3 | 
                1,062.6 | 
                1,072.8 | 
                1,095.6 | 
                 | 
             
            
                | S4 | 
                1,045.1 | 
                1,055.3 | 
                1,090.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,284.6 | 
                1,247.5 | 
                1,124.4 | 
                 | 
             
            
                | R3 | 
                1,225.2 | 
                1,188.1 | 
                1,108.0 | 
                 | 
             
            
                | R2 | 
                1,165.8 | 
                1,165.8 | 
                1,102.6 | 
                 | 
             
            
                | R1 | 
                1,128.7 | 
                1,128.7 | 
                1,097.1 | 
                1,117.6 | 
             
            
                | PP | 
                1,106.4 | 
                1,106.4 | 
                1,106.4 | 
                1,100.8 | 
             
            
                | S1 | 
                1,069.3 | 
                1,069.3 | 
                1,086.3 | 
                1,058.2 | 
             
            
                | S2 | 
                1,047.0 | 
                1,047.0 | 
                1,080.8 | 
                 | 
             
            
                | S3 | 
                987.6 | 
                1,009.9 | 
                1,075.4 | 
                 | 
             
            
                | S4 | 
                928.2 | 
                950.5 | 
                1,059.0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,143.4 | 
                1,084.0 | 
                59.4 | 
                5.4% | 
                21.4 | 
                1.9% | 
                28% | 
                False | 
                False | 
                3,129 | 
                 
                
                | 10 | 
                1,160.5 | 
                1,084.0 | 
                76.5 | 
                7.0% | 
                20.2 | 
                1.8% | 
                21% | 
                False | 
                False | 
                4,295 | 
                 
                
                | 20 | 
                1,164.1 | 
                1,084.0 | 
                80.1 | 
                7.3% | 
                17.8 | 
                1.6% | 
                20% | 
                False | 
                False | 
                3,519 | 
                 
                
                | 40 | 
                1,230.0 | 
                1,077.5 | 
                152.5 | 
                13.9% | 
                22.8 | 
                2.1% | 
                15% | 
                False | 
                False | 
                3,128 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,034.7 | 
                195.3 | 
                17.7% | 
                20.4 | 
                1.9% | 
                34% | 
                False | 
                False | 
                2,794 | 
                 
                
                | 80 | 
                1,230.0 | 
                993.8 | 
                236.2 | 
                21.5% | 
                18.7 | 
                1.7% | 
                45% | 
                False | 
                False | 
                2,252 | 
                 
                
                | 100 | 
                1,230.0 | 
                956.9 | 
                273.1 | 
                24.8% | 
                17.5 | 
                1.6% | 
                53% | 
                False | 
                False | 
                1,889 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,179.4 | 
         
        
            | 
2.618             | 
            1,150.8 | 
         
        
            | 
1.618             | 
            1,133.3 | 
         
        
            | 
1.000             | 
            1,122.5 | 
         
        
            | 
0.618             | 
            1,115.8 | 
         
        
            | 
HIGH             | 
            1,105.0 | 
         
        
            | 
0.618             | 
            1,098.3 | 
         
        
            | 
0.500             | 
            1,096.3 | 
         
        
            | 
0.382             | 
            1,094.2 | 
         
        
            | 
LOW             | 
            1,087.5 | 
         
        
            | 
0.618             | 
            1,076.7 | 
         
        
            | 
1.000             | 
            1,070.0 | 
         
        
            | 
1.618             | 
            1,059.2 | 
         
        
            | 
2.618             | 
            1,041.7 | 
         
        
            | 
4.250             | 
            1,013.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,099.0 | 
                                1,098.4 | 
                             
                            
                                | PP | 
                                1,097.6 | 
                                1,096.5 | 
                             
                            
                                | S1 | 
                                1,096.3 | 
                                1,094.5 | 
                             
             
         |