| Trading Metrics calculated at close of trading on 29-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jan-2010 | 
                    29-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,090.0 | 
                        1,086.0 | 
                        -4.0 | 
                        -0.4% | 
                        1,097.7 | 
                     
                    
                        | High | 
                        1,097.5 | 
                        1,091.0 | 
                        -6.5 | 
                        -0.6% | 
                        1,105.0 | 
                     
                    
                        | Low | 
                        1,075.8 | 
                        1,076.8 | 
                        1.0 | 
                        0.1% | 
                        1,075.8 | 
                     
                    
                        | Close | 
                        1,085.8 | 
                        1,084.8 | 
                        -1.0 | 
                        -0.1% | 
                        1,084.8 | 
                     
                    
                        | Range | 
                        21.7 | 
                        14.2 | 
                        -7.5 | 
                        -34.6% | 
                        29.2 | 
                     
                    
                        | ATR | 
                        20.3 | 
                        19.9 | 
                        -0.4 | 
                        -2.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        5,185 | 
                        2,473 | 
                        -2,712 | 
                        -52.3% | 
                        16,750 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,126.8 | 
                1,120.0 | 
                1,092.6 | 
                 | 
             
            
                | R3 | 
                1,112.6 | 
                1,105.8 | 
                1,088.7 | 
                 | 
             
            
                | R2 | 
                1,098.4 | 
                1,098.4 | 
                1,087.4 | 
                 | 
             
            
                | R1 | 
                1,091.6 | 
                1,091.6 | 
                1,086.1 | 
                1,087.9 | 
             
            
                | PP | 
                1,084.2 | 
                1,084.2 | 
                1,084.2 | 
                1,082.4 | 
             
            
                | S1 | 
                1,077.4 | 
                1,077.4 | 
                1,083.5 | 
                1,073.7 | 
             
            
                | S2 | 
                1,070.0 | 
                1,070.0 | 
                1,082.2 | 
                 | 
             
            
                | S3 | 
                1,055.8 | 
                1,063.2 | 
                1,080.9 | 
                 | 
             
            
                | S4 | 
                1,041.6 | 
                1,049.0 | 
                1,077.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,176.1 | 
                1,159.7 | 
                1,100.9 | 
                 | 
             
            
                | R3 | 
                1,146.9 | 
                1,130.5 | 
                1,092.8 | 
                 | 
             
            
                | R2 | 
                1,117.7 | 
                1,117.7 | 
                1,090.2 | 
                 | 
             
            
                | R1 | 
                1,101.3 | 
                1,101.3 | 
                1,087.5 | 
                1,094.9 | 
             
            
                | PP | 
                1,088.5 | 
                1,088.5 | 
                1,088.5 | 
                1,085.4 | 
             
            
                | S1 | 
                1,072.1 | 
                1,072.1 | 
                1,082.1 | 
                1,065.7 | 
             
            
                | S2 | 
                1,059.3 | 
                1,059.3 | 
                1,079.4 | 
                 | 
             
            
                | S3 | 
                1,030.1 | 
                1,042.9 | 
                1,076.8 | 
                 | 
             
            
                | S4 | 
                1,000.9 | 
                1,013.7 | 
                1,068.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,105.0 | 
                1,075.8 | 
                29.2 | 
                2.7% | 
                16.1 | 
                1.5% | 
                31% | 
                False | 
                False | 
                3,350 | 
                 
                
                | 10 | 
                1,147.2 | 
                1,075.8 | 
                71.4 | 
                6.6% | 
                18.8 | 
                1.7% | 
                13% | 
                False | 
                False | 
                3,739 | 
                 
                
                | 20 | 
                1,164.1 | 
                1,075.8 | 
                88.3 | 
                8.1% | 
                18.8 | 
                1.7% | 
                10% | 
                False | 
                False | 
                3,850 | 
                 
                
                | 40 | 
                1,230.0 | 
                1,075.8 | 
                154.2 | 
                14.2% | 
                21.5 | 
                2.0% | 
                6% | 
                False | 
                False | 
                3,237 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,059.5 | 
                170.5 | 
                15.7% | 
                20.5 | 
                1.9% | 
                15% | 
                False | 
                False | 
                2,887 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,022.6 | 
                207.4 | 
                19.1% | 
                18.8 | 
                1.7% | 
                30% | 
                False | 
                False | 
                2,373 | 
                 
                
                | 100 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                22.2% | 
                17.4 | 
                1.6% | 
                40% | 
                False | 
                False | 
                1,974 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,151.4 | 
         
        
            | 
2.618             | 
            1,128.2 | 
         
        
            | 
1.618             | 
            1,114.0 | 
         
        
            | 
1.000             | 
            1,105.2 | 
         
        
            | 
0.618             | 
            1,099.8 | 
         
        
            | 
HIGH             | 
            1,091.0 | 
         
        
            | 
0.618             | 
            1,085.6 | 
         
        
            | 
0.500             | 
            1,083.9 | 
         
        
            | 
0.382             | 
            1,082.2 | 
         
        
            | 
LOW             | 
            1,076.8 | 
         
        
            | 
0.618             | 
            1,068.0 | 
         
        
            | 
1.000             | 
            1,062.6 | 
         
        
            | 
1.618             | 
            1,053.8 | 
         
        
            | 
2.618             | 
            1,039.6 | 
         
        
            | 
4.250             | 
            1,016.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,084.5 | 
                                1,089.5 | 
                             
                            
                                | PP | 
                                1,084.2 | 
                                1,087.9 | 
                             
                            
                                | S1 | 
                                1,083.9 | 
                                1,086.4 | 
                             
             
         |