| Trading Metrics calculated at close of trading on 03-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2010 | 
                    03-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,108.5 | 
                        1,117.5 | 
                        9.0 | 
                        0.8% | 
                        1,097.7 | 
                     
                    
                        | High | 
                        1,120.7 | 
                        1,127.3 | 
                        6.6 | 
                        0.6% | 
                        1,105.0 | 
                     
                    
                        | Low | 
                        1,101.0 | 
                        1,108.6 | 
                        7.6 | 
                        0.7% | 
                        1,075.8 | 
                     
                    
                        | Close | 
                        1,119.0 | 
                        1,113.0 | 
                        -6.0 | 
                        -0.5% | 
                        1,084.8 | 
                     
                    
                        | Range | 
                        19.7 | 
                        18.7 | 
                        -1.0 | 
                        -5.1% | 
                        29.2 | 
                     
                    
                        | ATR | 
                        20.6 | 
                        20.5 | 
                        -0.1 | 
                        -0.7% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,782 | 
                        4,676 | 
                        894 | 
                        23.6% | 
                        16,750 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,172.4 | 
                1,161.4 | 
                1,123.3 | 
                 | 
             
            
                | R3 | 
                1,153.7 | 
                1,142.7 | 
                1,118.1 | 
                 | 
             
            
                | R2 | 
                1,135.0 | 
                1,135.0 | 
                1,116.4 | 
                 | 
             
            
                | R1 | 
                1,124.0 | 
                1,124.0 | 
                1,114.7 | 
                1,120.2 | 
             
            
                | PP | 
                1,116.3 | 
                1,116.3 | 
                1,116.3 | 
                1,114.4 | 
             
            
                | S1 | 
                1,105.3 | 
                1,105.3 | 
                1,111.3 | 
                1,101.5 | 
             
            
                | S2 | 
                1,097.6 | 
                1,097.6 | 
                1,109.6 | 
                 | 
             
            
                | S3 | 
                1,078.9 | 
                1,086.6 | 
                1,107.9 | 
                 | 
             
            
                | S4 | 
                1,060.2 | 
                1,067.9 | 
                1,102.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,127.3 | 
                1,075.8 | 
                51.5 | 
                4.6% | 
                21.1 | 
                1.9% | 
                72% | 
                True | 
                False | 
                3,527 | 
                 
                
                | 10 | 
                1,127.3 | 
                1,075.8 | 
                51.5 | 
                4.6% | 
                19.5 | 
                1.8% | 
                72% | 
                True | 
                False | 
                3,279 | 
                 
                
                | 20 | 
                1,164.1 | 
                1,075.8 | 
                88.3 | 
                7.9% | 
                19.7 | 
                1.8% | 
                42% | 
                False | 
                False | 
                3,901 | 
                 
                
                | 40 | 
                1,171.8 | 
                1,075.8 | 
                96.0 | 
                8.6% | 
                20.6 | 
                1.9% | 
                39% | 
                False | 
                False | 
                3,339 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,075.8 | 
                154.2 | 
                13.9% | 
                20.8 | 
                1.9% | 
                24% | 
                False | 
                False | 
                3,002 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.0% | 
                19.1 | 
                1.7% | 
                42% | 
                False | 
                False | 
                2,466 | 
                 
                
                | 100 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.6% | 
                17.8 | 
                1.6% | 
                51% | 
                False | 
                False | 
                2,067 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,206.8 | 
         
        
            | 
2.618             | 
            1,176.3 | 
         
        
            | 
1.618             | 
            1,157.6 | 
         
        
            | 
1.000             | 
            1,146.0 | 
         
        
            | 
0.618             | 
            1,138.9 | 
         
        
            | 
HIGH             | 
            1,127.3 | 
         
        
            | 
0.618             | 
            1,120.2 | 
         
        
            | 
0.500             | 
            1,118.0 | 
         
        
            | 
0.382             | 
            1,115.7 | 
         
        
            | 
LOW             | 
            1,108.6 | 
         
        
            | 
0.618             | 
            1,097.0 | 
         
        
            | 
1.000             | 
            1,089.9 | 
         
        
            | 
1.618             | 
            1,078.3 | 
         
        
            | 
2.618             | 
            1,059.6 | 
         
        
            | 
4.250             | 
            1,029.1 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,118.0 | 
                                1,109.6 | 
                             
                            
                                | PP | 
                                1,116.3 | 
                                1,106.1 | 
                             
                            
                                | S1 | 
                                1,114.7 | 
                                1,102.7 | 
                             
             
         |