| Trading Metrics calculated at close of trading on 04-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2010 | 
                    04-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,117.5 | 
                        1,108.0 | 
                        -9.5 | 
                        -0.9% | 
                        1,097.7 | 
                     
                    
                        | High | 
                        1,127.3 | 
                        1,112.8 | 
                        -14.5 | 
                        -1.3% | 
                        1,105.0 | 
                     
                    
                        | Low | 
                        1,108.6 | 
                        1,060.0 | 
                        -48.6 | 
                        -4.4% | 
                        1,075.8 | 
                     
                    
                        | Close | 
                        1,113.0 | 
                        1,064.0 | 
                        -49.0 | 
                        -4.4% | 
                        1,084.8 | 
                     
                    
                        | Range | 
                        18.7 | 
                        52.8 | 
                        34.1 | 
                        182.4% | 
                        29.2 | 
                     
                    
                        | ATR | 
                        20.5 | 
                        22.8 | 
                        2.3 | 
                        11.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        4,676 | 
                        3,212 | 
                        -1,464 | 
                        -31.3% | 
                        16,750 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,237.3 | 
                1,203.5 | 
                1,093.0 | 
                 | 
             
            
                | R3 | 
                1,184.5 | 
                1,150.7 | 
                1,078.5 | 
                 | 
             
            
                | R2 | 
                1,131.7 | 
                1,131.7 | 
                1,073.7 | 
                 | 
             
            
                | R1 | 
                1,097.9 | 
                1,097.9 | 
                1,068.8 | 
                1,088.4 | 
             
            
                | PP | 
                1,078.9 | 
                1,078.9 | 
                1,078.9 | 
                1,074.2 | 
             
            
                | S1 | 
                1,045.1 | 
                1,045.1 | 
                1,059.2 | 
                1,035.6 | 
             
            
                | S2 | 
                1,026.1 | 
                1,026.1 | 
                1,054.3 | 
                 | 
             
            
                | S3 | 
                973.3 | 
                992.3 | 
                1,049.5 | 
                 | 
             
            
                | S4 | 
                920.5 | 
                939.5 | 
                1,035.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,127.3 | 
                1,060.0 | 
                67.3 | 
                6.3% | 
                27.4 | 
                2.6% | 
                6% | 
                False | 
                True | 
                3,133 | 
                 
                
                | 10 | 
                1,127.3 | 
                1,060.0 | 
                67.3 | 
                6.3% | 
                21.9 | 
                2.1% | 
                6% | 
                False | 
                True | 
                3,214 | 
                 
                
                | 20 | 
                1,164.1 | 
                1,060.0 | 
                104.1 | 
                9.8% | 
                21.3 | 
                2.0% | 
                4% | 
                False | 
                True | 
                3,879 | 
                 
                
                | 40 | 
                1,171.8 | 
                1,060.0 | 
                111.8 | 
                10.5% | 
                21.2 | 
                2.0% | 
                4% | 
                False | 
                True | 
                3,280 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,060.0 | 
                170.0 | 
                16.0% | 
                21.5 | 
                2.0% | 
                2% | 
                False | 
                True | 
                3,028 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.8% | 
                19.7 | 
                1.8% | 
                17% | 
                False | 
                False | 
                2,499 | 
                 
                
                | 100 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                22.6% | 
                18.2 | 
                1.7% | 
                31% | 
                False | 
                False | 
                2,081 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,337.2 | 
         
        
            | 
2.618             | 
            1,251.0 | 
         
        
            | 
1.618             | 
            1,198.2 | 
         
        
            | 
1.000             | 
            1,165.6 | 
         
        
            | 
0.618             | 
            1,145.4 | 
         
        
            | 
HIGH             | 
            1,112.8 | 
         
        
            | 
0.618             | 
            1,092.6 | 
         
        
            | 
0.500             | 
            1,086.4 | 
         
        
            | 
0.382             | 
            1,080.2 | 
         
        
            | 
LOW             | 
            1,060.0 | 
         
        
            | 
0.618             | 
            1,027.4 | 
         
        
            | 
1.000             | 
            1,007.2 | 
         
        
            | 
1.618             | 
            974.6 | 
         
        
            | 
2.618             | 
            921.8 | 
         
        
            | 
4.250             | 
            835.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,086.4 | 
                                1,093.7 | 
                             
                            
                                | PP | 
                                1,078.9 | 
                                1,083.8 | 
                             
                            
                                | S1 | 
                                1,071.5 | 
                                1,073.9 | 
                             
             
         |