| Trading Metrics calculated at close of trading on 05-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2010 | 
                    05-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,108.0 | 
                        1,065.7 | 
                        -42.3 | 
                        -3.8% | 
                        1,082.9 | 
                     
                    
                        | High | 
                        1,112.8 | 
                        1,070.0 | 
                        -42.8 | 
                        -3.8% | 
                        1,127.3 | 
                     
                    
                        | Low | 
                        1,060.0 | 
                        1,045.6 | 
                        -14.4 | 
                        -1.4% | 
                        1,045.6 | 
                     
                    
                        | Close | 
                        1,064.0 | 
                        1,053.8 | 
                        -10.2 | 
                        -1.0% | 
                        1,053.8 | 
                     
                    
                        | Range | 
                        52.8 | 
                        24.4 | 
                        -28.4 | 
                        -53.8% | 
                        81.7 | 
                     
                    
                        | ATR | 
                        22.8 | 
                        22.9 | 
                        0.1 | 
                        0.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        3,212 | 
                        7,153 | 
                        3,941 | 
                        122.7% | 
                        20,346 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,129.7 | 
                1,116.1 | 
                1,067.2 | 
                 | 
             
            
                | R3 | 
                1,105.3 | 
                1,091.7 | 
                1,060.5 | 
                 | 
             
            
                | R2 | 
                1,080.9 | 
                1,080.9 | 
                1,058.3 | 
                 | 
             
            
                | R1 | 
                1,067.3 | 
                1,067.3 | 
                1,056.0 | 
                1,061.9 | 
             
            
                | PP | 
                1,056.5 | 
                1,056.5 | 
                1,056.5 | 
                1,053.8 | 
             
            
                | S1 | 
                1,042.9 | 
                1,042.9 | 
                1,051.6 | 
                1,037.5 | 
             
            
                | S2 | 
                1,032.1 | 
                1,032.1 | 
                1,049.3 | 
                 | 
             
            
                | S3 | 
                1,007.7 | 
                1,018.5 | 
                1,047.1 | 
                 | 
             
            
                | S4 | 
                983.3 | 
                994.1 | 
                1,040.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,320.7 | 
                1,268.9 | 
                1,098.7 | 
                 | 
             
            
                | R3 | 
                1,239.0 | 
                1,187.2 | 
                1,076.3 | 
                 | 
             
            
                | R2 | 
                1,157.3 | 
                1,157.3 | 
                1,068.8 | 
                 | 
             
            
                | R1 | 
                1,105.5 | 
                1,105.5 | 
                1,061.3 | 
                1,090.6 | 
             
            
                | PP | 
                1,075.6 | 
                1,075.6 | 
                1,075.6 | 
                1,068.1 | 
             
            
                | S1 | 
                1,023.8 | 
                1,023.8 | 
                1,046.3 | 
                1,008.9 | 
             
            
                | S2 | 
                993.9 | 
                993.9 | 
                1,038.8 | 
                 | 
             
            
                | S3 | 
                912.2 | 
                942.1 | 
                1,031.3 | 
                 | 
             
            
                | S4 | 
                830.5 | 
                860.4 | 
                1,008.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,045.6 | 
                81.7 | 
                7.8% | 
                29.4 | 
                2.8% | 
                10% | 
                False | 
                True | 
                4,069 | 
                 
                
                | 10 | 
                1,127.3 | 
                1,045.6 | 
                81.7 | 
                7.8% | 
                22.8 | 
                2.2% | 
                10% | 
                False | 
                True | 
                3,709 | 
                 
                
                | 20 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                11.2% | 
                22.0 | 
                2.1% | 
                7% | 
                False | 
                True | 
                3,903 | 
                 
                
                | 40 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                11.2% | 
                20.8 | 
                2.0% | 
                7% | 
                False | 
                True | 
                3,390 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                17.5% | 
                21.7 | 
                2.1% | 
                4% | 
                False | 
                True | 
                3,127 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                19.0% | 
                19.9 | 
                1.9% | 
                12% | 
                False | 
                False | 
                2,583 | 
                 
                
                | 100 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                22.8% | 
                18.4 | 
                1.7% | 
                27% | 
                False | 
                False | 
                2,148 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,173.7 | 
         
        
            | 
2.618             | 
            1,133.9 | 
         
        
            | 
1.618             | 
            1,109.5 | 
         
        
            | 
1.000             | 
            1,094.4 | 
         
        
            | 
0.618             | 
            1,085.1 | 
         
        
            | 
HIGH             | 
            1,070.0 | 
         
        
            | 
0.618             | 
            1,060.7 | 
         
        
            | 
0.500             | 
            1,057.8 | 
         
        
            | 
0.382             | 
            1,054.9 | 
         
        
            | 
LOW             | 
            1,045.6 | 
         
        
            | 
0.618             | 
            1,030.5 | 
         
        
            | 
1.000             | 
            1,021.2 | 
         
        
            | 
1.618             | 
            1,006.1 | 
         
        
            | 
2.618             | 
            981.7 | 
         
        
            | 
4.250             | 
            941.9 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,057.8 | 
                                1,086.5 | 
                             
                            
                                | PP | 
                                1,056.5 | 
                                1,075.6 | 
                             
                            
                                | S1 | 
                                1,055.1 | 
                                1,064.7 | 
                             
             
         |