| Trading Metrics calculated at close of trading on 23-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Feb-2010 | 
                    23-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,125.0 | 
                        1,114.5 | 
                        -10.5 | 
                        -0.9% | 
                        1,120.9 | 
                     
                    
                        | High | 
                        1,132.6 | 
                        1,122.9 | 
                        -9.7 | 
                        -0.9% | 
                        1,129.8 | 
                     
                    
                        | Low | 
                        1,111.3 | 
                        1,101.2 | 
                        -10.1 | 
                        -0.9% | 
                        1,094.2 | 
                     
                    
                        | Close | 
                        1,114.3 | 
                        1,104.4 | 
                        -9.9 | 
                        -0.9% | 
                        1,123.3 | 
                     
                    
                        | Range | 
                        21.3 | 
                        21.7 | 
                        0.4 | 
                        1.9% | 
                        35.6 | 
                     
                    
                        | ATR | 
                        23.3 | 
                        23.2 | 
                        -0.1 | 
                        -0.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,074 | 
                        7,311 | 
                        1,237 | 
                        20.4% | 
                        14,611 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,174.6 | 
                1,161.2 | 
                1,116.3 | 
                 | 
             
            
                | R3 | 
                1,152.9 | 
                1,139.5 | 
                1,110.4 | 
                 | 
             
            
                | R2 | 
                1,131.2 | 
                1,131.2 | 
                1,108.4 | 
                 | 
             
            
                | R1 | 
                1,117.8 | 
                1,117.8 | 
                1,106.4 | 
                1,113.7 | 
             
            
                | PP | 
                1,109.5 | 
                1,109.5 | 
                1,109.5 | 
                1,107.4 | 
             
            
                | S1 | 
                1,096.1 | 
                1,096.1 | 
                1,102.4 | 
                1,092.0 | 
             
            
                | S2 | 
                1,087.8 | 
                1,087.8 | 
                1,100.4 | 
                 | 
             
            
                | S3 | 
                1,066.1 | 
                1,074.4 | 
                1,098.4 | 
                 | 
             
            
                | S4 | 
                1,044.4 | 
                1,052.7 | 
                1,092.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,222.6 | 
                1,208.5 | 
                1,142.9 | 
                 | 
             
            
                | R3 | 
                1,187.0 | 
                1,172.9 | 
                1,133.1 | 
                 | 
             
            
                | R2 | 
                1,151.4 | 
                1,151.4 | 
                1,129.8 | 
                 | 
             
            
                | R1 | 
                1,137.3 | 
                1,137.3 | 
                1,126.6 | 
                1,144.4 | 
             
            
                | PP | 
                1,115.8 | 
                1,115.8 | 
                1,115.8 | 
                1,119.3 | 
             
            
                | S1 | 
                1,101.7 | 
                1,101.7 | 
                1,120.0 | 
                1,108.8 | 
             
            
                | S2 | 
                1,080.2 | 
                1,080.2 | 
                1,116.8 | 
                 | 
             
            
                | S3 | 
                1,044.6 | 
                1,066.1 | 
                1,113.5 | 
                 | 
             
            
                | S4 | 
                1,009.0 | 
                1,030.5 | 
                1,103.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,132.6 | 
                1,099.5 | 
                33.1 | 
                3.0% | 
                23.9 | 
                2.2% | 
                15% | 
                False | 
                False | 
                5,113 | 
                 
                
                | 10 | 
                1,132.6 | 
                1,064.3 | 
                68.3 | 
                6.2% | 
                22.9 | 
                2.1% | 
                59% | 
                False | 
                False | 
                4,416 | 
                 
                
                | 20 | 
                1,132.6 | 
                1,045.6 | 
                87.0 | 
                7.9% | 
                23.0 | 
                2.1% | 
                68% | 
                False | 
                False | 
                4,150 | 
                 
                
                | 40 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.7% | 
                20.3 | 
                1.8% | 
                50% | 
                False | 
                False | 
                3,820 | 
                 
                
                | 60 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.7% | 
                22.9 | 
                2.1% | 
                32% | 
                False | 
                False | 
                3,523 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.1% | 
                21.0 | 
                1.9% | 
                37% | 
                False | 
                False | 
                3,121 | 
                 
                
                | 100 | 
                1,230.0 | 
                993.8 | 
                236.2 | 
                21.4% | 
                19.5 | 
                1.8% | 
                47% | 
                False | 
                False | 
                2,615 | 
                 
                
                | 120 | 
                1,230.0 | 
                954.8 | 
                275.2 | 
                24.9% | 
                18.3 | 
                1.7% | 
                54% | 
                False | 
                False | 
                2,250 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,215.1 | 
         
        
            | 
2.618             | 
            1,179.7 | 
         
        
            | 
1.618             | 
            1,158.0 | 
         
        
            | 
1.000             | 
            1,144.6 | 
         
        
            | 
0.618             | 
            1,136.3 | 
         
        
            | 
HIGH             | 
            1,122.9 | 
         
        
            | 
0.618             | 
            1,114.6 | 
         
        
            | 
0.500             | 
            1,112.1 | 
         
        
            | 
0.382             | 
            1,109.5 | 
         
        
            | 
LOW             | 
            1,101.2 | 
         
        
            | 
0.618             | 
            1,087.8 | 
         
        
            | 
1.000             | 
            1,079.5 | 
         
        
            | 
1.618             | 
            1,066.1 | 
         
        
            | 
2.618             | 
            1,044.4 | 
         
        
            | 
4.250             | 
            1,009.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,112.1 | 
                                1,116.8 | 
                             
                            
                                | PP | 
                                1,109.5 | 
                                1,112.7 | 
                             
                            
                                | S1 | 
                                1,107.0 | 
                                1,108.5 | 
                             
             
         |