| Trading Metrics calculated at close of trading on 03-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2010 | 
                    03-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,119.3 | 
                        1,144.6 | 
                        25.3 | 
                        2.3% | 
                        1,125.0 | 
                     
                    
                        | High | 
                        1,139.5 | 
                        1,146.6 | 
                        7.1 | 
                        0.6% | 
                        1,132.6 | 
                     
                    
                        | Low | 
                        1,116.4 | 
                        1,134.4 | 
                        18.0 | 
                        1.6% | 
                        1,090.0 | 
                     
                    
                        | Close | 
                        1,138.6 | 
                        1,144.6 | 
                        6.0 | 
                        0.5% | 
                        1,120.1 | 
                     
                    
                        | Range | 
                        23.1 | 
                        12.2 | 
                        -10.9 | 
                        -47.2% | 
                        42.6 | 
                     
                    
                        | ATR | 
                        21.4 | 
                        20.7 | 
                        -0.7 | 
                        -3.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        6,788 | 
                        17,318 | 
                        10,530 | 
                        155.1% | 
                        28,036 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,178.5 | 
                1,173.7 | 
                1,151.3 | 
                 | 
             
            
                | R3 | 
                1,166.3 | 
                1,161.5 | 
                1,148.0 | 
                 | 
             
            
                | R2 | 
                1,154.1 | 
                1,154.1 | 
                1,146.8 | 
                 | 
             
            
                | R1 | 
                1,149.3 | 
                1,149.3 | 
                1,145.7 | 
                1,150.7 | 
             
            
                | PP | 
                1,141.9 | 
                1,141.9 | 
                1,141.9 | 
                1,142.6 | 
             
            
                | S1 | 
                1,137.1 | 
                1,137.1 | 
                1,143.5 | 
                1,138.5 | 
             
            
                | S2 | 
                1,129.7 | 
                1,129.7 | 
                1,142.4 | 
                 | 
             
            
                | S3 | 
                1,117.5 | 
                1,124.9 | 
                1,141.2 | 
                 | 
             
            
                | S4 | 
                1,105.3 | 
                1,112.7 | 
                1,137.9 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,242.0 | 
                1,223.7 | 
                1,143.5 | 
                 | 
             
            
                | R3 | 
                1,199.4 | 
                1,181.1 | 
                1,131.8 | 
                 | 
             
            
                | R2 | 
                1,156.8 | 
                1,156.8 | 
                1,127.9 | 
                 | 
             
            
                | R1 | 
                1,138.5 | 
                1,138.5 | 
                1,124.0 | 
                1,126.4 | 
             
            
                | PP | 
                1,114.2 | 
                1,114.2 | 
                1,114.2 | 
                1,108.2 | 
             
            
                | S1 | 
                1,095.9 | 
                1,095.9 | 
                1,116.2 | 
                1,083.8 | 
             
            
                | S2 | 
                1,071.6 | 
                1,071.6 | 
                1,112.3 | 
                 | 
             
            
                | S3 | 
                1,029.0 | 
                1,053.3 | 
                1,108.4 | 
                 | 
             
            
                | S4 | 
                986.4 | 
                1,010.7 | 
                1,096.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                4.9% | 
                16.3 | 
                1.4% | 
                96% | 
                True | 
                False | 
                7,525 | 
                 
                
                | 10 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                4.9% | 
                19.6 | 
                1.7% | 
                96% | 
                True | 
                False | 
                6,487 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                8.8% | 
                21.8 | 
                1.9% | 
                98% | 
                True | 
                False | 
                5,396 | 
                 
                
                | 40 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.4% | 
                20.6 | 
                1.8% | 
                84% | 
                False | 
                False | 
                4,637 | 
                 
                
                | 60 | 
                1,214.3 | 
                1,045.6 | 
                168.7 | 
                14.7% | 
                21.8 | 
                1.9% | 
                59% | 
                False | 
                False | 
                3,990 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.1% | 
                20.9 | 
                1.8% | 
                54% | 
                False | 
                False | 
                3,557 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                17.5% | 
                19.6 | 
                1.7% | 
                57% | 
                False | 
                False | 
                3,014 | 
                 
                
                | 120 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.0% | 
                18.4 | 
                1.6% | 
                65% | 
                False | 
                False | 
                2,584 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,198.5 | 
         
        
            | 
2.618             | 
            1,178.5 | 
         
        
            | 
1.618             | 
            1,166.3 | 
         
        
            | 
1.000             | 
            1,158.8 | 
         
        
            | 
0.618             | 
            1,154.1 | 
         
        
            | 
HIGH             | 
            1,146.6 | 
         
        
            | 
0.618             | 
            1,141.9 | 
         
        
            | 
0.500             | 
            1,140.5 | 
         
        
            | 
0.382             | 
            1,139.1 | 
         
        
            | 
LOW             | 
            1,134.4 | 
         
        
            | 
0.618             | 
            1,126.9 | 
         
        
            | 
1.000             | 
            1,122.2 | 
         
        
            | 
1.618             | 
            1,114.7 | 
         
        
            | 
2.618             | 
            1,102.5 | 
         
        
            | 
4.250             | 
            1,082.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,143.2 | 
                                1,139.8 | 
                             
                            
                                | PP | 
                                1,141.9 | 
                                1,134.9 | 
                             
                            
                                | S1 | 
                                1,140.5 | 
                                1,130.1 | 
                             
             
         |