| Trading Metrics calculated at close of trading on 04-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2010 | 
                    04-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,144.6 | 
                        1,140.9 | 
                        -3.7 | 
                        -0.3% | 
                        1,125.0 | 
                     
                    
                        | High | 
                        1,146.6 | 
                        1,143.2 | 
                        -3.4 | 
                        -0.3% | 
                        1,132.6 | 
                     
                    
                        | Low | 
                        1,134.4 | 
                        1,127.7 | 
                        -6.7 | 
                        -0.6% | 
                        1,090.0 | 
                     
                    
                        | Close | 
                        1,144.6 | 
                        1,134.4 | 
                        -10.2 | 
                        -0.9% | 
                        1,120.1 | 
                     
                    
                        | Range | 
                        12.2 | 
                        15.5 | 
                        3.3 | 
                        27.0% | 
                        42.6 | 
                     
                    
                        | ATR | 
                        20.7 | 
                        20.5 | 
                        -0.3 | 
                        -1.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        17,318 | 
                        11,412 | 
                        -5,906 | 
                        -34.1% | 
                        28,036 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,181.6 | 
                1,173.5 | 
                1,142.9 | 
                 | 
             
            
                | R3 | 
                1,166.1 | 
                1,158.0 | 
                1,138.7 | 
                 | 
             
            
                | R2 | 
                1,150.6 | 
                1,150.6 | 
                1,137.2 | 
                 | 
             
            
                | R1 | 
                1,142.5 | 
                1,142.5 | 
                1,135.8 | 
                1,138.8 | 
             
            
                | PP | 
                1,135.1 | 
                1,135.1 | 
                1,135.1 | 
                1,133.3 | 
             
            
                | S1 | 
                1,127.0 | 
                1,127.0 | 
                1,133.0 | 
                1,123.3 | 
             
            
                | S2 | 
                1,119.6 | 
                1,119.6 | 
                1,131.6 | 
                 | 
             
            
                | S3 | 
                1,104.1 | 
                1,111.5 | 
                1,130.1 | 
                 | 
             
            
                | S4 | 
                1,088.6 | 
                1,096.0 | 
                1,125.9 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,106.3 | 
                40.3 | 
                3.6% | 
                15.3 | 
                1.4% | 
                70% | 
                False | 
                False | 
                8,946 | 
                 
                
                | 10 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                5.0% | 
                18.5 | 
                1.6% | 
                78% | 
                False | 
                False | 
                7,272 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                8.9% | 
                21.7 | 
                1.9% | 
                88% | 
                False | 
                False | 
                5,733 | 
                 
                
                | 40 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.4% | 
                20.7 | 
                1.8% | 
                75% | 
                False | 
                False | 
                4,817 | 
                 
                
                | 60 | 
                1,171.8 | 
                1,045.6 | 
                126.2 | 
                11.1% | 
                21.0 | 
                1.8% | 
                70% | 
                False | 
                False | 
                4,137 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.3% | 
                21.0 | 
                1.9% | 
                48% | 
                False | 
                False | 
                3,685 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                17.6% | 
                19.6 | 
                1.7% | 
                52% | 
                False | 
                False | 
                3,120 | 
                 
                
                | 120 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.2% | 
                18.5 | 
                1.6% | 
                60% | 
                False | 
                False | 
                2,678 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,209.1 | 
         
        
            | 
2.618             | 
            1,183.8 | 
         
        
            | 
1.618             | 
            1,168.3 | 
         
        
            | 
1.000             | 
            1,158.7 | 
         
        
            | 
0.618             | 
            1,152.8 | 
         
        
            | 
HIGH             | 
            1,143.2 | 
         
        
            | 
0.618             | 
            1,137.3 | 
         
        
            | 
0.500             | 
            1,135.5 | 
         
        
            | 
0.382             | 
            1,133.6 | 
         
        
            | 
LOW             | 
            1,127.7 | 
         
        
            | 
0.618             | 
            1,118.1 | 
         
        
            | 
1.000             | 
            1,112.2 | 
         
        
            | 
1.618             | 
            1,102.6 | 
         
        
            | 
2.618             | 
            1,087.1 | 
         
        
            | 
4.250             | 
            1,061.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,135.5 | 
                                1,133.4 | 
                             
                            
                                | PP | 
                                1,135.1 | 
                                1,132.5 | 
                             
                            
                                | S1 | 
                                1,134.8 | 
                                1,131.5 | 
                             
             
         |