| Trading Metrics calculated at close of trading on 12-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2010 | 
                    12-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,109.5 | 
                        1,111.0 | 
                        1.5 | 
                        0.1% | 
                        1,136.7 | 
                     
                    
                        | High | 
                        1,112.8 | 
                        1,120.7 | 
                        7.9 | 
                        0.7% | 
                        1,139.3 | 
                     
                    
                        | Low | 
                        1,101.7 | 
                        1,098.6 | 
                        -3.1 | 
                        -0.3% | 
                        1,098.6 | 
                     
                    
                        | Close | 
                        1,109.5 | 
                        1,103.0 | 
                        -6.5 | 
                        -0.6% | 
                        1,103.0 | 
                     
                    
                        | Range | 
                        11.1 | 
                        22.1 | 
                        11.0 | 
                        99.1% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        19.4 | 
                        19.6 | 
                        0.2 | 
                        1.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        18,749 | 
                        11,793 | 
                        -6,956 | 
                        -37.1% | 
                        72,175 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,173.7 | 
                1,160.5 | 
                1,115.2 | 
                 | 
             
            
                | R3 | 
                1,151.6 | 
                1,138.4 | 
                1,109.1 | 
                 | 
             
            
                | R2 | 
                1,129.5 | 
                1,129.5 | 
                1,107.1 | 
                 | 
             
            
                | R1 | 
                1,116.3 | 
                1,116.3 | 
                1,105.0 | 
                1,111.9 | 
             
            
                | PP | 
                1,107.4 | 
                1,107.4 | 
                1,107.4 | 
                1,105.2 | 
             
            
                | S1 | 
                1,094.2 | 
                1,094.2 | 
                1,101.0 | 
                1,089.8 | 
             
            
                | S2 | 
                1,085.3 | 
                1,085.3 | 
                1,098.9 | 
                 | 
             
            
                | S3 | 
                1,063.2 | 
                1,072.1 | 
                1,096.9 | 
                 | 
             
            
                | S4 | 
                1,041.1 | 
                1,050.0 | 
                1,090.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,235.7 | 
                1,210.1 | 
                1,125.4 | 
                 | 
             
            
                | R3 | 
                1,195.0 | 
                1,169.4 | 
                1,114.2 | 
                 | 
             
            
                | R2 | 
                1,154.3 | 
                1,154.3 | 
                1,110.5 | 
                 | 
             
            
                | R1 | 
                1,128.7 | 
                1,128.7 | 
                1,106.7 | 
                1,121.2 | 
             
            
                | PP | 
                1,113.6 | 
                1,113.6 | 
                1,113.6 | 
                1,109.9 | 
             
            
                | S1 | 
                1,088.0 | 
                1,088.0 | 
                1,099.3 | 
                1,080.5 | 
             
            
                | S2 | 
                1,072.9 | 
                1,072.9 | 
                1,095.5 | 
                 | 
             
            
                | S3 | 
                1,032.2 | 
                1,047.3 | 
                1,091.8 | 
                 | 
             
            
                | S4 | 
                991.5 | 
                1,006.6 | 
                1,080.6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,139.3 | 
                1,098.6 | 
                40.7 | 
                3.7% | 
                18.8 | 
                1.7% | 
                11% | 
                False | 
                True | 
                14,435 | 
                 
                
                | 10 | 
                1,146.6 | 
                1,098.6 | 
                48.0 | 
                4.4% | 
                17.0 | 
                1.5% | 
                9% | 
                False | 
                True | 
                11,838 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,079.6 | 
                67.0 | 
                6.1% | 
                19.5 | 
                1.8% | 
                35% | 
                False | 
                False | 
                8,190 | 
                 
                
                | 40 | 
                1,148.1 | 
                1,045.6 | 
                102.5 | 
                9.3% | 
                20.3 | 
                1.8% | 
                56% | 
                False | 
                False | 
                6,182 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.7% | 
                20.0 | 
                1.8% | 
                48% | 
                False | 
                False | 
                5,144 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.7% | 
                21.3 | 
                1.9% | 
                31% | 
                False | 
                False | 
                4,514 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.1% | 
                20.0 | 
                1.8% | 
                37% | 
                False | 
                False | 
                3,869 | 
                 
                
                | 120 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.8% | 
                18.8 | 
                1.7% | 
                47% | 
                False | 
                False | 
                3,307 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,214.6 | 
         
        
            | 
2.618             | 
            1,178.6 | 
         
        
            | 
1.618             | 
            1,156.5 | 
         
        
            | 
1.000             | 
            1,142.8 | 
         
        
            | 
0.618             | 
            1,134.4 | 
         
        
            | 
HIGH             | 
            1,120.7 | 
         
        
            | 
0.618             | 
            1,112.3 | 
         
        
            | 
0.500             | 
            1,109.7 | 
         
        
            | 
0.382             | 
            1,107.0 | 
         
        
            | 
LOW             | 
            1,098.6 | 
         
        
            | 
0.618             | 
            1,084.9 | 
         
        
            | 
1.000             | 
            1,076.5 | 
         
        
            | 
1.618             | 
            1,062.8 | 
         
        
            | 
2.618             | 
            1,040.7 | 
         
        
            | 
4.250             | 
            1,004.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,109.7 | 
                                1,114.1 | 
                             
                            
                                | PP | 
                                1,107.4 | 
                                1,110.4 | 
                             
                            
                                | S1 | 
                                1,105.2 | 
                                1,106.7 | 
                             
             
         |