| Trading Metrics calculated at close of trading on 15-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Mar-2010 | 
                    15-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,111.0 | 
                        1,102.9 | 
                        -8.1 | 
                        -0.7% | 
                        1,136.7 | 
                     
                    
                        | High | 
                        1,120.7 | 
                        1,110.9 | 
                        -9.8 | 
                        -0.9% | 
                        1,139.3 | 
                     
                    
                        | Low | 
                        1,098.6 | 
                        1,102.5 | 
                        3.9 | 
                        0.4% | 
                        1,098.6 | 
                     
                    
                        | Close | 
                        1,103.0 | 
                        1,106.6 | 
                        3.6 | 
                        0.3% | 
                        1,103.0 | 
                     
                    
                        | Range | 
                        22.1 | 
                        8.4 | 
                        -13.7 | 
                        -62.0% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        19.6 | 
                        18.8 | 
                        -0.8 | 
                        -4.1% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        11,793 | 
                        6,395 | 
                        -5,398 | 
                        -45.8% | 
                        72,175 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,131.9 | 
                1,127.6 | 
                1,111.2 | 
                 | 
             
            
                | R3 | 
                1,123.5 | 
                1,119.2 | 
                1,108.9 | 
                 | 
             
            
                | R2 | 
                1,115.1 | 
                1,115.1 | 
                1,108.1 | 
                 | 
             
            
                | R1 | 
                1,110.8 | 
                1,110.8 | 
                1,107.4 | 
                1,113.0 | 
             
            
                | PP | 
                1,106.7 | 
                1,106.7 | 
                1,106.7 | 
                1,107.7 | 
             
            
                | S1 | 
                1,102.4 | 
                1,102.4 | 
                1,105.8 | 
                1,104.6 | 
             
            
                | S2 | 
                1,098.3 | 
                1,098.3 | 
                1,105.1 | 
                 | 
             
            
                | S3 | 
                1,089.9 | 
                1,094.0 | 
                1,104.3 | 
                 | 
             
            
                | S4 | 
                1,081.5 | 
                1,085.6 | 
                1,102.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,129.5 | 
                1,098.6 | 
                30.9 | 
                2.8% | 
                16.6 | 
                1.5% | 
                26% | 
                False | 
                False | 
                12,601 | 
                 
                
                | 10 | 
                1,146.6 | 
                1,098.6 | 
                48.0 | 
                4.3% | 
                16.7 | 
                1.5% | 
                17% | 
                False | 
                False | 
                12,093 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                5.1% | 
                19.0 | 
                1.7% | 
                29% | 
                False | 
                False | 
                8,371 | 
                 
                
                | 40 | 
                1,147.2 | 
                1,045.6 | 
                101.6 | 
                9.2% | 
                20.2 | 
                1.8% | 
                60% | 
                False | 
                False | 
                6,186 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.7% | 
                19.9 | 
                1.8% | 
                51% | 
                False | 
                False | 
                5,226 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.7% | 
                21.2 | 
                1.9% | 
                33% | 
                False | 
                False | 
                4,585 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.1% | 
                19.9 | 
                1.8% | 
                38% | 
                False | 
                False | 
                3,931 | 
                 
                
                | 120 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.8% | 
                18.8 | 
                1.7% | 
                49% | 
                False | 
                False | 
                3,359 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,146.6 | 
         
        
            | 
2.618             | 
            1,132.9 | 
         
        
            | 
1.618             | 
            1,124.5 | 
         
        
            | 
1.000             | 
            1,119.3 | 
         
        
            | 
0.618             | 
            1,116.1 | 
         
        
            | 
HIGH             | 
            1,110.9 | 
         
        
            | 
0.618             | 
            1,107.7 | 
         
        
            | 
0.500             | 
            1,106.7 | 
         
        
            | 
0.382             | 
            1,105.7 | 
         
        
            | 
LOW             | 
            1,102.5 | 
         
        
            | 
0.618             | 
            1,097.3 | 
         
        
            | 
1.000             | 
            1,094.1 | 
         
        
            | 
1.618             | 
            1,088.9 | 
         
        
            | 
2.618             | 
            1,080.5 | 
         
        
            | 
4.250             | 
            1,066.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,106.7 | 
                                1,109.7 | 
                             
                            
                                | PP | 
                                1,106.7 | 
                                1,108.6 | 
                             
                            
                                | S1 | 
                                1,106.6 | 
                                1,107.6 | 
                             
             
         |