| Trading Metrics calculated at close of trading on 18-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Mar-2010 | 
                    18-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,128.5 | 
                        1,125.5 | 
                        -3.0 | 
                        -0.3% | 
                        1,136.7 | 
                     
                    
                        | High | 
                        1,135.0 | 
                        1,130.5 | 
                        -4.5 | 
                        -0.4% | 
                        1,139.3 | 
                     
                    
                        | Low | 
                        1,119.5 | 
                        1,119.5 | 
                        0.0 | 
                        0.0% | 
                        1,098.6 | 
                     
                    
                        | Close | 
                        1,125.3 | 
                        1,128.6 | 
                        3.3 | 
                        0.3% | 
                        1,103.0 | 
                     
                    
                        | Range | 
                        15.5 | 
                        11.0 | 
                        -4.5 | 
                        -29.0% | 
                        40.7 | 
                     
                    
                        | ATR | 
                        18.9 | 
                        18.3 | 
                        -0.6 | 
                        -3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        19,043 | 
                        22,565 | 
                        3,522 | 
                        18.5% | 
                        72,175 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,159.2 | 
                1,154.9 | 
                1,134.7 | 
                 | 
             
            
                | R3 | 
                1,148.2 | 
                1,143.9 | 
                1,131.6 | 
                 | 
             
            
                | R2 | 
                1,137.2 | 
                1,137.2 | 
                1,130.6 | 
                 | 
             
            
                | R1 | 
                1,132.9 | 
                1,132.9 | 
                1,129.6 | 
                1,135.1 | 
             
            
                | PP | 
                1,126.2 | 
                1,126.2 | 
                1,126.2 | 
                1,127.3 | 
             
            
                | S1 | 
                1,121.9 | 
                1,121.9 | 
                1,127.6 | 
                1,124.1 | 
             
            
                | S2 | 
                1,115.2 | 
                1,115.2 | 
                1,126.6 | 
                 | 
             
            
                | S3 | 
                1,104.2 | 
                1,110.9 | 
                1,125.6 | 
                 | 
             
            
                | S4 | 
                1,093.2 | 
                1,099.9 | 
                1,122.6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,135.0 | 
                1,098.6 | 
                36.4 | 
                3.2% | 
                15.6 | 
                1.4% | 
                82% | 
                False | 
                False | 
                20,021 | 
                 
                
                | 10 | 
                1,142.3 | 
                1,098.6 | 
                43.7 | 
                3.9% | 
                16.3 | 
                1.4% | 
                69% | 
                False | 
                False | 
                16,732 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                5.0% | 
                17.4 | 
                1.5% | 
                68% | 
                False | 
                False | 
                12,002 | 
                 
                
                | 40 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                8.9% | 
                19.8 | 
                1.8% | 
                82% | 
                False | 
                False | 
                7,870 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.5% | 
                19.3 | 
                1.7% | 
                70% | 
                False | 
                False | 
                6,382 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.3% | 
                21.2 | 
                1.9% | 
                45% | 
                False | 
                False | 
                5,571 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                17.7% | 
                20.0 | 
                1.8% | 
                49% | 
                False | 
                False | 
                4,731 | 
                 
                
                | 120 | 
                1,230.0 | 
                989.3 | 
                240.7 | 
                21.3% | 
                18.8 | 
                1.7% | 
                58% | 
                False | 
                False | 
                4,032 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,177.3 | 
         
        
            | 
2.618             | 
            1,159.3 | 
         
        
            | 
1.618             | 
            1,148.3 | 
         
        
            | 
1.000             | 
            1,141.5 | 
         
        
            | 
0.618             | 
            1,137.3 | 
         
        
            | 
HIGH             | 
            1,130.5 | 
         
        
            | 
0.618             | 
            1,126.3 | 
         
        
            | 
0.500             | 
            1,125.0 | 
         
        
            | 
0.382             | 
            1,123.7 | 
         
        
            | 
LOW             | 
            1,119.5 | 
         
        
            | 
0.618             | 
            1,112.7 | 
         
        
            | 
1.000             | 
            1,108.5 | 
         
        
            | 
1.618             | 
            1,101.7 | 
         
        
            | 
2.618             | 
            1,090.7 | 
         
        
            | 
4.250             | 
            1,072.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,127.4 | 
                                1,126.5 | 
                             
                            
                                | PP | 
                                1,126.2 | 
                                1,124.4 | 
                             
                            
                                | S1 | 
                                1,125.0 | 
                                1,122.3 | 
                             
             
         |