| Trading Metrics calculated at close of trading on 19-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Mar-2010 | 
                    19-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,125.5 | 
                        1,127.3 | 
                        1.8 | 
                        0.2% | 
                        1,102.9 | 
                     
                    
                        | High | 
                        1,130.5 | 
                        1,128.1 | 
                        -2.4 | 
                        -0.2% | 
                        1,135.0 | 
                     
                    
                        | Low | 
                        1,119.5 | 
                        1,102.1 | 
                        -17.4 | 
                        -1.6% | 
                        1,102.1 | 
                     
                    
                        | Close | 
                        1,128.6 | 
                        1,108.8 | 
                        -19.8 | 
                        -1.8% | 
                        1,108.8 | 
                     
                    
                        | Range | 
                        11.0 | 
                        26.0 | 
                        15.0 | 
                        136.4% | 
                        32.9 | 
                     
                    
                        | ATR | 
                        18.3 | 
                        18.9 | 
                        0.6 | 
                        3.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        22,565 | 
                        14,625 | 
                        -7,940 | 
                        -35.2% | 
                        102,937 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,191.0 | 
                1,175.9 | 
                1,123.1 | 
                 | 
             
            
                | R3 | 
                1,165.0 | 
                1,149.9 | 
                1,116.0 | 
                 | 
             
            
                | R2 | 
                1,139.0 | 
                1,139.0 | 
                1,113.6 | 
                 | 
             
            
                | R1 | 
                1,123.9 | 
                1,123.9 | 
                1,111.2 | 
                1,118.5 | 
             
            
                | PP | 
                1,113.0 | 
                1,113.0 | 
                1,113.0 | 
                1,110.3 | 
             
            
                | S1 | 
                1,097.9 | 
                1,097.9 | 
                1,106.4 | 
                1,092.5 | 
             
            
                | S2 | 
                1,087.0 | 
                1,087.0 | 
                1,104.0 | 
                 | 
             
            
                | S3 | 
                1,061.0 | 
                1,071.9 | 
                1,101.7 | 
                 | 
             
            
                | S4 | 
                1,035.0 | 
                1,045.9 | 
                1,094.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,214.0 | 
                1,194.3 | 
                1,126.9 | 
                 | 
             
            
                | R3 | 
                1,181.1 | 
                1,161.4 | 
                1,117.8 | 
                 | 
             
            
                | R2 | 
                1,148.2 | 
                1,148.2 | 
                1,114.8 | 
                 | 
             
            
                | R1 | 
                1,128.5 | 
                1,128.5 | 
                1,111.8 | 
                1,138.4 | 
             
            
                | PP | 
                1,115.3 | 
                1,115.3 | 
                1,115.3 | 
                1,120.2 | 
             
            
                | S1 | 
                1,095.6 | 
                1,095.6 | 
                1,105.8 | 
                1,105.5 | 
             
            
                | S2 | 
                1,082.4 | 
                1,082.4 | 
                1,102.8 | 
                 | 
             
            
                | S3 | 
                1,049.5 | 
                1,062.7 | 
                1,099.8 | 
                 | 
             
            
                | S4 | 
                1,016.6 | 
                1,029.8 | 
                1,090.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                1,102.1 | 
                32.9 | 
                3.0% | 
                16.4 | 
                1.5% | 
                20% | 
                False | 
                True | 
                20,587 | 
                 
                
                | 10 | 
                1,139.3 | 
                1,098.6 | 
                40.7 | 
                3.7% | 
                17.6 | 
                1.6% | 
                25% | 
                False | 
                False | 
                17,511 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                5.1% | 
                17.4 | 
                1.6% | 
                33% | 
                False | 
                False | 
                12,467 | 
                 
                
                | 40 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                9.1% | 
                19.7 | 
                1.8% | 
                63% | 
                False | 
                False | 
                8,139 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.7% | 
                19.3 | 
                1.7% | 
                53% | 
                False | 
                False | 
                6,601 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.6% | 
                21.3 | 
                1.9% | 
                34% | 
                False | 
                False | 
                5,724 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.0% | 
                20.1 | 
                1.8% | 
                39% | 
                False | 
                False | 
                4,872 | 
                 
                
                | 120 | 
                1,230.0 | 
                990.7 | 
                239.3 | 
                21.6% | 
                18.9 | 
                1.7% | 
                49% | 
                False | 
                False | 
                4,151 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,238.6 | 
         
        
            | 
2.618             | 
            1,196.2 | 
         
        
            | 
1.618             | 
            1,170.2 | 
         
        
            | 
1.000             | 
            1,154.1 | 
         
        
            | 
0.618             | 
            1,144.2 | 
         
        
            | 
HIGH             | 
            1,128.1 | 
         
        
            | 
0.618             | 
            1,118.2 | 
         
        
            | 
0.500             | 
            1,115.1 | 
         
        
            | 
0.382             | 
            1,112.0 | 
         
        
            | 
LOW             | 
            1,102.1 | 
         
        
            | 
0.618             | 
            1,086.0 | 
         
        
            | 
1.000             | 
            1,076.1 | 
         
        
            | 
1.618             | 
            1,060.0 | 
         
        
            | 
2.618             | 
            1,034.0 | 
         
        
            | 
4.250             | 
            991.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,115.1 | 
                                1,118.6 | 
                             
                            
                                | PP | 
                                1,113.0 | 
                                1,115.3 | 
                             
                            
                                | S1 | 
                                1,110.9 | 
                                1,112.1 | 
                             
             
         |