| Trading Metrics calculated at close of trading on 23-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Mar-2010 | 
                    23-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,108.2 | 
                        1,104.0 | 
                        -4.2 | 
                        -0.4% | 
                        1,102.9 | 
                     
                    
                        | High | 
                        1,109.7 | 
                        1,109.1 | 
                        -0.6 | 
                        -0.1% | 
                        1,135.0 | 
                     
                    
                        | Low | 
                        1,093.2 | 
                        1,095.3 | 
                        2.1 | 
                        0.2% | 
                        1,102.1 | 
                     
                    
                        | Close | 
                        1,100.7 | 
                        1,104.9 | 
                        4.2 | 
                        0.4% | 
                        1,108.8 | 
                     
                    
                        | Range | 
                        16.5 | 
                        13.8 | 
                        -2.7 | 
                        -16.4% | 
                        32.9 | 
                     
                    
                        | ATR | 
                        18.8 | 
                        18.4 | 
                        -0.4 | 
                        -1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        16,553 | 
                        35,644 | 
                        19,091 | 
                        115.3% | 
                        102,937 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,144.5 | 
                1,138.5 | 
                1,112.5 | 
                 | 
             
            
                | R3 | 
                1,130.7 | 
                1,124.7 | 
                1,108.7 | 
                 | 
             
            
                | R2 | 
                1,116.9 | 
                1,116.9 | 
                1,107.4 | 
                 | 
             
            
                | R1 | 
                1,110.9 | 
                1,110.9 | 
                1,106.2 | 
                1,113.9 | 
             
            
                | PP | 
                1,103.1 | 
                1,103.1 | 
                1,103.1 | 
                1,104.6 | 
             
            
                | S1 | 
                1,097.1 | 
                1,097.1 | 
                1,103.6 | 
                1,100.1 | 
             
            
                | S2 | 
                1,089.3 | 
                1,089.3 | 
                1,102.4 | 
                 | 
             
            
                | S3 | 
                1,075.5 | 
                1,083.3 | 
                1,101.1 | 
                 | 
             
            
                | S4 | 
                1,061.7 | 
                1,069.5 | 
                1,097.3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,093.2 | 
                41.8 | 
                3.8% | 
                16.6 | 
                1.5% | 
                28% | 
                False | 
                False | 
                21,686 | 
                 
                
                | 10 | 
                1,135.0 | 
                1,093.2 | 
                41.8 | 
                3.8% | 
                17.0 | 
                1.5% | 
                28% | 
                False | 
                False | 
                19,991 | 
                 
                
                | 20 | 
                1,146.6 | 
                1,090.0 | 
                56.6 | 
                5.1% | 
                16.7 | 
                1.5% | 
                26% | 
                False | 
                False | 
                14,408 | 
                 
                
                | 40 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                9.1% | 
                19.8 | 
                1.8% | 
                59% | 
                False | 
                False | 
                9,279 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.7% | 
                19.1 | 
                1.7% | 
                50% | 
                False | 
                False | 
                7,349 | 
                 
                
                | 80 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.7% | 
                21.4 | 
                1.9% | 
                32% | 
                False | 
                False | 
                6,245 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                18.1% | 
                20.1 | 
                1.8% | 
                37% | 
                False | 
                False | 
                5,378 | 
                 
                
                | 120 | 
                1,230.0 | 
                993.8 | 
                236.2 | 
                21.4% | 
                19.0 | 
                1.7% | 
                47% | 
                False | 
                False | 
                4,581 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,167.8 | 
         
        
            | 
2.618             | 
            1,145.2 | 
         
        
            | 
1.618             | 
            1,131.4 | 
         
        
            | 
1.000             | 
            1,122.9 | 
         
        
            | 
0.618             | 
            1,117.6 | 
         
        
            | 
HIGH             | 
            1,109.1 | 
         
        
            | 
0.618             | 
            1,103.8 | 
         
        
            | 
0.500             | 
            1,102.2 | 
         
        
            | 
0.382             | 
            1,100.6 | 
         
        
            | 
LOW             | 
            1,095.3 | 
         
        
            | 
0.618             | 
            1,086.8 | 
         
        
            | 
1.000             | 
            1,081.5 | 
         
        
            | 
1.618             | 
            1,073.0 | 
         
        
            | 
2.618             | 
            1,059.2 | 
         
        
            | 
4.250             | 
            1,036.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,104.0 | 
                                1,110.7 | 
                             
                            
                                | PP | 
                                1,103.1 | 
                                1,108.7 | 
                             
                            
                                | S1 | 
                                1,102.2 | 
                                1,106.8 | 
                             
             
         |