| Trading Metrics calculated at close of trading on 31-Mar-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Mar-2010 | 
                    31-Mar-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,110.6 | 
                        1,105.1 | 
                        -5.5 | 
                        -0.5% | 
                        1,108.2 | 
                     
                    
                        | High | 
                        1,114.2 | 
                        1,119.9 | 
                        5.7 | 
                        0.5% | 
                        1,111.0 | 
                     
                    
                        | Low | 
                        1,102.4 | 
                        1,103.1 | 
                        0.7 | 
                        0.1% | 
                        1,086.1 | 
                     
                    
                        | Close | 
                        1,105.7 | 
                        1,114.5 | 
                        8.8 | 
                        0.8% | 
                        1,105.4 | 
                     
                    
                        | Range | 
                        11.8 | 
                        16.8 | 
                        5.0 | 
                        42.4% | 
                        24.9 | 
                     
                    
                        | ATR | 
                        17.3 | 
                        17.3 | 
                        0.0 | 
                        -0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        126,186 | 
                        109,922 | 
                        -16,264 | 
                        -12.9% | 
                        191,271 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,162.9 | 
                1,155.5 | 
                1,123.7 | 
                 | 
             
            
                | R3 | 
                1,146.1 | 
                1,138.7 | 
                1,119.1 | 
                 | 
             
            
                | R2 | 
                1,129.3 | 
                1,129.3 | 
                1,117.6 | 
                 | 
             
            
                | R1 | 
                1,121.9 | 
                1,121.9 | 
                1,116.0 | 
                1,125.6 | 
             
            
                | PP | 
                1,112.5 | 
                1,112.5 | 
                1,112.5 | 
                1,114.4 | 
             
            
                | S1 | 
                1,105.1 | 
                1,105.1 | 
                1,113.0 | 
                1,108.8 | 
             
            
                | S2 | 
                1,095.7 | 
                1,095.7 | 
                1,111.4 | 
                 | 
             
            
                | S3 | 
                1,078.9 | 
                1,088.3 | 
                1,109.9 | 
                 | 
             
            
                | S4 | 
                1,062.1 | 
                1,071.5 | 
                1,105.3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Mar-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,175.5 | 
                1,165.4 | 
                1,119.1 | 
                 | 
             
            
                | R3 | 
                1,150.6 | 
                1,140.5 | 
                1,112.2 | 
                 | 
             
            
                | R2 | 
                1,125.7 | 
                1,125.7 | 
                1,110.0 | 
                 | 
             
            
                | R1 | 
                1,115.6 | 
                1,115.6 | 
                1,107.7 | 
                1,108.2 | 
             
            
                | PP | 
                1,100.8 | 
                1,100.8 | 
                1,100.8 | 
                1,097.2 | 
             
            
                | S1 | 
                1,090.7 | 
                1,090.7 | 
                1,103.1 | 
                1,083.3 | 
             
            
                | S2 | 
                1,075.9 | 
                1,075.9 | 
                1,100.8 | 
                 | 
             
            
                | S3 | 
                1,051.0 | 
                1,065.8 | 
                1,098.6 | 
                 | 
             
            
                | S4 | 
                1,026.1 | 
                1,040.9 | 
                1,091.7 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,119.9 | 
                1,086.6 | 
                33.3 | 
                3.0% | 
                14.4 | 
                1.3% | 
                84% | 
                True | 
                False | 
                87,720 | 
                 
                
                | 10 | 
                1,130.5 | 
                1,086.1 | 
                44.4 | 
                4.0% | 
                16.0 | 
                1.4% | 
                64% | 
                False | 
                False | 
                56,336 | 
                 
                
                | 20 | 
                1,143.2 | 
                1,086.1 | 
                57.1 | 
                5.1% | 
                16.4 | 
                1.5% | 
                50% | 
                False | 
                False | 
                35,977 | 
                 
                
                | 40 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                9.1% | 
                19.1 | 
                1.7% | 
                68% | 
                False | 
                False | 
                20,686 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.6% | 
                19.2 | 
                1.7% | 
                58% | 
                False | 
                False | 
                15,084 | 
                 
                
                | 80 | 
                1,214.3 | 
                1,045.6 | 
                168.7 | 
                15.1% | 
                20.4 | 
                1.8% | 
                41% | 
                False | 
                False | 
                11,987 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.5% | 
                20.0 | 
                1.8% | 
                37% | 
                False | 
                False | 
                10,041 | 
                 
                
                | 120 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                17.9% | 
                19.1 | 
                1.7% | 
                42% | 
                False | 
                False | 
                8,508 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,191.3 | 
         
        
            | 
2.618             | 
            1,163.9 | 
         
        
            | 
1.618             | 
            1,147.1 | 
         
        
            | 
1.000             | 
            1,136.7 | 
         
        
            | 
0.618             | 
            1,130.3 | 
         
        
            | 
HIGH             | 
            1,119.9 | 
         
        
            | 
0.618             | 
            1,113.5 | 
         
        
            | 
0.500             | 
            1,111.5 | 
         
        
            | 
0.382             | 
            1,109.5 | 
         
        
            | 
LOW             | 
            1,103.1 | 
         
        
            | 
0.618             | 
            1,092.7 | 
         
        
            | 
1.000             | 
            1,086.3 | 
         
        
            | 
1.618             | 
            1,075.9 | 
         
        
            | 
2.618             | 
            1,059.1 | 
         
        
            | 
4.250             | 
            1,031.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Mar-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,113.5 | 
                                1,113.4 | 
                             
                            
                                | PP | 
                                1,112.5 | 
                                1,112.3 | 
                             
                            
                                | S1 | 
                                1,111.5 | 
                                1,111.2 | 
                             
             
         |