| Trading Metrics calculated at close of trading on 05-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2010 | 
                    05-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,114.6 | 
                        1,122.0 | 
                        7.4 | 
                        0.7% | 
                        1,111.0 | 
                     
                    
                        | High | 
                        1,129.1 | 
                        1,134.3 | 
                        5.2 | 
                        0.5% | 
                        1,129.1 | 
                     
                    
                        | Low | 
                        1,112.3 | 
                        1,120.8 | 
                        8.5 | 
                        0.8% | 
                        1,102.4 | 
                     
                    
                        | Close | 
                        1,126.1 | 
                        1,133.8 | 
                        7.7 | 
                        0.7% | 
                        1,126.1 | 
                     
                    
                        | Range | 
                        16.8 | 
                        13.5 | 
                        -3.3 | 
                        -19.6% | 
                        26.7 | 
                     
                    
                        | ATR | 
                        17.3 | 
                        17.0 | 
                        -0.3 | 
                        -1.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        108,481 | 
                        0 | 
                        -108,481 | 
                        -100.0% | 
                        443,385 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,170.1 | 
                1,165.5 | 
                1,141.2 | 
                 | 
             
            
                | R3 | 
                1,156.6 | 
                1,152.0 | 
                1,137.5 | 
                 | 
             
            
                | R2 | 
                1,143.1 | 
                1,143.1 | 
                1,136.3 | 
                 | 
             
            
                | R1 | 
                1,138.5 | 
                1,138.5 | 
                1,135.0 | 
                1,140.8 | 
             
            
                | PP | 
                1,129.6 | 
                1,129.6 | 
                1,129.6 | 
                1,130.8 | 
             
            
                | S1 | 
                1,125.0 | 
                1,125.0 | 
                1,132.6 | 
                1,127.3 | 
             
            
                | S2 | 
                1,116.1 | 
                1,116.1 | 
                1,131.3 | 
                 | 
             
            
                | S3 | 
                1,102.6 | 
                1,111.5 | 
                1,130.1 | 
                 | 
             
            
                | S4 | 
                1,089.1 | 
                1,098.0 | 
                1,126.4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,199.3 | 
                1,189.4 | 
                1,140.8 | 
                 | 
             
            
                | R3 | 
                1,172.6 | 
                1,162.7 | 
                1,133.4 | 
                 | 
             
            
                | R2 | 
                1,145.9 | 
                1,145.9 | 
                1,131.0 | 
                 | 
             
            
                | R1 | 
                1,136.0 | 
                1,136.0 | 
                1,128.5 | 
                1,141.0 | 
             
            
                | PP | 
                1,119.2 | 
                1,119.2 | 
                1,119.2 | 
                1,121.7 | 
             
            
                | S1 | 
                1,109.3 | 
                1,109.3 | 
                1,123.7 | 
                1,114.3 | 
             
            
                | S2 | 
                1,092.5 | 
                1,092.5 | 
                1,121.2 | 
                 | 
             
            
                | S3 | 
                1,065.8 | 
                1,082.6 | 
                1,118.8 | 
                 | 
             
            
                | S4 | 
                1,039.1 | 
                1,055.9 | 
                1,111.4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,134.3 | 
                1,102.4 | 
                31.9 | 
                2.8% | 
                14.1 | 
                1.2% | 
                98% | 
                True | 
                False | 
                88,677 | 
                 
                
                | 10 | 
                1,134.3 | 
                1,086.1 | 
                48.2 | 
                4.3% | 
                15.3 | 
                1.4% | 
                99% | 
                True | 
                False | 
                63,465 | 
                 
                
                | 20 | 
                1,139.3 | 
                1,086.1 | 
                53.2 | 
                4.7% | 
                16.5 | 
                1.5% | 
                90% | 
                False | 
                False | 
                40,488 | 
                 
                
                | 40 | 
                1,146.6 | 
                1,045.6 | 
                101.0 | 
                8.9% | 
                18.1 | 
                1.6% | 
                87% | 
                False | 
                False | 
                23,201 | 
                 
                
                | 60 | 
                1,164.1 | 
                1,045.6 | 
                118.5 | 
                10.5% | 
                19.1 | 
                1.7% | 
                74% | 
                False | 
                False | 
                16,760 | 
                 
                
                | 80 | 
                1,171.8 | 
                1,045.6 | 
                126.2 | 
                11.1% | 
                19.7 | 
                1.7% | 
                70% | 
                False | 
                False | 
                13,241 | 
                 
                
                | 100 | 
                1,230.0 | 
                1,045.6 | 
                184.4 | 
                16.3% | 
                20.1 | 
                1.8% | 
                48% | 
                False | 
                False | 
                11,097 | 
                 
                
                | 120 | 
                1,230.0 | 
                1,030.0 | 
                200.0 | 
                17.6% | 
                19.1 | 
                1.7% | 
                52% | 
                False | 
                False | 
                9,400 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,191.7 | 
         
        
            | 
2.618             | 
            1,169.6 | 
         
        
            | 
1.618             | 
            1,156.1 | 
         
        
            | 
1.000             | 
            1,147.8 | 
         
        
            | 
0.618             | 
            1,142.6 | 
         
        
            | 
HIGH             | 
            1,134.3 | 
         
        
            | 
0.618             | 
            1,129.1 | 
         
        
            | 
0.500             | 
            1,127.6 | 
         
        
            | 
0.382             | 
            1,126.0 | 
         
        
            | 
LOW             | 
            1,120.8 | 
         
        
            | 
0.618             | 
            1,112.5 | 
         
        
            | 
1.000             | 
            1,107.3 | 
         
        
            | 
1.618             | 
            1,099.0 | 
         
        
            | 
2.618             | 
            1,085.5 | 
         
        
            | 
4.250             | 
            1,063.4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,131.7 | 
                                1,128.8 | 
                             
                            
                                | PP | 
                                1,129.6 | 
                                1,123.7 | 
                             
                            
                                | S1 | 
                                1,127.6 | 
                                1,118.7 | 
                             
             
         |