| Trading Metrics calculated at close of trading on 11-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2010 | 
                    11-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,207.0 | 
                        1,201.8 | 
                        -5.2 | 
                        -0.4% | 
                        1,181.0 | 
                     
                    
                        | High | 
                        1,207.0 | 
                        1,235.2 | 
                        28.2 | 
                        2.3% | 
                        1,214.9 | 
                     
                    
                        | Low | 
                        1,184.4 | 
                        1,201.5 | 
                        17.1 | 
                        1.4% | 
                        1,156.2 | 
                     
                    
                        | Close | 
                        1,200.8 | 
                        1,220.3 | 
                        19.5 | 
                        1.6% | 
                        1,210.4 | 
                     
                    
                        | Range | 
                        22.6 | 
                        33.7 | 
                        11.1 | 
                        49.1% | 
                        58.7 | 
                     
                    
                        | ATR | 
                        19.3 | 
                        20.4 | 
                        1.1 | 
                        5.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        255,295 | 
                        176,641 | 
                        -78,654 | 
                        -30.8% | 
                        850,243 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,320.1 | 
                1,303.9 | 
                1,238.8 | 
                 | 
             
            
                | R3 | 
                1,286.4 | 
                1,270.2 | 
                1,229.6 | 
                 | 
             
            
                | R2 | 
                1,252.7 | 
                1,252.7 | 
                1,226.5 | 
                 | 
             
            
                | R1 | 
                1,236.5 | 
                1,236.5 | 
                1,223.4 | 
                1,244.6 | 
             
            
                | PP | 
                1,219.0 | 
                1,219.0 | 
                1,219.0 | 
                1,223.1 | 
             
            
                | S1 | 
                1,202.8 | 
                1,202.8 | 
                1,217.2 | 
                1,210.9 | 
             
            
                | S2 | 
                1,185.3 | 
                1,185.3 | 
                1,214.1 | 
                 | 
             
            
                | S3 | 
                1,151.6 | 
                1,169.1 | 
                1,211.0 | 
                 | 
             
            
                | S4 | 
                1,117.9 | 
                1,135.4 | 
                1,201.8 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,369.9 | 
                1,348.9 | 
                1,242.7 | 
                 | 
             
            
                | R3 | 
                1,311.2 | 
                1,290.2 | 
                1,226.5 | 
                 | 
             
            
                | R2 | 
                1,252.5 | 
                1,252.5 | 
                1,221.2 | 
                 | 
             
            
                | R1 | 
                1,231.5 | 
                1,231.5 | 
                1,215.8 | 
                1,242.0 | 
             
            
                | PP | 
                1,193.8 | 
                1,193.8 | 
                1,193.8 | 
                1,199.1 | 
             
            
                | S1 | 
                1,172.8 | 
                1,172.8 | 
                1,205.0 | 
                1,183.3 | 
             
            
                | S2 | 
                1,135.1 | 
                1,135.1 | 
                1,199.6 | 
                 | 
             
            
                | S3 | 
                1,076.4 | 
                1,114.1 | 
                1,194.3 | 
                 | 
             
            
                | S4 | 
                1,017.7 | 
                1,055.4 | 
                1,178.1 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,235.2 | 
                1,156.2 | 
                79.0 | 
                6.5% | 
                27.7 | 
                2.3% | 
                81% | 
                True | 
                False | 
                214,772 | 
                 
                
                | 10 | 
                1,235.2 | 
                1,156.2 | 
                79.0 | 
                6.5% | 
                21.4 | 
                1.8% | 
                81% | 
                True | 
                False | 
                174,222 | 
                 
                
                | 20 | 
                1,235.2 | 
                1,124.3 | 
                110.9 | 
                9.1% | 
                19.3 | 
                1.6% | 
                87% | 
                True | 
                False | 
                151,460 | 
                 
                
                | 40 | 
                1,235.2 | 
                1,086.1 | 
                149.1 | 
                12.2% | 
                17.6 | 
                1.4% | 
                90% | 
                True | 
                False | 
                112,570 | 
                 
                
                | 60 | 
                1,235.2 | 
                1,086.1 | 
                149.1 | 
                12.2% | 
                18.1 | 
                1.5% | 
                90% | 
                True | 
                False | 
                77,837 | 
                 
                
                | 80 | 
                1,235.2 | 
                1,045.6 | 
                189.6 | 
                15.5% | 
                18.9 | 
                1.5% | 
                92% | 
                True | 
                False | 
                59,378 | 
                 
                
                | 100 | 
                1,235.2 | 
                1,045.6 | 
                189.6 | 
                15.5% | 
                19.0 | 
                1.6% | 
                92% | 
                True | 
                False | 
                48,164 | 
                 
                
                | 120 | 
                1,235.2 | 
                1,045.6 | 
                189.6 | 
                15.5% | 
                20.0 | 
                1.6% | 
                92% | 
                True | 
                False | 
                40,580 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,378.4 | 
         
        
            | 
2.618             | 
            1,323.4 | 
         
        
            | 
1.618             | 
            1,289.7 | 
         
        
            | 
1.000             | 
            1,268.9 | 
         
        
            | 
0.618             | 
            1,256.0 | 
         
        
            | 
HIGH             | 
            1,235.2 | 
         
        
            | 
0.618             | 
            1,222.3 | 
         
        
            | 
0.500             | 
            1,218.4 | 
         
        
            | 
0.382             | 
            1,214.4 | 
         
        
            | 
LOW             | 
            1,201.5 | 
         
        
            | 
0.618             | 
            1,180.7 | 
         
        
            | 
1.000             | 
            1,167.8 | 
         
        
            | 
1.618             | 
            1,147.0 | 
         
        
            | 
2.618             | 
            1,113.3 | 
         
        
            | 
4.250             | 
            1,058.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,219.7 | 
                                1,216.8 | 
                             
                            
                                | PP | 
                                1,219.0 | 
                                1,213.3 | 
                             
                            
                                | S1 | 
                                1,218.4 | 
                                1,209.8 | 
                             
             
         |