| Trading Metrics calculated at close of trading on 12-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2010 | 
                    12-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,201.8 | 
                        1,232.0 | 
                        30.2 | 
                        2.5% | 
                        1,181.0 | 
                     
                    
                        | High | 
                        1,235.2 | 
                        1,249.2 | 
                        14.0 | 
                        1.1% | 
                        1,214.9 | 
                     
                    
                        | Low | 
                        1,201.5 | 
                        1,227.2 | 
                        25.7 | 
                        2.1% | 
                        1,156.2 | 
                     
                    
                        | Close | 
                        1,220.3 | 
                        1,243.1 | 
                        22.8 | 
                        1.9% | 
                        1,210.4 | 
                     
                    
                        | Range | 
                        33.7 | 
                        22.0 | 
                        -11.7 | 
                        -34.7% | 
                        58.7 | 
                     
                    
                        | ATR | 
                        20.4 | 
                        21.0 | 
                        0.6 | 
                        3.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        176,641 | 
                        206,838 | 
                        30,197 | 
                        17.1% | 
                        850,243 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,305.8 | 
                1,296.5 | 
                1,255.2 | 
                 | 
             
            
                | R3 | 
                1,283.8 | 
                1,274.5 | 
                1,249.2 | 
                 | 
             
            
                | R2 | 
                1,261.8 | 
                1,261.8 | 
                1,247.1 | 
                 | 
             
            
                | R1 | 
                1,252.5 | 
                1,252.5 | 
                1,245.1 | 
                1,257.2 | 
             
            
                | PP | 
                1,239.8 | 
                1,239.8 | 
                1,239.8 | 
                1,242.2 | 
             
            
                | S1 | 
                1,230.5 | 
                1,230.5 | 
                1,241.1 | 
                1,235.2 | 
             
            
                | S2 | 
                1,217.8 | 
                1,217.8 | 
                1,239.1 | 
                 | 
             
            
                | S3 | 
                1,195.8 | 
                1,208.5 | 
                1,237.1 | 
                 | 
             
            
                | S4 | 
                1,173.8 | 
                1,186.5 | 
                1,231.0 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,249.2 | 
                1,173.0 | 
                76.2 | 
                6.1% | 
                27.8 | 
                2.2% | 
                92% | 
                True | 
                False | 
                218,111 | 
                 
                
                | 10 | 
                1,249.2 | 
                1,156.2 | 
                93.0 | 
                7.5% | 
                22.2 | 
                1.8% | 
                93% | 
                True | 
                False | 
                176,637 | 
                 
                
                | 20 | 
                1,249.2 | 
                1,124.3 | 
                124.9 | 
                10.0% | 
                19.8 | 
                1.6% | 
                95% | 
                True | 
                False | 
                155,119 | 
                 
                
                | 40 | 
                1,249.2 | 
                1,086.1 | 
                163.1 | 
                13.1% | 
                17.6 | 
                1.4% | 
                96% | 
                True | 
                False | 
                116,734 | 
                 
                
                | 60 | 
                1,249.2 | 
                1,086.1 | 
                163.1 | 
                13.1% | 
                17.9 | 
                1.4% | 
                96% | 
                True | 
                False | 
                81,244 | 
                 
                
                | 80 | 
                1,249.2 | 
                1,045.6 | 
                203.6 | 
                16.4% | 
                18.9 | 
                1.5% | 
                97% | 
                True | 
                False | 
                61,918 | 
                 
                
                | 100 | 
                1,249.2 | 
                1,045.6 | 
                203.6 | 
                16.4% | 
                19.0 | 
                1.5% | 
                97% | 
                True | 
                False | 
                50,196 | 
                 
                
                | 120 | 
                1,249.2 | 
                1,045.6 | 
                203.6 | 
                16.4% | 
                20.1 | 
                1.6% | 
                97% | 
                True | 
                False | 
                42,295 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,342.7 | 
         
        
            | 
2.618             | 
            1,306.8 | 
         
        
            | 
1.618             | 
            1,284.8 | 
         
        
            | 
1.000             | 
            1,271.2 | 
         
        
            | 
0.618             | 
            1,262.8 | 
         
        
            | 
HIGH             | 
            1,249.2 | 
         
        
            | 
0.618             | 
            1,240.8 | 
         
        
            | 
0.500             | 
            1,238.2 | 
         
        
            | 
0.382             | 
            1,235.6 | 
         
        
            | 
LOW             | 
            1,227.2 | 
         
        
            | 
0.618             | 
            1,213.6 | 
         
        
            | 
1.000             | 
            1,205.2 | 
         
        
            | 
1.618             | 
            1,191.6 | 
         
        
            | 
2.618             | 
            1,169.6 | 
         
        
            | 
4.250             | 
            1,133.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,241.5 | 
                                1,234.3 | 
                             
                            
                                | PP | 
                                1,239.8 | 
                                1,225.6 | 
                             
                            
                                | S1 | 
                                1,238.2 | 
                                1,216.8 | 
                             
             
         |