| Trading Metrics calculated at close of trading on 14-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-May-2010 | 
                    14-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,238.3 | 
                        1,233.3 | 
                        -5.0 | 
                        -0.4% | 
                        1,207.0 | 
                     
                    
                        | High | 
                        1,243.7 | 
                        1,249.7 | 
                        6.0 | 
                        0.5% | 
                        1,249.7 | 
                     
                    
                        | Low | 
                        1,227.5 | 
                        1,217.6 | 
                        -9.9 | 
                        -0.8% | 
                        1,184.4 | 
                     
                    
                        | Close | 
                        1,229.2 | 
                        1,227.8 | 
                        -1.4 | 
                        -0.1% | 
                        1,227.8 | 
                     
                    
                        | Range | 
                        16.2 | 
                        32.1 | 
                        15.9 | 
                        98.1% | 
                        65.3 | 
                     
                    
                        | ATR | 
                        20.6 | 
                        21.4 | 
                        0.8 | 
                        4.0% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        205,851 | 
                        163,428 | 
                        -42,423 | 
                        -20.6% | 
                        1,008,053 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,328.0 | 
                1,310.0 | 
                1,245.5 | 
                 | 
             
            
                | R3 | 
                1,295.9 | 
                1,277.9 | 
                1,236.6 | 
                 | 
             
            
                | R2 | 
                1,263.8 | 
                1,263.8 | 
                1,233.7 | 
                 | 
             
            
                | R1 | 
                1,245.8 | 
                1,245.8 | 
                1,230.7 | 
                1,238.8 | 
             
            
                | PP | 
                1,231.7 | 
                1,231.7 | 
                1,231.7 | 
                1,228.2 | 
             
            
                | S1 | 
                1,213.7 | 
                1,213.7 | 
                1,224.9 | 
                1,206.7 | 
             
            
                | S2 | 
                1,199.6 | 
                1,199.6 | 
                1,221.9 | 
                 | 
             
            
                | S3 | 
                1,167.5 | 
                1,181.6 | 
                1,219.0 | 
                 | 
             
            
                | S4 | 
                1,135.4 | 
                1,149.5 | 
                1,210.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,416.5 | 
                1,387.5 | 
                1,263.7 | 
                 | 
             
            
                | R3 | 
                1,351.2 | 
                1,322.2 | 
                1,245.8 | 
                 | 
             
            
                | R2 | 
                1,285.9 | 
                1,285.9 | 
                1,239.8 | 
                 | 
             
            
                | R1 | 
                1,256.9 | 
                1,256.9 | 
                1,233.8 | 
                1,271.4 | 
             
            
                | PP | 
                1,220.6 | 
                1,220.6 | 
                1,220.6 | 
                1,227.9 | 
             
            
                | S1 | 
                1,191.6 | 
                1,191.6 | 
                1,221.8 | 
                1,206.1 | 
             
            
                | S2 | 
                1,155.3 | 
                1,155.3 | 
                1,215.8 | 
                 | 
             
            
                | S3 | 
                1,090.0 | 
                1,126.3 | 
                1,209.8 | 
                 | 
             
            
                | S4 | 
                1,024.7 | 
                1,061.0 | 
                1,191.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,249.7 | 
                1,184.4 | 
                65.3 | 
                5.3% | 
                25.3 | 
                2.1% | 
                66% | 
                True | 
                False | 
                201,610 | 
                 
                
                | 10 | 
                1,249.7 | 
                1,156.2 | 
                93.5 | 
                7.6% | 
                24.6 | 
                2.0% | 
                77% | 
                True | 
                False | 
                185,829 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,124.3 | 
                125.4 | 
                10.2% | 
                20.1 | 
                1.6% | 
                83% | 
                True | 
                False | 
                162,461 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.3% | 
                18.2 | 
                1.5% | 
                87% | 
                True | 
                False | 
                124,925 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.3% | 
                17.9 | 
                1.5% | 
                87% | 
                True | 
                False | 
                87,284 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.6% | 
                19.0 | 
                1.5% | 
                89% | 
                True | 
                False | 
                66,398 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.6% | 
                18.8 | 
                1.5% | 
                89% | 
                True | 
                False | 
                53,799 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                16.6% | 
                20.2 | 
                1.6% | 
                89% | 
                True | 
                False | 
                45,356 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,386.1 | 
         
        
            | 
2.618             | 
            1,333.7 | 
         
        
            | 
1.618             | 
            1,301.6 | 
         
        
            | 
1.000             | 
            1,281.8 | 
         
        
            | 
0.618             | 
            1,269.5 | 
         
        
            | 
HIGH             | 
            1,249.7 | 
         
        
            | 
0.618             | 
            1,237.4 | 
         
        
            | 
0.500             | 
            1,233.7 | 
         
        
            | 
0.382             | 
            1,229.9 | 
         
        
            | 
LOW             | 
            1,217.6 | 
         
        
            | 
0.618             | 
            1,197.8 | 
         
        
            | 
1.000             | 
            1,185.5 | 
         
        
            | 
1.618             | 
            1,165.7 | 
         
        
            | 
2.618             | 
            1,133.6 | 
         
        
            | 
4.250             | 
            1,081.2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,233.7 | 
                                1,233.7 | 
                             
                            
                                | PP | 
                                1,231.7 | 
                                1,231.7 | 
                             
                            
                                | S1 | 
                                1,229.8 | 
                                1,229.8 | 
                             
             
         |