| Trading Metrics calculated at close of trading on 19-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-May-2010 | 
                    19-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,223.9 | 
                        1,223.8 | 
                        -0.1 | 
                        0.0% | 
                        1,207.0 | 
                     
                    
                        | High | 
                        1,229.6 | 
                        1,228.2 | 
                        -1.4 | 
                        -0.1% | 
                        1,249.7 | 
                     
                    
                        | Low | 
                        1,206.6 | 
                        1,186.6 | 
                        -20.0 | 
                        -1.7% | 
                        1,184.4 | 
                     
                    
                        | Close | 
                        1,214.6 | 
                        1,193.1 | 
                        -21.5 | 
                        -1.8% | 
                        1,227.8 | 
                     
                    
                        | Range | 
                        23.0 | 
                        41.6 | 
                        18.6 | 
                        80.9% | 
                        65.3 | 
                     
                    
                        | ATR | 
                        21.7 | 
                        23.1 | 
                        1.4 | 
                        6.5% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        166,751 | 
                        185,969 | 
                        19,218 | 
                        11.5% | 
                        1,008,053 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,327.4 | 
                1,301.9 | 
                1,216.0 | 
                 | 
             
            
                | R3 | 
                1,285.8 | 
                1,260.3 | 
                1,204.5 | 
                 | 
             
            
                | R2 | 
                1,244.2 | 
                1,244.2 | 
                1,200.7 | 
                 | 
             
            
                | R1 | 
                1,218.7 | 
                1,218.7 | 
                1,196.9 | 
                1,210.7 | 
             
            
                | PP | 
                1,202.6 | 
                1,202.6 | 
                1,202.6 | 
                1,198.6 | 
             
            
                | S1 | 
                1,177.1 | 
                1,177.1 | 
                1,189.3 | 
                1,169.1 | 
             
            
                | S2 | 
                1,161.0 | 
                1,161.0 | 
                1,185.5 | 
                 | 
             
            
                | S3 | 
                1,119.4 | 
                1,135.5 | 
                1,181.7 | 
                 | 
             
            
                | S4 | 
                1,077.8 | 
                1,093.9 | 
                1,170.2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,186.6 | 
                63.1 | 
                5.3% | 
                27.3 | 
                2.3% | 
                10% | 
                False | 
                True | 
                192,880 | 
                 
                
                | 10 | 
                1,249.7 | 
                1,173.0 | 
                76.7 | 
                6.4% | 
                27.6 | 
                2.3% | 
                26% | 
                False | 
                False | 
                205,496 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,132.0 | 
                117.7 | 
                9.9% | 
                22.5 | 
                1.9% | 
                52% | 
                False | 
                False | 
                169,850 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.7% | 
                19.0 | 
                1.6% | 
                65% | 
                False | 
                False | 
                138,133 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.7% | 
                18.2 | 
                1.5% | 
                65% | 
                False | 
                False | 
                96,891 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.1% | 
                19.4 | 
                1.6% | 
                72% | 
                False | 
                False | 
                73,706 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.1% | 
                19.1 | 
                1.6% | 
                72% | 
                False | 
                False | 
                59,663 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.1% | 
                20.6 | 
                1.7% | 
                72% | 
                False | 
                False | 
                50,207 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,405.0 | 
         
        
            | 
2.618             | 
            1,337.1 | 
         
        
            | 
1.618             | 
            1,295.5 | 
         
        
            | 
1.000             | 
            1,269.8 | 
         
        
            | 
0.618             | 
            1,253.9 | 
         
        
            | 
HIGH             | 
            1,228.2 | 
         
        
            | 
0.618             | 
            1,212.3 | 
         
        
            | 
0.500             | 
            1,207.4 | 
         
        
            | 
0.382             | 
            1,202.5 | 
         
        
            | 
LOW             | 
            1,186.6 | 
         
        
            | 
0.618             | 
            1,160.9 | 
         
        
            | 
1.000             | 
            1,145.0 | 
         
        
            | 
1.618             | 
            1,119.3 | 
         
        
            | 
2.618             | 
            1,077.7 | 
         
        
            | 
4.250             | 
            1,009.8 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,207.4 | 
                                1,214.7 | 
                             
                            
                                | PP | 
                                1,202.6 | 
                                1,207.5 | 
                             
                            
                                | S1 | 
                                1,197.9 | 
                                1,200.3 | 
                             
             
         |