| Trading Metrics calculated at close of trading on 21-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-May-2010 | 
                    21-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,191.0 | 
                        1,183.0 | 
                        -8.0 | 
                        -0.7% | 
                        1,232.0 | 
                     
                    
                        | High | 
                        1,198.2 | 
                        1,188.0 | 
                        -10.2 | 
                        -0.9% | 
                        1,242.8 | 
                     
                    
                        | Low | 
                        1,175.0 | 
                        1,166.0 | 
                        -9.0 | 
                        -0.8% | 
                        1,166.0 | 
                     
                    
                        | Close | 
                        1,188.6 | 
                        1,176.1 | 
                        -12.5 | 
                        -1.1% | 
                        1,176.1 | 
                     
                    
                        | Range | 
                        23.2 | 
                        22.0 | 
                        -1.2 | 
                        -5.2% | 
                        76.8 | 
                     
                    
                        | ATR | 
                        23.1 | 
                        23.1 | 
                        0.0 | 
                        -0.2% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        225,810 | 
                        217,743 | 
                        -8,067 | 
                        -3.6% | 
                        1,038,677 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,242.7 | 
                1,231.4 | 
                1,188.2 | 
                 | 
             
            
                | R3 | 
                1,220.7 | 
                1,209.4 | 
                1,182.2 | 
                 | 
             
            
                | R2 | 
                1,198.7 | 
                1,198.7 | 
                1,180.1 | 
                 | 
             
            
                | R1 | 
                1,187.4 | 
                1,187.4 | 
                1,178.1 | 
                1,182.1 | 
             
            
                | PP | 
                1,176.7 | 
                1,176.7 | 
                1,176.7 | 
                1,174.0 | 
             
            
                | S1 | 
                1,165.4 | 
                1,165.4 | 
                1,174.1 | 
                1,160.1 | 
             
            
                | S2 | 
                1,154.7 | 
                1,154.7 | 
                1,172.1 | 
                 | 
             
            
                | S3 | 
                1,132.7 | 
                1,143.4 | 
                1,170.1 | 
                 | 
             
            
                | S4 | 
                1,110.7 | 
                1,121.4 | 
                1,164.0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,425.4 | 
                1,377.5 | 
                1,218.3 | 
                 | 
             
            
                | R3 | 
                1,348.6 | 
                1,300.7 | 
                1,197.2 | 
                 | 
             
            
                | R2 | 
                1,271.8 | 
                1,271.8 | 
                1,190.2 | 
                 | 
             
            
                | R1 | 
                1,223.9 | 
                1,223.9 | 
                1,183.1 | 
                1,209.5 | 
             
            
                | PP | 
                1,195.0 | 
                1,195.0 | 
                1,195.0 | 
                1,187.7 | 
             
            
                | S1 | 
                1,147.1 | 
                1,147.1 | 
                1,169.1 | 
                1,132.7 | 
             
            
                | S2 | 
                1,118.2 | 
                1,118.2 | 
                1,162.0 | 
                 | 
             
            
                | S3 | 
                1,041.4 | 
                1,070.3 | 
                1,155.0 | 
                 | 
             
            
                | S4 | 
                964.6 | 
                993.5 | 
                1,133.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,242.8 | 
                1,166.0 | 
                76.8 | 
                6.5% | 
                26.7 | 
                2.3% | 
                13% | 
                False | 
                True | 
                207,735 | 
                 
                
                | 10 | 
                1,249.7 | 
                1,166.0 | 
                83.7 | 
                7.1% | 
                26.0 | 
                2.2% | 
                12% | 
                False | 
                True | 
                204,673 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,146.6 | 
                103.1 | 
                8.8% | 
                22.7 | 
                1.9% | 
                29% | 
                False | 
                False | 
                179,488 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,089.6 | 
                160.1 | 
                13.6% | 
                19.3 | 
                1.6% | 
                54% | 
                False | 
                False | 
                147,216 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.9% | 
                18.3 | 
                1.6% | 
                55% | 
                False | 
                False | 
                104,129 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.4% | 
                19.5 | 
                1.7% | 
                64% | 
                False | 
                False | 
                79,191 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.4% | 
                19.3 | 
                1.6% | 
                64% | 
                False | 
                False | 
                64,070 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.4% | 
                20.3 | 
                1.7% | 
                64% | 
                False | 
                False | 
                53,843 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,281.5 | 
         
        
            | 
2.618             | 
            1,245.6 | 
         
        
            | 
1.618             | 
            1,223.6 | 
         
        
            | 
1.000             | 
            1,210.0 | 
         
        
            | 
0.618             | 
            1,201.6 | 
         
        
            | 
HIGH             | 
            1,188.0 | 
         
        
            | 
0.618             | 
            1,179.6 | 
         
        
            | 
0.500             | 
            1,177.0 | 
         
        
            | 
0.382             | 
            1,174.4 | 
         
        
            | 
LOW             | 
            1,166.0 | 
         
        
            | 
0.618             | 
            1,152.4 | 
         
        
            | 
1.000             | 
            1,144.0 | 
         
        
            | 
1.618             | 
            1,130.4 | 
         
        
            | 
2.618             | 
            1,108.4 | 
         
        
            | 
4.250             | 
            1,072.5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,177.0 | 
                                1,197.1 | 
                             
                            
                                | PP | 
                                1,176.7 | 
                                1,190.1 | 
                             
                            
                                | S1 | 
                                1,176.4 | 
                                1,183.1 | 
                             
             
         |