| Trading Metrics calculated at close of trading on 24-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2010 | 
                    24-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,183.0 | 
                        1,178.1 | 
                        -4.9 | 
                        -0.4% | 
                        1,232.0 | 
                     
                    
                        | High | 
                        1,188.0 | 
                        1,197.3 | 
                        9.3 | 
                        0.8% | 
                        1,242.8 | 
                     
                    
                        | Low | 
                        1,166.0 | 
                        1,176.8 | 
                        10.8 | 
                        0.9% | 
                        1,166.0 | 
                     
                    
                        | Close | 
                        1,176.1 | 
                        1,194.0 | 
                        17.9 | 
                        1.5% | 
                        1,176.1 | 
                     
                    
                        | Range | 
                        22.0 | 
                        20.5 | 
                        -1.5 | 
                        -6.8% | 
                        76.8 | 
                     
                    
                        | ATR | 
                        23.1 | 
                        23.0 | 
                        -0.1 | 
                        -0.6% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        217,743 | 
                        164,813 | 
                        -52,930 | 
                        -24.3% | 
                        1,038,677 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,250.9 | 
                1,242.9 | 
                1,205.3 | 
                 | 
             
            
                | R3 | 
                1,230.4 | 
                1,222.4 | 
                1,199.6 | 
                 | 
             
            
                | R2 | 
                1,209.9 | 
                1,209.9 | 
                1,197.8 | 
                 | 
             
            
                | R1 | 
                1,201.9 | 
                1,201.9 | 
                1,195.9 | 
                1,205.9 | 
             
            
                | PP | 
                1,189.4 | 
                1,189.4 | 
                1,189.4 | 
                1,191.4 | 
             
            
                | S1 | 
                1,181.4 | 
                1,181.4 | 
                1,192.1 | 
                1,185.4 | 
             
            
                | S2 | 
                1,168.9 | 
                1,168.9 | 
                1,190.2 | 
                 | 
             
            
                | S3 | 
                1,148.4 | 
                1,160.9 | 
                1,188.4 | 
                 | 
             
            
                | S4 | 
                1,127.9 | 
                1,140.4 | 
                1,182.7 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1,229.6 | 
                1,166.0 | 
                63.6 | 
                5.3% | 
                26.1 | 
                2.2% | 
                44% | 
                False | 
                False | 
                192,217 | 
                 
                
                | 10 | 
                1,249.7 | 
                1,166.0 | 
                83.7 | 
                7.0% | 
                25.8 | 
                2.2% | 
                33% | 
                False | 
                False | 
                195,624 | 
                 
                
                | 20 | 
                1,249.7 | 
                1,146.6 | 
                103.1 | 
                8.6% | 
                23.3 | 
                1.9% | 
                46% | 
                False | 
                False | 
                180,506 | 
                 
                
                | 40 | 
                1,249.7 | 
                1,102.4 | 
                147.3 | 
                12.3% | 
                19.3 | 
                1.6% | 
                62% | 
                False | 
                False | 
                149,865 | 
                 
                
                | 60 | 
                1,249.7 | 
                1,086.1 | 
                163.6 | 
                13.7% | 
                18.4 | 
                1.5% | 
                66% | 
                False | 
                False | 
                106,787 | 
                 
                
                | 80 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.1% | 
                19.5 | 
                1.6% | 
                73% | 
                False | 
                False | 
                81,187 | 
                 
                
                | 100 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.1% | 
                19.3 | 
                1.6% | 
                73% | 
                False | 
                False | 
                65,702 | 
                 
                
                | 120 | 
                1,249.7 | 
                1,045.6 | 
                204.1 | 
                17.1% | 
                20.3 | 
                1.7% | 
                73% | 
                False | 
                False | 
                55,190 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,284.4 | 
         
        
            | 
2.618             | 
            1,251.0 | 
         
        
            | 
1.618             | 
            1,230.5 | 
         
        
            | 
1.000             | 
            1,217.8 | 
         
        
            | 
0.618             | 
            1,210.0 | 
         
        
            | 
HIGH             | 
            1,197.3 | 
         
        
            | 
0.618             | 
            1,189.5 | 
         
        
            | 
0.500             | 
            1,187.1 | 
         
        
            | 
0.382             | 
            1,184.6 | 
         
        
            | 
LOW             | 
            1,176.8 | 
         
        
            | 
0.618             | 
            1,164.1 | 
         
        
            | 
1.000             | 
            1,156.3 | 
         
        
            | 
1.618             | 
            1,143.6 | 
         
        
            | 
2.618             | 
            1,123.1 | 
         
        
            | 
4.250             | 
            1,089.7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,191.7 | 
                                1,190.0 | 
                             
                            
                                | PP | 
                                1,189.4 | 
                                1,186.1 | 
                             
                            
                                | S1 | 
                                1,187.1 | 
                                1,182.1 | 
                             
             
         |